CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 15-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1127-0 |
1148-0 |
21-0 |
1.9% |
1094-0 |
| High |
1148-0 |
1151-4 |
3-4 |
0.3% |
1151-4 |
| Low |
1125-0 |
1125-0 |
0-0 |
0.0% |
1093-0 |
| Close |
1147-4 |
1130-4 |
-17-0 |
-1.5% |
1130-4 |
| Range |
23-0 |
26-4 |
3-4 |
15.2% |
58-4 |
| ATR |
24-1 |
24-3 |
0-1 |
0.7% |
0-0 |
| Volume |
96,723 |
92,517 |
-4,206 |
-4.3% |
406,623 |
|
| Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1215-1 |
1199-3 |
1145-1 |
|
| R3 |
1188-5 |
1172-7 |
1137-6 |
|
| R2 |
1162-1 |
1162-1 |
1135-3 |
|
| R1 |
1146-3 |
1146-3 |
1132-7 |
1141-0 |
| PP |
1135-5 |
1135-5 |
1135-5 |
1133-0 |
| S1 |
1119-7 |
1119-7 |
1128-1 |
1114-4 |
| S2 |
1109-1 |
1109-1 |
1125-5 |
|
| S3 |
1082-5 |
1093-3 |
1123-2 |
|
| S4 |
1056-1 |
1066-7 |
1115-7 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1300-4 |
1274-0 |
1162-5 |
|
| R3 |
1242-0 |
1215-4 |
1146-5 |
|
| R2 |
1183-4 |
1183-4 |
1141-2 |
|
| R1 |
1157-0 |
1157-0 |
1135-7 |
1170-2 |
| PP |
1125-0 |
1125-0 |
1125-0 |
1131-5 |
| S1 |
1098-4 |
1098-4 |
1125-1 |
1111-6 |
| S2 |
1066-4 |
1066-4 |
1119-6 |
|
| S3 |
1008-0 |
1040-0 |
1114-3 |
|
| S4 |
949-4 |
981-4 |
1098-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1151-4 |
1093-0 |
58-4 |
5.2% |
22-2 |
2.0% |
64% |
True |
False |
81,324 |
| 10 |
1151-4 |
1088-0 |
63-4 |
5.6% |
21-5 |
1.9% |
67% |
True |
False |
90,303 |
| 20 |
1151-4 |
982-4 |
169-0 |
14.9% |
23-2 |
2.1% |
88% |
True |
False |
94,658 |
| 40 |
1151-4 |
896-0 |
255-4 |
22.6% |
19-7 |
1.8% |
92% |
True |
False |
67,900 |
| 60 |
1151-4 |
842-0 |
309-4 |
27.4% |
19-3 |
1.7% |
93% |
True |
False |
52,519 |
| 80 |
1151-4 |
842-0 |
309-4 |
27.4% |
19-5 |
1.7% |
93% |
True |
False |
44,092 |
| 100 |
1151-4 |
842-0 |
309-4 |
27.4% |
20-6 |
1.8% |
93% |
True |
False |
37,720 |
| 120 |
1151-4 |
797-0 |
354-4 |
31.4% |
20-4 |
1.8% |
94% |
True |
False |
32,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1264-1 |
|
2.618 |
1220-7 |
|
1.618 |
1194-3 |
|
1.000 |
1178-0 |
|
0.618 |
1167-7 |
|
HIGH |
1151-4 |
|
0.618 |
1141-3 |
|
0.500 |
1138-2 |
|
0.382 |
1135-1 |
|
LOW |
1125-0 |
|
0.618 |
1108-5 |
|
1.000 |
1098-4 |
|
1.618 |
1082-1 |
|
2.618 |
1055-5 |
|
4.250 |
1012-3 |
|
|
| Fisher Pivots for day following 15-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1138-2 |
1132-6 |
| PP |
1135-5 |
1132-0 |
| S1 |
1133-1 |
1131-2 |
|