CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 21-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1021-0 |
1013-0 |
-8-0 |
-0.8% |
999-0 |
| High |
1025-4 |
1037-4 |
12-0 |
1.2% |
1063-0 |
| Low |
1010-0 |
1013-0 |
3-0 |
0.3% |
996-4 |
| Close |
1011-4 |
1033-0 |
21-4 |
2.1% |
1041-4 |
| Range |
15-4 |
24-4 |
9-0 |
58.1% |
66-4 |
| ATR |
22-3 |
22-5 |
0-2 |
1.2% |
0-0 |
| Volume |
88,131 |
79,269 |
-8,862 |
-10.1% |
279,343 |
|
| Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1101-3 |
1091-5 |
1046-4 |
|
| R3 |
1076-7 |
1067-1 |
1039-6 |
|
| R2 |
1052-3 |
1052-3 |
1037-4 |
|
| R1 |
1042-5 |
1042-5 |
1035-2 |
1047-4 |
| PP |
1027-7 |
1027-7 |
1027-7 |
1030-2 |
| S1 |
1018-1 |
1018-1 |
1030-6 |
1023-0 |
| S2 |
1003-3 |
1003-3 |
1028-4 |
|
| S3 |
978-7 |
993-5 |
1026-2 |
|
| S4 |
954-3 |
969-1 |
1019-4 |
|
|
| 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 |
1010-0 |
53-0 |
5.1% |
18-6 |
1.8% |
43% |
False |
False |
71,088 |
| 10 |
1063-0 |
987-0 |
76-0 |
7.4% |
18-4 |
1.8% |
61% |
False |
False |
60,811 |
| 20 |
1063-0 |
896-0 |
167-0 |
16.2% |
16-6 |
1.6% |
82% |
False |
False |
46,560 |
| 40 |
1063-0 |
842-0 |
221-0 |
21.4% |
17-4 |
1.7% |
86% |
False |
False |
34,533 |
| 60 |
1063-0 |
842-0 |
221-0 |
21.4% |
18-3 |
1.8% |
86% |
False |
False |
29,474 |
| 80 |
1063-0 |
842-0 |
221-0 |
21.4% |
20-2 |
2.0% |
86% |
False |
False |
25,476 |
| 100 |
1063-0 |
797-0 |
266-0 |
25.8% |
19-6 |
1.9% |
89% |
False |
False |
21,636 |
| 120 |
1063-0 |
797-0 |
266-0 |
25.8% |
20-6 |
2.0% |
89% |
False |
False |
18,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1141-5 |
|
2.618 |
1101-5 |
|
1.618 |
1077-1 |
|
1.000 |
1062-0 |
|
0.618 |
1052-5 |
|
HIGH |
1037-4 |
|
0.618 |
1028-1 |
|
0.500 |
1025-2 |
|
0.382 |
1022-3 |
|
LOW |
1013-0 |
|
0.618 |
997-7 |
|
1.000 |
988-4 |
|
1.618 |
973-3 |
|
2.618 |
948-7 |
|
4.250 |
908-7 |
|
|
| Fisher Pivots for day following 21-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1030-3 |
1036-4 |
| PP |
1027-7 |
1035-3 |
| S1 |
1025-2 |
1034-1 |
|