CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 14-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1129-0 |
1127-0 |
-2-0 |
-0.2% |
1115-0 |
| High |
1135-6 |
1148-0 |
12-2 |
1.1% |
1126-4 |
| Low |
1114-0 |
1125-0 |
11-0 |
1.0% |
1088-0 |
| Close |
1128-0 |
1147-4 |
19-4 |
1.7% |
1111-4 |
| Range |
21-6 |
23-0 |
1-2 |
5.7% |
38-4 |
| ATR |
24-2 |
24-1 |
-0-1 |
-0.4% |
0-0 |
| Volume |
82,962 |
96,723 |
13,761 |
16.6% |
496,411 |
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1209-1 |
1201-3 |
1160-1 |
|
| R3 |
1186-1 |
1178-3 |
1153-7 |
|
| R2 |
1163-1 |
1163-1 |
1151-6 |
|
| R1 |
1155-3 |
1155-3 |
1149-5 |
1159-2 |
| PP |
1140-1 |
1140-1 |
1140-1 |
1142-1 |
| S1 |
1132-3 |
1132-3 |
1145-3 |
1136-2 |
| S2 |
1117-1 |
1117-1 |
1143-2 |
|
| S3 |
1094-1 |
1109-3 |
1141-1 |
|
| S4 |
1071-1 |
1086-3 |
1134-7 |
|
|
| 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 |
1148-0 |
1093-0 |
55-0 |
4.8% |
19-3 |
1.7% |
99% |
True |
False |
82,772 |
| 10 |
1148-0 |
1055-0 |
93-0 |
8.1% |
22-7 |
2.0% |
99% |
True |
False |
94,320 |
| 20 |
1148-0 |
982-4 |
165-4 |
14.4% |
23-0 |
2.0% |
100% |
True |
False |
93,534 |
| 40 |
1148-0 |
896-0 |
252-0 |
22.0% |
19-5 |
1.7% |
100% |
True |
False |
66,092 |
| 60 |
1148-0 |
842-0 |
306-0 |
26.7% |
19-1 |
1.7% |
100% |
True |
False |
51,357 |
| 80 |
1148-0 |
842-0 |
306-0 |
26.7% |
19-5 |
1.7% |
100% |
True |
False |
43,184 |
| 100 |
1148-0 |
842-0 |
306-0 |
26.7% |
20-5 |
1.8% |
100% |
True |
False |
36,850 |
| 120 |
1148-0 |
797-0 |
351-0 |
30.6% |
20-4 |
1.8% |
100% |
True |
False |
31,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1245-6 |
|
2.618 |
1208-2 |
|
1.618 |
1185-2 |
|
1.000 |
1171-0 |
|
0.618 |
1162-2 |
|
HIGH |
1148-0 |
|
0.618 |
1139-2 |
|
0.500 |
1136-4 |
|
0.382 |
1133-6 |
|
LOW |
1125-0 |
|
0.618 |
1110-6 |
|
1.000 |
1102-0 |
|
1.618 |
1087-6 |
|
2.618 |
1064-6 |
|
4.250 |
1027-2 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1143-7 |
1140-1 |
| PP |
1140-1 |
1132-7 |
| S1 |
1136-4 |
1125-4 |
|