CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 29-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1008-0 |
1001-0 |
-7-0 |
-0.7% |
1021-0 |
| High |
1010-0 |
1026-4 |
16-4 |
1.6% |
1057-0 |
| Low |
982-4 |
994-0 |
11-4 |
1.2% |
1010-0 |
| Close |
983-0 |
1025-0 |
42-0 |
4.3% |
1034-0 |
| Range |
27-4 |
32-4 |
5-0 |
18.2% |
47-0 |
| ATR |
24-0 |
25-3 |
1-3 |
5.8% |
0-0 |
| Volume |
122,929 |
108,767 |
-14,162 |
-11.5% |
434,668 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1112-5 |
1101-3 |
1042-7 |
|
| R3 |
1080-1 |
1068-7 |
1034-0 |
|
| R2 |
1047-5 |
1047-5 |
1031-0 |
|
| R1 |
1036-3 |
1036-3 |
1028-0 |
1042-0 |
| PP |
1015-1 |
1015-1 |
1015-1 |
1018-0 |
| S1 |
1003-7 |
1003-7 |
1022-0 |
1009-4 |
| S2 |
982-5 |
982-5 |
1019-0 |
|
| S3 |
950-1 |
971-3 |
1016-0 |
|
| S4 |
917-5 |
938-7 |
1007-1 |
|
|
| 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 |
982-4 |
74-4 |
7.3% |
28-2 |
2.8% |
57% |
False |
False |
98,579 |
| 10 |
1063-0 |
982-4 |
80-4 |
7.9% |
23-0 |
2.2% |
53% |
False |
False |
87,992 |
| 20 |
1063-0 |
948-0 |
115-0 |
11.2% |
19-5 |
1.9% |
67% |
False |
False |
67,375 |
| 40 |
1063-0 |
845-0 |
218-0 |
21.3% |
18-5 |
1.8% |
83% |
False |
False |
46,396 |
| 60 |
1063-0 |
842-0 |
221-0 |
21.6% |
18-6 |
1.8% |
83% |
False |
False |
37,453 |
| 80 |
1063-0 |
842-0 |
221-0 |
21.6% |
20-2 |
2.0% |
83% |
False |
False |
32,328 |
| 100 |
1063-0 |
797-0 |
266-0 |
26.0% |
20-2 |
2.0% |
86% |
False |
False |
27,213 |
| 120 |
1063-0 |
797-0 |
266-0 |
26.0% |
20-5 |
2.0% |
86% |
False |
False |
23,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1164-5 |
|
2.618 |
1111-5 |
|
1.618 |
1079-1 |
|
1.000 |
1059-0 |
|
0.618 |
1046-5 |
|
HIGH |
1026-4 |
|
0.618 |
1014-1 |
|
0.500 |
1010-2 |
|
0.382 |
1006-3 |
|
LOW |
994-0 |
|
0.618 |
973-7 |
|
1.000 |
961-4 |
|
1.618 |
941-3 |
|
2.618 |
908-7 |
|
4.250 |
855-7 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1020-1 |
1018-1 |
| PP |
1015-1 |
1011-3 |
| S1 |
1010-2 |
1004-4 |
|