CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 06-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1109-0 |
1113-0 |
4-0 |
0.4% |
985-0 |
| High |
1109-0 |
1119-0 |
10-0 |
0.9% |
1093-0 |
| Low |
1092-4 |
1105-0 |
12-4 |
1.1% |
982-4 |
| Close |
1101-0 |
1118-0 |
17-0 |
1.5% |
1091-0 |
| Range |
16-4 |
14-0 |
-2-4 |
-15.2% |
110-4 |
| ATR |
26-3 |
25-6 |
-0-5 |
-2.3% |
0-0 |
| Volume |
108,062 |
99,580 |
-8,482 |
-7.8% |
555,458 |
|
| Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1156-0 |
1151-0 |
1125-6 |
|
| R3 |
1142-0 |
1137-0 |
1121-7 |
|
| R2 |
1128-0 |
1128-0 |
1120-5 |
|
| R1 |
1123-0 |
1123-0 |
1119-2 |
1125-4 |
| PP |
1114-0 |
1114-0 |
1114-0 |
1115-2 |
| S1 |
1109-0 |
1109-0 |
1116-6 |
1111-4 |
| S2 |
1100-0 |
1100-0 |
1115-3 |
|
| S3 |
1086-0 |
1095-0 |
1114-1 |
|
| S4 |
1072-0 |
1081-0 |
1110-2 |
|
|
| 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 |
1041-4 |
78-4 |
7.0% |
23-3 |
2.1% |
97% |
False |
False |
109,559 |
| 10 |
1120-0 |
982-4 |
137-4 |
12.3% |
25-6 |
2.3% |
99% |
False |
False |
104,069 |
| 20 |
1120-0 |
982-4 |
137-4 |
12.3% |
21-7 |
2.0% |
99% |
False |
False |
84,787 |
| 40 |
1120-0 |
857-0 |
263-0 |
23.5% |
19-5 |
1.8% |
99% |
False |
False |
56,993 |
| 60 |
1120-0 |
842-0 |
278-0 |
24.9% |
19-1 |
1.7% |
99% |
False |
False |
44,565 |
| 80 |
1120-0 |
842-0 |
278-0 |
24.9% |
20-4 |
1.8% |
99% |
False |
False |
38,378 |
| 100 |
1120-0 |
842-0 |
278-0 |
24.9% |
20-5 |
1.8% |
99% |
False |
False |
32,289 |
| 120 |
1120-0 |
797-0 |
323-0 |
28.9% |
20-4 |
1.8% |
99% |
False |
False |
27,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1178-4 |
|
2.618 |
1155-5 |
|
1.618 |
1141-5 |
|
1.000 |
1133-0 |
|
0.618 |
1127-5 |
|
HIGH |
1119-0 |
|
0.618 |
1113-5 |
|
0.500 |
1112-0 |
|
0.382 |
1110-3 |
|
LOW |
1105-0 |
|
0.618 |
1096-3 |
|
1.000 |
1091-0 |
|
1.618 |
1082-3 |
|
2.618 |
1068-3 |
|
4.250 |
1045-4 |
|
|
| Fisher Pivots for day following 06-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1116-0 |
1113-3 |
| PP |
1114-0 |
1108-5 |
| S1 |
1112-0 |
1104-0 |
|