CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
961-0 |
988-0 |
27-0 |
2.8% |
985-0 |
| High |
983-0 |
992-4 |
9-4 |
1.0% |
990-0 |
| Low |
961-0 |
978-0 |
17-0 |
1.8% |
952-4 |
| Close |
983-0 |
979-4 |
-3-4 |
-0.4% |
979-4 |
| Range |
22-0 |
14-4 |
-7-4 |
-34.1% |
37-4 |
| ATR |
20-7 |
20-3 |
-0-4 |
-2.2% |
0-0 |
| Volume |
20,634 |
17,305 |
-3,329 |
-16.1% |
147,461 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1026-7 |
1017-5 |
987-4 |
|
| R3 |
1012-3 |
1003-1 |
983-4 |
|
| R2 |
997-7 |
997-7 |
982-1 |
|
| R1 |
988-5 |
988-5 |
980-7 |
986-0 |
| PP |
983-3 |
983-3 |
983-3 |
982-0 |
| S1 |
974-1 |
974-1 |
978-1 |
971-4 |
| S2 |
968-7 |
968-7 |
976-7 |
|
| S3 |
954-3 |
959-5 |
975-4 |
|
| S4 |
939-7 |
945-1 |
971-4 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1086-4 |
1070-4 |
1000-1 |
|
| R3 |
1049-0 |
1033-0 |
989-6 |
|
| R2 |
1011-4 |
1011-4 |
986-3 |
|
| R1 |
995-4 |
995-4 |
983-0 |
984-6 |
| PP |
974-0 |
974-0 |
974-0 |
968-5 |
| S1 |
958-0 |
958-0 |
976-0 |
947-2 |
| S2 |
936-4 |
936-4 |
972-5 |
|
| S3 |
899-0 |
920-4 |
969-2 |
|
| S4 |
861-4 |
883-0 |
958-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
992-4 |
961-0 |
31-4 |
3.2% |
16-2 |
1.7% |
59% |
True |
False |
24,770 |
| 10 |
992-4 |
911-0 |
81-4 |
8.3% |
19-2 |
2.0% |
84% |
True |
False |
26,910 |
| 20 |
992-4 |
892-4 |
100-0 |
10.2% |
18-1 |
1.9% |
87% |
True |
False |
25,121 |
| 40 |
992-4 |
838-0 |
154-4 |
15.8% |
16-0 |
1.6% |
92% |
True |
False |
22,403 |
| 60 |
992-4 |
784-0 |
208-4 |
21.3% |
16-2 |
1.7% |
94% |
True |
False |
18,559 |
| 80 |
992-4 |
784-0 |
208-4 |
21.3% |
17-3 |
1.8% |
94% |
True |
False |
16,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1054-1 |
|
2.618 |
1030-4 |
|
1.618 |
1016-0 |
|
1.000 |
1007-0 |
|
0.618 |
1001-4 |
|
HIGH |
992-4 |
|
0.618 |
987-0 |
|
0.500 |
985-2 |
|
0.382 |
983-4 |
|
LOW |
978-0 |
|
0.618 |
969-0 |
|
1.000 |
963-4 |
|
1.618 |
954-4 |
|
2.618 |
940-0 |
|
4.250 |
916-3 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
985-2 |
978-5 |
| PP |
983-3 |
977-5 |
| S1 |
981-3 |
976-6 |
|