CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 16-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1033-0 |
1042-0 |
9-0 |
0.9% |
998-0 |
| High |
1040-4 |
1050-0 |
9-4 |
0.9% |
1024-0 |
| Low |
1024-0 |
1037-0 |
13-0 |
1.3% |
985-4 |
| Close |
1031-4 |
1050-4 |
19-0 |
1.8% |
1002-0 |
| Range |
16-4 |
13-0 |
-3-4 |
-21.2% |
38-4 |
| ATR |
21-5 |
21-3 |
-0-2 |
-1.0% |
0-0 |
| Volume |
62,023 |
55,976 |
-6,047 |
-9.7% |
203,636 |
|
| Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1084-7 |
1080-5 |
1057-5 |
|
| R3 |
1071-7 |
1067-5 |
1054-1 |
|
| R2 |
1058-7 |
1058-7 |
1052-7 |
|
| R1 |
1054-5 |
1054-5 |
1051-6 |
1056-6 |
| PP |
1045-7 |
1045-7 |
1045-7 |
1046-7 |
| S1 |
1041-5 |
1041-5 |
1049-2 |
1043-6 |
| S2 |
1032-7 |
1032-7 |
1048-1 |
|
| S3 |
1019-7 |
1028-5 |
1046-7 |
|
| S4 |
1006-7 |
1015-5 |
1043-3 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1119-3 |
1099-1 |
1023-1 |
|
| R3 |
1080-7 |
1060-5 |
1012-5 |
|
| R2 |
1042-3 |
1042-3 |
1009-0 |
|
| R1 |
1022-1 |
1022-1 |
1005-4 |
1032-2 |
| PP |
1003-7 |
1003-7 |
1003-7 |
1008-7 |
| S1 |
983-5 |
983-5 |
998-4 |
993-6 |
| S2 |
965-3 |
965-3 |
995-0 |
|
| S3 |
926-7 |
945-1 |
991-3 |
|
| S4 |
888-3 |
906-5 |
980-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1050-0 |
996-4 |
53-4 |
5.1% |
17-6 |
1.7% |
101% |
True |
False |
53,566 |
| 10 |
1050-0 |
974-4 |
75-4 |
7.2% |
16-6 |
1.6% |
101% |
True |
False |
48,200 |
| 20 |
1050-0 |
896-0 |
154-0 |
14.7% |
16-1 |
1.5% |
100% |
True |
False |
38,651 |
| 40 |
1050-0 |
842-0 |
208-0 |
19.8% |
17-2 |
1.6% |
100% |
True |
False |
30,268 |
| 60 |
1054-4 |
842-0 |
212-4 |
20.2% |
18-4 |
1.8% |
98% |
False |
False |
26,400 |
| 80 |
1059-0 |
842-0 |
217-0 |
20.7% |
20-0 |
1.9% |
96% |
False |
False |
22,679 |
| 100 |
1059-0 |
797-0 |
262-0 |
24.9% |
19-7 |
1.9% |
97% |
False |
False |
19,419 |
| 120 |
1059-0 |
797-0 |
262-0 |
24.9% |
21-0 |
2.0% |
97% |
False |
False |
16,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1105-2 |
|
2.618 |
1084-0 |
|
1.618 |
1071-0 |
|
1.000 |
1063-0 |
|
0.618 |
1058-0 |
|
HIGH |
1050-0 |
|
0.618 |
1045-0 |
|
0.500 |
1043-4 |
|
0.382 |
1042-0 |
|
LOW |
1037-0 |
|
0.618 |
1029-0 |
|
1.000 |
1024-0 |
|
1.618 |
1016-0 |
|
2.618 |
1003-0 |
|
4.250 |
981-6 |
|
|
| Fisher Pivots for day following 16-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1048-1 |
1045-3 |
| PP |
1045-7 |
1040-3 |
| S1 |
1043-4 |
1035-2 |
|