CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 17-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
945-0 |
948-0 |
3-0 |
0.3% |
917-0 |
| High |
950-0 |
948-0 |
-2-0 |
-0.2% |
950-0 |
| Low |
938-4 |
934-0 |
-4-4 |
-0.5% |
916-4 |
| Close |
943-0 |
935-0 |
-8-0 |
-0.8% |
935-0 |
| Range |
11-4 |
14-0 |
2-4 |
21.7% |
33-4 |
| ATR |
18-5 |
18-2 |
-0-3 |
-1.8% |
0-0 |
| Volume |
22,773 |
25,789 |
3,016 |
13.2% |
116,569 |
|
| Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
981-0 |
972-0 |
942-6 |
|
| R3 |
967-0 |
958-0 |
938-7 |
|
| R2 |
953-0 |
953-0 |
937-5 |
|
| R1 |
944-0 |
944-0 |
936-2 |
941-4 |
| PP |
939-0 |
939-0 |
939-0 |
937-6 |
| S1 |
930-0 |
930-0 |
933-6 |
927-4 |
| S2 |
925-0 |
925-0 |
932-3 |
|
| S3 |
911-0 |
916-0 |
931-1 |
|
| S4 |
897-0 |
902-0 |
927-2 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1034-3 |
1018-1 |
953-3 |
|
| R3 |
1000-7 |
984-5 |
944-2 |
|
| R2 |
967-3 |
967-3 |
941-1 |
|
| R1 |
951-1 |
951-1 |
938-1 |
959-2 |
| PP |
933-7 |
933-7 |
933-7 |
937-7 |
| S1 |
917-5 |
917-5 |
931-7 |
925-6 |
| S2 |
900-3 |
900-3 |
928-7 |
|
| S3 |
866-7 |
884-1 |
925-6 |
|
| S4 |
833-3 |
850-5 |
916-5 |
|
|
| 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% |
12-2 |
1.3% |
55% |
False |
False |
23,313 |
| 10 |
950-0 |
902-4 |
47-4 |
5.1% |
13-1 |
1.4% |
68% |
False |
False |
23,648 |
| 20 |
950-0 |
838-0 |
112-0 |
12.0% |
13-4 |
1.4% |
87% |
False |
False |
21,111 |
| 40 |
950-0 |
784-0 |
166-0 |
17.8% |
15-2 |
1.6% |
91% |
False |
False |
16,439 |
| 60 |
969-0 |
784-0 |
185-0 |
19.8% |
16-3 |
1.8% |
82% |
False |
False |
14,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1007-4 |
|
2.618 |
984-5 |
|
1.618 |
970-5 |
|
1.000 |
962-0 |
|
0.618 |
956-5 |
|
HIGH |
948-0 |
|
0.618 |
942-5 |
|
0.500 |
941-0 |
|
0.382 |
939-3 |
|
LOW |
934-0 |
|
0.618 |
925-3 |
|
1.000 |
920-0 |
|
1.618 |
911-3 |
|
2.618 |
897-3 |
|
4.250 |
874-4 |
|
|
| Fisher Pivots for day following 17-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
941-0 |
942-0 |
| PP |
939-0 |
939-5 |
| S1 |
937-0 |
937-3 |
|