CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 15-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
934-0 |
942-0 |
8-0 |
0.9% |
915-0 |
| High |
940-0 |
947-4 |
7-4 |
0.8% |
934-0 |
| Low |
930-0 |
934-4 |
4-4 |
0.5% |
902-4 |
| Close |
939-2 |
940-0 |
0-6 |
0.1% |
922-0 |
| Range |
10-0 |
13-0 |
3-0 |
30.0% |
31-4 |
| ATR |
19-5 |
19-1 |
-0-4 |
-2.4% |
0-0 |
| Volume |
15,954 |
29,224 |
13,270 |
83.2% |
94,206 |
|
| Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
979-5 |
972-7 |
947-1 |
|
| R3 |
966-5 |
959-7 |
943-5 |
|
| R2 |
953-5 |
953-5 |
942-3 |
|
| R1 |
946-7 |
946-7 |
941-2 |
943-6 |
| PP |
940-5 |
940-5 |
940-5 |
939-1 |
| S1 |
933-7 |
933-7 |
938-6 |
930-6 |
| S2 |
927-5 |
927-5 |
937-5 |
|
| S3 |
914-5 |
920-7 |
936-3 |
|
| S4 |
901-5 |
907-7 |
932-7 |
|
|
| 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 |
947-4 |
902-4 |
45-0 |
4.8% |
13-2 |
1.4% |
83% |
True |
False |
22,623 |
| 10 |
947-4 |
889-4 |
58-0 |
6.2% |
12-7 |
1.4% |
87% |
True |
False |
23,767 |
| 20 |
947-4 |
838-0 |
109-4 |
11.6% |
13-6 |
1.5% |
93% |
True |
False |
20,220 |
| 40 |
947-4 |
784-0 |
163-4 |
17.4% |
15-2 |
1.6% |
95% |
True |
False |
15,824 |
| 60 |
984-0 |
784-0 |
200-0 |
21.3% |
17-0 |
1.8% |
78% |
False |
False |
13,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1002-6 |
|
2.618 |
981-4 |
|
1.618 |
968-4 |
|
1.000 |
960-4 |
|
0.618 |
955-4 |
|
HIGH |
947-4 |
|
0.618 |
942-4 |
|
0.500 |
941-0 |
|
0.382 |
939-4 |
|
LOW |
934-4 |
|
0.618 |
926-4 |
|
1.000 |
921-4 |
|
1.618 |
913-4 |
|
2.618 |
900-4 |
|
4.250 |
879-2 |
|
|
| Fisher Pivots for day following 15-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
941-0 |
937-3 |
| PP |
940-5 |
934-5 |
| S1 |
940-3 |
932-0 |
|