CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 08-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
988-0 |
990-0 |
2-0 |
0.2% |
896-0 |
| High |
1004-0 |
1005-4 |
1-4 |
0.1% |
997-0 |
| Low |
987-0 |
990-0 |
3-0 |
0.3% |
896-0 |
| Close |
988-0 |
1001-4 |
13-4 |
1.4% |
995-2 |
| Range |
17-0 |
15-4 |
-1-4 |
-8.8% |
101-0 |
| ATR |
22-5 |
22-2 |
-0-3 |
-1.6% |
0-0 |
| Volume |
46,654 |
56,183 |
9,529 |
20.4% |
161,485 |
|
| Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1045-4 |
1039-0 |
1010-0 |
|
| R3 |
1030-0 |
1023-4 |
1005-6 |
|
| R2 |
1014-4 |
1014-4 |
1004-3 |
|
| R1 |
1008-0 |
1008-0 |
1002-7 |
1011-2 |
| PP |
999-0 |
999-0 |
999-0 |
1000-5 |
| S1 |
992-4 |
992-4 |
1000-1 |
995-6 |
| S2 |
983-4 |
983-4 |
998-5 |
|
| S3 |
968-0 |
977-0 |
997-2 |
|
| S4 |
952-4 |
961-4 |
993-0 |
|
|
| 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 |
1005-4 |
974-4 |
31-0 |
3.1% |
15-6 |
1.6% |
87% |
True |
False |
42,834 |
| 10 |
1005-4 |
896-0 |
109-4 |
10.9% |
15-1 |
1.5% |
96% |
True |
False |
37,294 |
| 20 |
1005-4 |
865-0 |
140-4 |
14.0% |
16-5 |
1.7% |
97% |
True |
False |
31,041 |
| 40 |
1005-4 |
842-0 |
163-4 |
16.3% |
17-4 |
1.7% |
98% |
True |
False |
25,585 |
| 60 |
1054-4 |
842-0 |
212-4 |
21.2% |
19-5 |
2.0% |
75% |
False |
False |
23,515 |
| 80 |
1059-0 |
842-0 |
217-0 |
21.7% |
20-2 |
2.0% |
74% |
False |
False |
19,820 |
| 100 |
1059-0 |
797-0 |
262-0 |
26.2% |
20-0 |
2.0% |
78% |
False |
False |
16,912 |
| 120 |
1059-0 |
797-0 |
262-0 |
26.2% |
21-3 |
2.1% |
78% |
False |
False |
14,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1071-3 |
|
2.618 |
1046-1 |
|
1.618 |
1030-5 |
|
1.000 |
1021-0 |
|
0.618 |
1015-1 |
|
HIGH |
1005-4 |
|
0.618 |
999-5 |
|
0.500 |
997-6 |
|
0.382 |
995-7 |
|
LOW |
990-0 |
|
0.618 |
980-3 |
|
1.000 |
974-4 |
|
1.618 |
964-7 |
|
2.618 |
949-3 |
|
4.250 |
924-1 |
|
|
| Fisher Pivots for day following 08-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1000-2 |
999-4 |
| PP |
999-0 |
997-4 |
| S1 |
997-6 |
995-4 |
|