CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 08-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1122-0 |
1107-0 |
-15-0 |
-1.3% |
1115-0 |
| High |
1126-4 |
1112-0 |
-14-4 |
-1.3% |
1126-4 |
| Low |
1095-4 |
1100-0 |
4-4 |
0.4% |
1088-0 |
| Close |
1102-0 |
1111-4 |
9-4 |
0.9% |
1111-4 |
| Range |
31-0 |
12-0 |
-19-0 |
-61.3% |
38-4 |
| ATR |
26-1 |
25-1 |
-1-0 |
-3.9% |
0-0 |
| Volume |
85,085 |
99,754 |
14,669 |
17.2% |
496,411 |
|
| Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1143-7 |
1139-5 |
1118-1 |
|
| R3 |
1131-7 |
1127-5 |
1114-6 |
|
| R2 |
1119-7 |
1119-7 |
1113-6 |
|
| R1 |
1115-5 |
1115-5 |
1112-5 |
1117-6 |
| PP |
1107-7 |
1107-7 |
1107-7 |
1108-7 |
| S1 |
1103-5 |
1103-5 |
1110-3 |
1105-6 |
| S2 |
1095-7 |
1095-7 |
1109-2 |
|
| S3 |
1083-7 |
1091-5 |
1108-2 |
|
| S4 |
1071-7 |
1079-5 |
1104-7 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1224-1 |
1206-3 |
1132-5 |
|
| R3 |
1185-5 |
1167-7 |
1122-1 |
|
| R2 |
1147-1 |
1147-1 |
1118-4 |
|
| R1 |
1129-3 |
1129-3 |
1115-0 |
1119-0 |
| PP |
1108-5 |
1108-5 |
1108-5 |
1103-4 |
| S1 |
1090-7 |
1090-7 |
1108-0 |
1080-4 |
| S2 |
1070-1 |
1070-1 |
1104-4 |
|
| S3 |
1031-5 |
1052-3 |
1100-7 |
|
| S4 |
993-1 |
1013-7 |
1090-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1126-4 |
1088-0 |
38-4 |
3.5% |
21-1 |
1.9% |
61% |
False |
False |
99,282 |
| 10 |
1126-4 |
982-4 |
144-0 |
13.0% |
26-0 |
2.3% |
90% |
False |
False |
105,186 |
| 20 |
1126-4 |
982-4 |
144-0 |
13.0% |
22-1 |
2.0% |
90% |
False |
False |
88,294 |
| 40 |
1126-4 |
868-0 |
258-4 |
23.3% |
19-4 |
1.8% |
94% |
False |
False |
60,727 |
| 60 |
1126-4 |
842-0 |
284-4 |
25.6% |
19-1 |
1.7% |
95% |
False |
False |
47,239 |
| 80 |
1126-4 |
842-0 |
284-4 |
25.6% |
20-2 |
1.8% |
95% |
False |
False |
40,220 |
| 100 |
1126-4 |
842-0 |
284-4 |
25.6% |
20-4 |
1.8% |
95% |
False |
False |
34,039 |
| 120 |
1126-4 |
797-0 |
329-4 |
29.6% |
20-2 |
1.8% |
95% |
False |
False |
29,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1163-0 |
|
2.618 |
1143-3 |
|
1.618 |
1131-3 |
|
1.000 |
1124-0 |
|
0.618 |
1119-3 |
|
HIGH |
1112-0 |
|
0.618 |
1107-3 |
|
0.500 |
1106-0 |
|
0.382 |
1104-5 |
|
LOW |
1100-0 |
|
0.618 |
1092-5 |
|
1.000 |
1088-0 |
|
1.618 |
1080-5 |
|
2.618 |
1068-5 |
|
4.250 |
1049-0 |
|
|
| Fisher Pivots for day following 08-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1109-5 |
1111-3 |
| PP |
1107-7 |
1111-1 |
| S1 |
1106-0 |
1111-0 |
|