CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 13-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
934-0 |
917-0 |
-17-0 |
-1.8% |
915-0 |
| High |
934-0 |
929-0 |
-5-0 |
-0.5% |
934-0 |
| Low |
918-0 |
916-4 |
-1-4 |
-0.2% |
902-4 |
| Close |
922-0 |
927-2 |
5-2 |
0.6% |
922-0 |
| Range |
16-0 |
12-4 |
-3-4 |
-21.9% |
31-4 |
| ATR |
20-6 |
20-1 |
-0-5 |
-2.8% |
0-0 |
| Volume |
19,103 |
22,829 |
3,726 |
19.5% |
94,206 |
|
| Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
961-6 |
957-0 |
934-1 |
|
| R3 |
949-2 |
944-4 |
930-6 |
|
| R2 |
936-6 |
936-6 |
929-4 |
|
| R1 |
932-0 |
932-0 |
928-3 |
934-3 |
| PP |
924-2 |
924-2 |
924-2 |
925-4 |
| S1 |
919-4 |
919-4 |
926-1 |
921-7 |
| S2 |
911-6 |
911-6 |
925-0 |
|
| S3 |
899-2 |
907-0 |
923-6 |
|
| S4 |
886-6 |
894-4 |
920-3 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1014-0 |
999-4 |
939-3 |
|
| R3 |
982-4 |
968-0 |
930-5 |
|
| R2 |
951-0 |
951-0 |
927-6 |
|
| R1 |
936-4 |
936-4 |
924-7 |
943-6 |
| PP |
919-4 |
919-4 |
919-4 |
923-1 |
| S1 |
905-0 |
905-0 |
919-1 |
912-2 |
| S2 |
888-0 |
888-0 |
916-2 |
|
| S3 |
856-4 |
873-4 |
913-3 |
|
| S4 |
825-0 |
842-0 |
904-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
934-0 |
902-4 |
31-4 |
3.4% |
13-3 |
1.4% |
79% |
False |
False |
23,407 |
| 10 |
934-0 |
838-0 |
96-0 |
10.4% |
14-1 |
1.5% |
93% |
False |
False |
22,503 |
| 20 |
934-0 |
826-0 |
108-0 |
11.6% |
14-6 |
1.6% |
94% |
False |
False |
19,793 |
| 40 |
934-0 |
784-0 |
150-0 |
16.2% |
15-4 |
1.7% |
96% |
False |
False |
15,144 |
| 60 |
985-0 |
784-0 |
201-0 |
21.7% |
17-3 |
1.9% |
71% |
False |
False |
13,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
982-1 |
|
2.618 |
961-6 |
|
1.618 |
949-2 |
|
1.000 |
941-4 |
|
0.618 |
936-6 |
|
HIGH |
929-0 |
|
0.618 |
924-2 |
|
0.500 |
922-6 |
|
0.382 |
921-2 |
|
LOW |
916-4 |
|
0.618 |
908-6 |
|
1.000 |
904-0 |
|
1.618 |
896-2 |
|
2.618 |
883-6 |
|
4.250 |
863-3 |
|
|
| Fisher Pivots for day following 13-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
925-6 |
924-2 |
| PP |
924-2 |
921-2 |
| S1 |
922-6 |
918-2 |
|