CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 17-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1042-0 |
1060-0 |
18-0 |
1.7% |
999-0 |
| High |
1050-0 |
1063-0 |
13-0 |
1.2% |
1063-0 |
| Low |
1037-0 |
1039-0 |
2-0 |
0.2% |
996-4 |
| Close |
1050-4 |
1041-4 |
-9-0 |
-0.9% |
1041-4 |
| Range |
13-0 |
24-0 |
11-0 |
84.6% |
66-4 |
| ATR |
21-3 |
21-5 |
0-1 |
0.9% |
0-0 |
| Volume |
55,976 |
70,045 |
14,069 |
25.1% |
279,343 |
|
| Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1119-7 |
1104-5 |
1054-6 |
|
| R3 |
1095-7 |
1080-5 |
1048-1 |
|
| R2 |
1071-7 |
1071-7 |
1045-7 |
|
| R1 |
1056-5 |
1056-5 |
1043-6 |
1052-2 |
| PP |
1047-7 |
1047-7 |
1047-7 |
1045-5 |
| S1 |
1032-5 |
1032-5 |
1039-2 |
1028-2 |
| S2 |
1023-7 |
1023-7 |
1037-1 |
|
| S3 |
999-7 |
1008-5 |
1034-7 |
|
| S4 |
975-7 |
984-5 |
1028-2 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1233-1 |
1203-7 |
1078-1 |
|
| R3 |
1166-5 |
1137-3 |
1059-6 |
|
| R2 |
1100-1 |
1100-1 |
1053-6 |
|
| R1 |
1070-7 |
1070-7 |
1047-5 |
1085-4 |
| PP |
1033-5 |
1033-5 |
1033-5 |
1041-0 |
| S1 |
1004-3 |
1004-3 |
1035-3 |
1019-0 |
| S2 |
967-1 |
967-1 |
1029-2 |
|
| S3 |
900-5 |
937-7 |
1023-2 |
|
| S4 |
834-1 |
871-3 |
1004-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1063-0 |
996-4 |
66-4 |
6.4% |
17-6 |
1.7% |
68% |
True |
False |
55,868 |
| 10 |
1063-0 |
976-0 |
87-0 |
8.4% |
18-0 |
1.7% |
75% |
True |
False |
52,198 |
| 20 |
1063-0 |
896-0 |
167-0 |
16.0% |
16-4 |
1.6% |
87% |
True |
False |
41,143 |
| 40 |
1063-0 |
842-0 |
221-0 |
21.2% |
17-3 |
1.7% |
90% |
True |
False |
31,450 |
| 60 |
1063-0 |
842-0 |
221-0 |
21.2% |
18-4 |
1.8% |
90% |
True |
False |
27,237 |
| 80 |
1063-0 |
842-0 |
221-0 |
21.2% |
20-1 |
1.9% |
90% |
True |
False |
23,485 |
| 100 |
1063-0 |
797-0 |
266-0 |
25.5% |
20-0 |
1.9% |
92% |
True |
False |
20,078 |
| 120 |
1063-0 |
797-0 |
266-0 |
25.5% |
21-1 |
2.0% |
92% |
True |
False |
17,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1165-0 |
|
2.618 |
1125-7 |
|
1.618 |
1101-7 |
|
1.000 |
1087-0 |
|
0.618 |
1077-7 |
|
HIGH |
1063-0 |
|
0.618 |
1053-7 |
|
0.500 |
1051-0 |
|
0.382 |
1048-1 |
|
LOW |
1039-0 |
|
0.618 |
1024-1 |
|
1.000 |
1015-0 |
|
1.618 |
1000-1 |
|
2.618 |
976-1 |
|
4.250 |
937-0 |
|
|
| Fisher Pivots for day following 17-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1051-0 |
1043-4 |
| PP |
1047-7 |
1042-7 |
| S1 |
1044-5 |
1042-1 |
|