CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 08-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
906-0 |
908-0 |
2-0 |
0.2% |
843-0 |
| High |
917-0 |
917-0 |
0-0 |
0.0% |
926-0 |
| Low |
904-4 |
902-4 |
-2-0 |
-0.2% |
838-0 |
| Close |
908-4 |
916-0 |
7-4 |
0.8% |
923-2 |
| Range |
12-4 |
14-4 |
2-0 |
16.0% |
88-0 |
| ATR |
21-4 |
21-0 |
-0-4 |
-2.3% |
0-0 |
| Volume |
23,535 |
26,006 |
2,471 |
10.5% |
107,995 |
|
| Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
955-3 |
950-1 |
924-0 |
|
| R3 |
940-7 |
935-5 |
920-0 |
|
| R2 |
926-3 |
926-3 |
918-5 |
|
| R1 |
921-1 |
921-1 |
917-3 |
923-6 |
| PP |
911-7 |
911-7 |
911-7 |
913-1 |
| S1 |
906-5 |
906-5 |
914-5 |
909-2 |
| S2 |
897-3 |
897-3 |
913-3 |
|
| S3 |
882-7 |
892-1 |
912-0 |
|
| S4 |
868-3 |
877-5 |
908-0 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1159-6 |
1129-4 |
971-5 |
|
| R3 |
1071-6 |
1041-4 |
947-4 |
|
| R2 |
983-6 |
983-6 |
939-3 |
|
| R1 |
953-4 |
953-4 |
931-3 |
968-5 |
| PP |
895-6 |
895-6 |
895-6 |
903-2 |
| S1 |
865-4 |
865-4 |
915-1 |
880-5 |
| S2 |
807-6 |
807-6 |
907-1 |
|
| S3 |
719-6 |
777-4 |
899-0 |
|
| S4 |
631-6 |
689-4 |
874-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
926-0 |
902-4 |
23-4 |
2.6% |
13-4 |
1.5% |
57% |
False |
True |
23,671 |
| 10 |
926-0 |
838-0 |
88-0 |
9.6% |
13-2 |
1.4% |
89% |
False |
False |
21,722 |
| 20 |
926-0 |
820-0 |
106-0 |
11.6% |
15-6 |
1.7% |
91% |
False |
False |
18,728 |
| 40 |
932-0 |
784-0 |
148-0 |
16.2% |
15-4 |
1.7% |
89% |
False |
False |
14,449 |
| 60 |
985-0 |
784-0 |
201-0 |
21.9% |
17-5 |
1.9% |
66% |
False |
False |
13,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
978-5 |
|
2.618 |
955-0 |
|
1.618 |
940-4 |
|
1.000 |
931-4 |
|
0.618 |
926-0 |
|
HIGH |
917-0 |
|
0.618 |
911-4 |
|
0.500 |
909-6 |
|
0.382 |
908-0 |
|
LOW |
902-4 |
|
0.618 |
893-4 |
|
1.000 |
888-0 |
|
1.618 |
879-0 |
|
2.618 |
864-4 |
|
4.250 |
840-7 |
|
|
| Fisher Pivots for day following 08-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
913-7 |
913-7 |
| PP |
911-7 |
911-7 |
| S1 |
909-6 |
909-6 |
|