CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 01-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1042-0 |
1055-0 |
13-0 |
1.2% |
985-0 |
| High |
1058-0 |
1093-0 |
35-0 |
3.3% |
1093-0 |
| Low |
1041-4 |
1055-0 |
13-4 |
1.3% |
982-4 |
| Close |
1055-0 |
1091-0 |
36-0 |
3.4% |
1091-0 |
| Range |
16-4 |
38-0 |
21-4 |
130.3% |
110-4 |
| ATR |
25-7 |
26-6 |
0-7 |
3.3% |
0-0 |
| Volume |
103,535 |
132,691 |
29,156 |
28.2% |
555,458 |
|
| Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1193-5 |
1180-3 |
1111-7 |
|
| R3 |
1155-5 |
1142-3 |
1101-4 |
|
| R2 |
1117-5 |
1117-5 |
1098-0 |
|
| R1 |
1104-3 |
1104-3 |
1094-4 |
1111-0 |
| PP |
1079-5 |
1079-5 |
1079-5 |
1083-0 |
| S1 |
1066-3 |
1066-3 |
1087-4 |
1073-0 |
| S2 |
1041-5 |
1041-5 |
1084-0 |
|
| S3 |
1003-5 |
1028-3 |
1080-4 |
|
| S4 |
965-5 |
990-3 |
1070-1 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1387-0 |
1349-4 |
1151-6 |
|
| R3 |
1276-4 |
1239-0 |
1121-3 |
|
| R2 |
1166-0 |
1166-0 |
1111-2 |
|
| R1 |
1128-4 |
1128-4 |
1101-1 |
1147-2 |
| PP |
1055-4 |
1055-4 |
1055-4 |
1064-7 |
| S1 |
1018-0 |
1018-0 |
1080-7 |
1036-6 |
| S2 |
945-0 |
945-0 |
1070-6 |
|
| S3 |
834-4 |
907-4 |
1060-5 |
|
| S4 |
724-0 |
797-0 |
1030-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1093-0 |
982-4 |
110-4 |
10.1% |
30-6 |
2.8% |
98% |
True |
False |
111,091 |
| 10 |
1093-0 |
982-4 |
110-4 |
10.1% |
24-6 |
2.3% |
98% |
True |
False |
99,012 |
| 20 |
1093-0 |
976-0 |
117-0 |
10.7% |
21-3 |
2.0% |
98% |
True |
False |
75,605 |
| 40 |
1093-0 |
855-0 |
238-0 |
21.8% |
19-3 |
1.8% |
99% |
True |
False |
50,694 |
| 60 |
1093-0 |
842-0 |
251-0 |
23.0% |
19-2 |
1.8% |
99% |
True |
False |
40,697 |
| 80 |
1093-0 |
842-0 |
251-0 |
23.0% |
20-4 |
1.9% |
99% |
True |
False |
35,068 |
| 100 |
1093-0 |
835-0 |
258-0 |
23.6% |
20-3 |
1.9% |
99% |
True |
False |
29,421 |
| 120 |
1093-0 |
797-0 |
296-0 |
27.1% |
20-3 |
1.9% |
99% |
True |
False |
25,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1254-4 |
|
2.618 |
1192-4 |
|
1.618 |
1154-4 |
|
1.000 |
1131-0 |
|
0.618 |
1116-4 |
|
HIGH |
1093-0 |
|
0.618 |
1078-4 |
|
0.500 |
1074-0 |
|
0.382 |
1069-4 |
|
LOW |
1055-0 |
|
0.618 |
1031-4 |
|
1.000 |
1017-0 |
|
1.618 |
993-4 |
|
2.618 |
955-4 |
|
4.250 |
893-4 |
|
|
| Fisher Pivots for day following 01-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1085-3 |
1075-1 |
| PP |
1079-5 |
1059-3 |
| S1 |
1074-0 |
1043-4 |
|