CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 18-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
992-0 |
970-0 |
-22-0 |
-2.2% |
961-0 |
| High |
993-0 |
988-0 |
-5-0 |
-0.5% |
994-0 |
| Low |
972-0 |
970-0 |
-2-0 |
-0.2% |
961-0 |
| Close |
975-6 |
987-0 |
11-2 |
1.2% |
975-6 |
| Range |
21-0 |
18-0 |
-3-0 |
-14.3% |
33-0 |
| ATR |
20-0 |
19-6 |
-0-1 |
-0.7% |
0-0 |
| Volume |
27,390 |
23,516 |
-3,874 |
-14.1% |
125,618 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1035-5 |
1029-3 |
996-7 |
|
| R3 |
1017-5 |
1011-3 |
992-0 |
|
| R2 |
999-5 |
999-5 |
990-2 |
|
| R1 |
993-3 |
993-3 |
988-5 |
996-4 |
| PP |
981-5 |
981-5 |
981-5 |
983-2 |
| S1 |
975-3 |
975-3 |
985-3 |
978-4 |
| S2 |
963-5 |
963-5 |
983-6 |
|
| S3 |
945-5 |
957-3 |
982-0 |
|
| S4 |
927-5 |
939-3 |
977-1 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1075-7 |
1058-7 |
993-7 |
|
| R3 |
1042-7 |
1025-7 |
984-7 |
|
| R2 |
1009-7 |
1009-7 |
981-6 |
|
| R1 |
992-7 |
992-7 |
978-6 |
1001-3 |
| PP |
976-7 |
976-7 |
976-7 |
981-2 |
| S1 |
959-7 |
959-7 |
972-6 |
968-3 |
| S2 |
943-7 |
943-7 |
969-6 |
|
| S3 |
910-7 |
926-7 |
966-5 |
|
| S4 |
877-7 |
893-7 |
957-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
994-0 |
970-0 |
24-0 |
2.4% |
17-3 |
1.8% |
71% |
False |
True |
25,700 |
| 10 |
994-0 |
952-4 |
41-4 |
4.2% |
17-5 |
1.8% |
83% |
False |
False |
26,540 |
| 20 |
994-0 |
892-4 |
101-4 |
10.3% |
19-3 |
2.0% |
93% |
False |
False |
25,654 |
| 40 |
994-0 |
838-0 |
156-0 |
15.8% |
16-3 |
1.7% |
96% |
False |
False |
23,298 |
| 60 |
994-0 |
784-0 |
210-0 |
21.3% |
16-4 |
1.7% |
97% |
False |
False |
19,723 |
| 80 |
994-0 |
784-0 |
210-0 |
21.3% |
17-0 |
1.7% |
97% |
False |
False |
17,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1064-4 |
|
2.618 |
1035-1 |
|
1.618 |
1017-1 |
|
1.000 |
1006-0 |
|
0.618 |
999-1 |
|
HIGH |
988-0 |
|
0.618 |
981-1 |
|
0.500 |
979-0 |
|
0.382 |
976-7 |
|
LOW |
970-0 |
|
0.618 |
958-7 |
|
1.000 |
952-0 |
|
1.618 |
940-7 |
|
2.618 |
922-7 |
|
4.250 |
893-4 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
984-3 |
985-1 |
| PP |
981-5 |
983-3 |
| S1 |
979-0 |
981-4 |
|