CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 09-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
990-0 |
1024-0 |
34-0 |
3.4% |
896-0 |
| High |
1005-4 |
1024-0 |
18-4 |
1.8% |
997-0 |
| Low |
990-0 |
1000-4 |
10-4 |
1.1% |
896-0 |
| Close |
1001-4 |
1002-0 |
0-4 |
0.0% |
995-2 |
| Range |
15-4 |
23-4 |
8-0 |
51.6% |
101-0 |
| ATR |
22-2 |
22-3 |
0-1 |
0.4% |
0-0 |
| Volume |
56,183 |
58,534 |
2,351 |
4.2% |
161,485 |
|
| Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1079-3 |
1064-1 |
1014-7 |
|
| R3 |
1055-7 |
1040-5 |
1008-4 |
|
| R2 |
1032-3 |
1032-3 |
1006-2 |
|
| R1 |
1017-1 |
1017-1 |
1004-1 |
1013-0 |
| PP |
1008-7 |
1008-7 |
1008-7 |
1006-6 |
| S1 |
993-5 |
993-5 |
999-7 |
989-4 |
| S2 |
985-3 |
985-3 |
997-6 |
|
| S3 |
961-7 |
970-1 |
995-4 |
|
| S4 |
938-3 |
946-5 |
989-1 |
|
|
| 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 |
1024-0 |
976-0 |
48-0 |
4.8% |
18-1 |
1.8% |
54% |
True |
False |
48,528 |
| 10 |
1024-0 |
896-0 |
128-0 |
12.8% |
16-0 |
1.6% |
83% |
True |
False |
39,223 |
| 20 |
1024-0 |
868-0 |
156-0 |
15.6% |
17-0 |
1.7% |
86% |
True |
False |
33,161 |
| 40 |
1024-0 |
842-0 |
182-0 |
18.2% |
17-6 |
1.8% |
88% |
True |
False |
26,711 |
| 60 |
1054-4 |
842-0 |
212-4 |
21.2% |
19-5 |
2.0% |
75% |
False |
False |
24,195 |
| 80 |
1059-0 |
842-0 |
217-0 |
21.7% |
20-1 |
2.0% |
74% |
False |
False |
20,475 |
| 100 |
1059-0 |
797-0 |
262-0 |
26.1% |
19-7 |
2.0% |
78% |
False |
False |
17,458 |
| 120 |
1059-0 |
797-0 |
262-0 |
26.1% |
21-1 |
2.1% |
78% |
False |
False |
15,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1123-7 |
|
2.618 |
1085-4 |
|
1.618 |
1062-0 |
|
1.000 |
1047-4 |
|
0.618 |
1038-4 |
|
HIGH |
1024-0 |
|
0.618 |
1015-0 |
|
0.500 |
1012-2 |
|
0.382 |
1009-4 |
|
LOW |
1000-4 |
|
0.618 |
986-0 |
|
1.000 |
977-0 |
|
1.618 |
962-4 |
|
2.618 |
939-0 |
|
4.250 |
900-5 |
|
|
| Fisher Pivots for day following 09-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1012-2 |
1005-4 |
| PP |
1008-7 |
1004-3 |
| S1 |
1005-3 |
1003-1 |
|