CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 14-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
| Open |
990-0 |
980-0 |
-10-0 |
-1.0% |
985-0 |
| High |
994-0 |
992-0 |
-2-0 |
-0.2% |
990-0 |
| Low |
973-4 |
979-0 |
5-4 |
0.6% |
952-4 |
| Close |
981-4 |
992-0 |
10-4 |
1.1% |
979-4 |
| Range |
20-4 |
13-0 |
-7-4 |
-36.6% |
37-4 |
| ATR |
20-3 |
19-7 |
-0-4 |
-2.6% |
0-0 |
| Volume |
30,252 |
30,037 |
-215 |
-0.7% |
147,461 |
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1026-5 |
1022-3 |
999-1 |
|
| R3 |
1013-5 |
1009-3 |
995-5 |
|
| R2 |
1000-5 |
1000-5 |
994-3 |
|
| R1 |
996-3 |
996-3 |
993-2 |
998-4 |
| PP |
987-5 |
987-5 |
987-5 |
988-6 |
| S1 |
983-3 |
983-3 |
990-6 |
985-4 |
| S2 |
974-5 |
974-5 |
989-5 |
|
| S3 |
961-5 |
970-3 |
988-3 |
|
| S4 |
948-5 |
957-3 |
984-7 |
|
|
| 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 |
994-0 |
961-0 |
33-0 |
3.3% |
16-2 |
1.6% |
94% |
False |
False |
25,861 |
| 10 |
994-0 |
945-0 |
49-0 |
4.9% |
18-6 |
1.9% |
96% |
False |
False |
28,216 |
| 20 |
994-0 |
892-4 |
101-4 |
10.2% |
18-5 |
1.9% |
98% |
False |
False |
25,535 |
| 40 |
994-0 |
838-0 |
156-0 |
15.7% |
16-2 |
1.6% |
99% |
False |
False |
23,002 |
| 60 |
994-0 |
784-0 |
210-0 |
21.2% |
16-2 |
1.6% |
99% |
False |
False |
19,229 |
| 80 |
994-0 |
784-0 |
210-0 |
21.2% |
17-0 |
1.7% |
99% |
False |
False |
16,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1047-2 |
|
2.618 |
1026-0 |
|
1.618 |
1013-0 |
|
1.000 |
1005-0 |
|
0.618 |
1000-0 |
|
HIGH |
992-0 |
|
0.618 |
987-0 |
|
0.500 |
985-4 |
|
0.382 |
984-0 |
|
LOW |
979-0 |
|
0.618 |
971-0 |
|
1.000 |
966-0 |
|
1.618 |
958-0 |
|
2.618 |
945-0 |
|
4.250 |
923-6 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
989-7 |
989-2 |
| PP |
987-5 |
986-4 |
| S1 |
985-4 |
983-6 |
|