CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 19-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1127-0 |
1157-0 |
30-0 |
2.7% |
1094-0 |
| High |
1148-0 |
1169-4 |
21-4 |
1.9% |
1151-4 |
| Low |
1127-0 |
1157-0 |
30-0 |
2.7% |
1093-0 |
| Close |
1146-4 |
1162-0 |
15-4 |
1.4% |
1130-4 |
| Range |
21-0 |
12-4 |
-8-4 |
-40.5% |
58-4 |
| ATR |
24-1 |
24-0 |
-0-1 |
-0.3% |
0-0 |
| Volume |
80,095 |
70,539 |
-9,556 |
-11.9% |
406,623 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1200-3 |
1193-5 |
1168-7 |
|
| R3 |
1187-7 |
1181-1 |
1165-4 |
|
| R2 |
1175-3 |
1175-3 |
1164-2 |
|
| R1 |
1168-5 |
1168-5 |
1163-1 |
1172-0 |
| PP |
1162-7 |
1162-7 |
1162-7 |
1164-4 |
| S1 |
1156-1 |
1156-1 |
1160-7 |
1159-4 |
| S2 |
1150-3 |
1150-3 |
1159-6 |
|
| S3 |
1137-7 |
1143-5 |
1158-4 |
|
| S4 |
1125-3 |
1131-1 |
1155-1 |
|
|
| 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 |
1169-4 |
1114-0 |
55-4 |
4.8% |
21-0 |
1.8% |
86% |
True |
False |
84,567 |
| 10 |
1169-4 |
1093-0 |
76-4 |
6.6% |
20-1 |
1.7% |
90% |
True |
False |
84,167 |
| 20 |
1169-4 |
982-4 |
187-0 |
16.1% |
22-7 |
2.0% |
96% |
True |
False |
93,819 |
| 40 |
1169-4 |
896-0 |
273-4 |
23.5% |
19-6 |
1.7% |
97% |
True |
False |
70,190 |
| 60 |
1169-4 |
842-0 |
327-4 |
28.2% |
19-3 |
1.7% |
98% |
True |
False |
54,295 |
| 80 |
1169-4 |
842-0 |
327-4 |
28.2% |
19-4 |
1.7% |
98% |
True |
False |
45,560 |
| 100 |
1169-4 |
842-0 |
327-4 |
28.2% |
20-6 |
1.8% |
98% |
True |
False |
39,145 |
| 120 |
1169-4 |
797-0 |
372-4 |
32.1% |
20-2 |
1.7% |
98% |
True |
False |
33,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1222-5 |
|
2.618 |
1202-2 |
|
1.618 |
1189-6 |
|
1.000 |
1182-0 |
|
0.618 |
1177-2 |
|
HIGH |
1169-4 |
|
0.618 |
1164-6 |
|
0.500 |
1163-2 |
|
0.382 |
1161-6 |
|
LOW |
1157-0 |
|
0.618 |
1149-2 |
|
1.000 |
1144-4 |
|
1.618 |
1136-6 |
|
2.618 |
1124-2 |
|
4.250 |
1103-7 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1163-2 |
1157-1 |
| PP |
1162-7 |
1152-1 |
| S1 |
1162-3 |
1147-2 |
|