CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 24-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1050-0 |
1032-0 |
-18-0 |
-1.7% |
1021-0 |
| High |
1057-0 |
1040-4 |
-16-4 |
-1.6% |
1057-0 |
| Low |
1030-0 |
1026-0 |
-4-0 |
-0.4% |
1010-0 |
| Close |
1032-0 |
1034-0 |
2-0 |
0.2% |
1034-0 |
| Range |
27-0 |
14-4 |
-12-4 |
-46.3% |
47-0 |
| ATR |
22-1 |
21-5 |
-0-4 |
-2.5% |
0-0 |
| Volume |
76,487 |
97,177 |
20,690 |
27.1% |
434,668 |
|
| Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1077-0 |
1070-0 |
1042-0 |
|
| R3 |
1062-4 |
1055-4 |
1038-0 |
|
| R2 |
1048-0 |
1048-0 |
1036-5 |
|
| R1 |
1041-0 |
1041-0 |
1035-3 |
1044-4 |
| PP |
1033-4 |
1033-4 |
1033-4 |
1035-2 |
| S1 |
1026-4 |
1026-4 |
1032-5 |
1030-0 |
| S2 |
1019-0 |
1019-0 |
1031-3 |
|
| S3 |
1004-4 |
1012-0 |
1030-0 |
|
| S4 |
990-0 |
997-4 |
1026-0 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1174-5 |
1151-3 |
1059-7 |
|
| R3 |
1127-5 |
1104-3 |
1046-7 |
|
| R2 |
1080-5 |
1080-5 |
1042-5 |
|
| R1 |
1057-3 |
1057-3 |
1038-2 |
1069-0 |
| PP |
1033-5 |
1033-5 |
1033-5 |
1039-4 |
| S1 |
1010-3 |
1010-3 |
1029-6 |
1022-0 |
| S2 |
986-5 |
986-5 |
1025-3 |
|
| S3 |
939-5 |
963-3 |
1021-1 |
|
| S4 |
892-5 |
916-3 |
1008-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1057-0 |
1010-0 |
47-0 |
4.5% |
18-5 |
1.8% |
51% |
False |
False |
86,933 |
| 10 |
1063-0 |
996-4 |
66-4 |
6.4% |
18-2 |
1.8% |
56% |
False |
False |
71,401 |
| 20 |
1063-0 |
896-0 |
167-0 |
16.2% |
17-1 |
1.7% |
83% |
False |
False |
55,312 |
| 40 |
1063-0 |
842-0 |
221-0 |
21.4% |
17-3 |
1.7% |
87% |
False |
False |
40,080 |
| 60 |
1063-0 |
842-0 |
221-0 |
21.4% |
18-0 |
1.7% |
87% |
False |
False |
32,763 |
| 80 |
1063-0 |
842-0 |
221-0 |
21.4% |
19-7 |
1.9% |
87% |
False |
False |
28,675 |
| 100 |
1063-0 |
797-0 |
266-0 |
25.7% |
19-7 |
1.9% |
89% |
False |
False |
24,189 |
| 120 |
1063-0 |
797-0 |
266-0 |
25.7% |
20-1 |
2.0% |
89% |
False |
False |
20,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1102-1 |
|
2.618 |
1078-4 |
|
1.618 |
1064-0 |
|
1.000 |
1055-0 |
|
0.618 |
1049-4 |
|
HIGH |
1040-4 |
|
0.618 |
1035-0 |
|
0.500 |
1033-2 |
|
0.382 |
1031-4 |
|
LOW |
1026-0 |
|
0.618 |
1017-0 |
|
1.000 |
1011-4 |
|
1.618 |
1002-4 |
|
2.618 |
988-0 |
|
4.250 |
964-3 |
|
|
| Fisher Pivots for day following 24-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1033-6 |
1041-4 |
| PP |
1033-4 |
1039-0 |
| S1 |
1033-2 |
1036-4 |
|