CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 27-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
928-0 |
893-0 |
-35-0 |
-3.8% |
906-0 |
| High |
937-0 |
923-4 |
-13-4 |
-1.4% |
938-4 |
| Low |
928-0 |
892-4 |
-35-4 |
-3.8% |
896-0 |
| Close |
933-2 |
904-4 |
-28-6 |
-3.1% |
933-2 |
| Range |
9-0 |
31-0 |
22-0 |
244.4% |
42-4 |
| ATR |
19-5 |
21-1 |
1-4 |
7.7% |
0-0 |
| Volume |
25,083 |
17,316 |
-7,767 |
-31.0% |
116,303 |
|
| Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
999-7 |
983-1 |
921-4 |
|
| R3 |
968-7 |
952-1 |
913-0 |
|
| R2 |
937-7 |
937-7 |
910-1 |
|
| R1 |
921-1 |
921-1 |
907-3 |
929-4 |
| PP |
906-7 |
906-7 |
906-7 |
911-0 |
| S1 |
890-1 |
890-1 |
901-5 |
898-4 |
| S2 |
875-7 |
875-7 |
898-7 |
|
| S3 |
844-7 |
859-1 |
896-0 |
|
| S4 |
813-7 |
828-1 |
887-4 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1050-1 |
1034-1 |
956-5 |
|
| R3 |
1007-5 |
991-5 |
945-0 |
|
| R2 |
965-1 |
965-1 |
941-0 |
|
| R1 |
949-1 |
949-1 |
937-1 |
957-1 |
| PP |
922-5 |
922-5 |
922-5 |
926-4 |
| S1 |
906-5 |
906-5 |
929-3 |
914-5 |
| S2 |
880-1 |
880-1 |
925-4 |
|
| S3 |
837-5 |
864-1 |
921-4 |
|
| S4 |
795-1 |
821-5 |
909-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
938-4 |
892-4 |
46-0 |
5.1% |
21-2 |
2.3% |
26% |
False |
True |
22,175 |
| 10 |
950-0 |
892-4 |
57-4 |
6.4% |
16-4 |
1.8% |
21% |
False |
True |
22,735 |
| 20 |
950-0 |
838-0 |
112-0 |
12.4% |
15-3 |
1.7% |
59% |
False |
False |
22,619 |
| 40 |
950-0 |
784-0 |
166-0 |
18.4% |
16-0 |
1.8% |
73% |
False |
False |
18,347 |
| 60 |
958-4 |
784-0 |
174-4 |
19.3% |
16-4 |
1.8% |
69% |
False |
False |
15,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1055-2 |
|
2.618 |
1004-5 |
|
1.618 |
973-5 |
|
1.000 |
954-4 |
|
0.618 |
942-5 |
|
HIGH |
923-4 |
|
0.618 |
911-5 |
|
0.500 |
908-0 |
|
0.382 |
904-3 |
|
LOW |
892-4 |
|
0.618 |
873-3 |
|
1.000 |
861-4 |
|
1.618 |
842-3 |
|
2.618 |
811-3 |
|
4.250 |
760-6 |
|
|
| Fisher Pivots for day following 27-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
908-0 |
915-4 |
| PP |
906-7 |
911-7 |
| S1 |
905-5 |
908-1 |
|