CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 18-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1148-0 |
1127-0 |
-21-0 |
-1.8% |
1094-0 |
| High |
1151-4 |
1148-0 |
-3-4 |
-0.3% |
1151-4 |
| Low |
1125-0 |
1127-0 |
2-0 |
0.2% |
1093-0 |
| Close |
1130-4 |
1146-4 |
16-0 |
1.4% |
1130-4 |
| Range |
26-4 |
21-0 |
-5-4 |
-20.8% |
58-4 |
| ATR |
24-3 |
24-1 |
-0-2 |
-1.0% |
0-0 |
| Volume |
92,517 |
80,095 |
-12,422 |
-13.4% |
406,623 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1203-4 |
1196-0 |
1158-0 |
|
| R3 |
1182-4 |
1175-0 |
1152-2 |
|
| R2 |
1161-4 |
1161-4 |
1150-3 |
|
| R1 |
1154-0 |
1154-0 |
1148-3 |
1157-6 |
| PP |
1140-4 |
1140-4 |
1140-4 |
1142-3 |
| S1 |
1133-0 |
1133-0 |
1144-5 |
1136-6 |
| S2 |
1119-4 |
1119-4 |
1142-5 |
|
| S3 |
1098-4 |
1112-0 |
1140-6 |
|
| S4 |
1077-4 |
1091-0 |
1135-0 |
|
|
| 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 |
1103-0 |
48-4 |
4.2% |
21-7 |
1.9% |
90% |
False |
False |
83,231 |
| 10 |
1151-4 |
1092-4 |
59-0 |
5.1% |
20-5 |
1.8% |
92% |
False |
False |
87,919 |
| 20 |
1151-4 |
982-4 |
169-0 |
14.7% |
23-4 |
2.0% |
97% |
False |
False |
94,256 |
| 40 |
1151-4 |
896-0 |
255-4 |
22.3% |
20-1 |
1.8% |
98% |
False |
False |
69,101 |
| 60 |
1151-4 |
842-0 |
309-4 |
27.0% |
19-3 |
1.7% |
98% |
False |
False |
53,485 |
| 80 |
1151-4 |
842-0 |
309-4 |
27.0% |
19-5 |
1.7% |
98% |
False |
False |
44,947 |
| 100 |
1151-4 |
842-0 |
309-4 |
27.0% |
20-7 |
1.8% |
98% |
False |
False |
38,487 |
| 120 |
1151-4 |
797-0 |
354-4 |
30.9% |
20-4 |
1.8% |
99% |
False |
False |
33,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1237-2 |
|
2.618 |
1203-0 |
|
1.618 |
1182-0 |
|
1.000 |
1169-0 |
|
0.618 |
1161-0 |
|
HIGH |
1148-0 |
|
0.618 |
1140-0 |
|
0.500 |
1137-4 |
|
0.382 |
1135-0 |
|
LOW |
1127-0 |
|
0.618 |
1114-0 |
|
1.000 |
1106-0 |
|
1.618 |
1093-0 |
|
2.618 |
1072-0 |
|
4.250 |
1037-6 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1143-4 |
1143-6 |
| PP |
1140-4 |
1141-0 |
| S1 |
1137-4 |
1138-2 |
|