CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1115-0 |
1109-0 |
-6-0 |
-0.5% |
985-0 |
| High |
1120-0 |
1109-0 |
-11-0 |
-1.0% |
1093-0 |
| Low |
1088-0 |
1092-4 |
4-4 |
0.4% |
982-4 |
| Close |
1103-4 |
1101-0 |
-2-4 |
-0.2% |
1091-0 |
| Range |
32-0 |
16-4 |
-15-4 |
-48.4% |
110-4 |
| ATR |
27-1 |
26-3 |
-0-6 |
-2.8% |
0-0 |
| Volume |
103,930 |
108,062 |
4,132 |
4.0% |
555,458 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1150-3 |
1142-1 |
1110-1 |
|
| R3 |
1133-7 |
1125-5 |
1105-4 |
|
| R2 |
1117-3 |
1117-3 |
1104-0 |
|
| R1 |
1109-1 |
1109-1 |
1102-4 |
1105-0 |
| PP |
1100-7 |
1100-7 |
1100-7 |
1098-6 |
| S1 |
1092-5 |
1092-5 |
1099-4 |
1088-4 |
| S2 |
1084-3 |
1084-3 |
1098-0 |
|
| S3 |
1067-7 |
1076-1 |
1096-4 |
|
| S4 |
1051-3 |
1059-5 |
1091-7 |
|
|
| 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 |
1120-0 |
994-0 |
126-0 |
11.4% |
27-1 |
2.5% |
85% |
False |
False |
111,397 |
| 10 |
1120-0 |
982-4 |
137-4 |
12.5% |
25-4 |
2.3% |
86% |
False |
False |
103,471 |
| 20 |
1120-0 |
982-4 |
137-4 |
12.5% |
22-0 |
2.0% |
86% |
False |
False |
82,141 |
| 40 |
1120-0 |
857-0 |
263-0 |
23.9% |
19-6 |
1.8% |
93% |
False |
False |
54,806 |
| 60 |
1120-0 |
842-0 |
278-0 |
25.2% |
19-1 |
1.7% |
93% |
False |
False |
43,354 |
| 80 |
1120-0 |
842-0 |
278-0 |
25.2% |
20-5 |
1.9% |
93% |
False |
False |
37,340 |
| 100 |
1120-0 |
842-0 |
278-0 |
25.2% |
20-5 |
1.9% |
93% |
False |
False |
31,343 |
| 120 |
1120-0 |
797-0 |
323-0 |
29.3% |
20-4 |
1.9% |
94% |
False |
False |
26,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1179-1 |
|
2.618 |
1152-2 |
|
1.618 |
1135-6 |
|
1.000 |
1125-4 |
|
0.618 |
1119-2 |
|
HIGH |
1109-0 |
|
0.618 |
1102-6 |
|
0.500 |
1100-6 |
|
0.382 |
1098-6 |
|
LOW |
1092-4 |
|
0.618 |
1082-2 |
|
1.000 |
1076-0 |
|
1.618 |
1065-6 |
|
2.618 |
1049-2 |
|
4.250 |
1022-3 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1100-7 |
1096-4 |
| PP |
1100-7 |
1092-0 |
| S1 |
1100-6 |
1087-4 |
|