CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 16-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
942-0 |
945-0 |
3-0 |
0.3% |
915-0 |
| High |
947-4 |
950-0 |
2-4 |
0.3% |
934-0 |
| Low |
934-4 |
938-4 |
4-0 |
0.4% |
902-4 |
| Close |
940-0 |
943-0 |
3-0 |
0.3% |
922-0 |
| Range |
13-0 |
11-4 |
-1-4 |
-11.5% |
31-4 |
| ATR |
19-1 |
18-5 |
-0-4 |
-2.9% |
0-0 |
| Volume |
29,224 |
22,773 |
-6,451 |
-22.1% |
94,206 |
|
| Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
978-3 |
972-1 |
949-3 |
|
| R3 |
966-7 |
960-5 |
946-1 |
|
| R2 |
955-3 |
955-3 |
945-1 |
|
| R1 |
949-1 |
949-1 |
944-0 |
946-4 |
| PP |
943-7 |
943-7 |
943-7 |
942-4 |
| S1 |
937-5 |
937-5 |
942-0 |
935-0 |
| S2 |
932-3 |
932-3 |
940-7 |
|
| S3 |
920-7 |
926-1 |
939-7 |
|
| S4 |
909-3 |
914-5 |
936-5 |
|
|
| 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 |
950-0 |
916-4 |
33-4 |
3.6% |
12-5 |
1.3% |
79% |
True |
False |
21,976 |
| 10 |
950-0 |
902-4 |
47-4 |
5.0% |
13-0 |
1.4% |
85% |
True |
False |
22,824 |
| 20 |
950-0 |
838-0 |
112-0 |
11.9% |
13-6 |
1.5% |
94% |
True |
False |
20,468 |
| 40 |
950-0 |
784-0 |
166-0 |
17.6% |
15-1 |
1.6% |
96% |
True |
False |
16,076 |
| 60 |
973-0 |
784-0 |
189-0 |
20.0% |
16-4 |
1.7% |
84% |
False |
False |
13,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
998-7 |
|
2.618 |
980-1 |
|
1.618 |
968-5 |
|
1.000 |
961-4 |
|
0.618 |
957-1 |
|
HIGH |
950-0 |
|
0.618 |
945-5 |
|
0.500 |
944-2 |
|
0.382 |
942-7 |
|
LOW |
938-4 |
|
0.618 |
931-3 |
|
1.000 |
927-0 |
|
1.618 |
919-7 |
|
2.618 |
908-3 |
|
4.250 |
889-5 |
|
|
| Fisher Pivots for day following 16-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
944-2 |
942-0 |
| PP |
943-7 |
941-0 |
| S1 |
943-3 |
940-0 |
|