CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 07-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
998-0 |
988-0 |
-10-0 |
-1.0% |
896-0 |
| High |
999-0 |
1004-0 |
5-0 |
0.5% |
997-0 |
| Low |
985-4 |
987-0 |
1-4 |
0.2% |
896-0 |
| Close |
993-4 |
988-0 |
-5-4 |
-0.6% |
995-2 |
| Range |
13-4 |
17-0 |
3-4 |
25.9% |
101-0 |
| ATR |
23-1 |
22-5 |
-0-3 |
-1.9% |
0-0 |
| Volume |
42,265 |
46,654 |
4,389 |
10.4% |
161,485 |
|
| Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1044-0 |
1033-0 |
997-3 |
|
| R3 |
1027-0 |
1016-0 |
992-5 |
|
| R2 |
1010-0 |
1010-0 |
991-1 |
|
| R1 |
999-0 |
999-0 |
989-4 |
996-4 |
| PP |
993-0 |
993-0 |
993-0 |
991-6 |
| S1 |
982-0 |
982-0 |
986-4 |
979-4 |
| S2 |
976-0 |
976-0 |
984-7 |
|
| S3 |
959-0 |
965-0 |
983-3 |
|
| S4 |
942-0 |
948-0 |
978-5 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1265-6 |
1231-4 |
1050-6 |
|
| R3 |
1164-6 |
1130-4 |
1023-0 |
|
| R2 |
1063-6 |
1063-6 |
1013-6 |
|
| R1 |
1029-4 |
1029-4 |
1004-4 |
1046-5 |
| PP |
962-6 |
962-6 |
962-6 |
971-2 |
| S1 |
928-4 |
928-4 |
986-0 |
945-5 |
| S2 |
861-6 |
861-6 |
976-6 |
|
| S3 |
760-6 |
827-4 |
967-4 |
|
| S4 |
659-6 |
726-4 |
939-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1004-0 |
948-0 |
56-0 |
5.7% |
14-5 |
1.5% |
71% |
True |
False |
39,908 |
| 10 |
1004-0 |
896-0 |
108-0 |
10.9% |
15-2 |
1.5% |
85% |
True |
False |
34,252 |
| 20 |
1004-0 |
857-0 |
147-0 |
14.9% |
17-3 |
1.8% |
89% |
True |
False |
29,199 |
| 40 |
1020-0 |
842-0 |
178-0 |
18.0% |
17-6 |
1.8% |
82% |
False |
False |
24,454 |
| 60 |
1054-4 |
842-0 |
212-4 |
21.5% |
20-0 |
2.0% |
69% |
False |
False |
22,908 |
| 80 |
1059-0 |
842-0 |
217-0 |
22.0% |
20-3 |
2.1% |
67% |
False |
False |
19,165 |
| 100 |
1059-0 |
797-0 |
262-0 |
26.5% |
20-1 |
2.0% |
73% |
False |
False |
16,394 |
| 120 |
1059-0 |
797-0 |
262-0 |
26.5% |
21-4 |
2.2% |
73% |
False |
False |
14,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1076-2 |
|
2.618 |
1048-4 |
|
1.618 |
1031-4 |
|
1.000 |
1021-0 |
|
0.618 |
1014-4 |
|
HIGH |
1004-0 |
|
0.618 |
997-4 |
|
0.500 |
995-4 |
|
0.382 |
993-4 |
|
LOW |
987-0 |
|
0.618 |
976-4 |
|
1.000 |
970-0 |
|
1.618 |
959-4 |
|
2.618 |
942-4 |
|
4.250 |
914-6 |
|
|
| Fisher Pivots for day following 07-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
995-4 |
990-0 |
| PP |
993-0 |
989-3 |
| S1 |
990-4 |
988-5 |
|