CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1032-0 |
1053-0 |
21-0 |
2.0% |
970-0 |
| High |
1042-4 |
1058-0 |
15-4 |
1.5% |
1039-0 |
| Low |
1030-0 |
1044-0 |
14-0 |
1.4% |
970-0 |
| Close |
1042-4 |
1050-0 |
7-4 |
0.7% |
1031-4 |
| Range |
12-4 |
14-0 |
1-4 |
12.0% |
69-0 |
| ATR |
18-7 |
18-5 |
-0-2 |
-1.3% |
0-0 |
| Volume |
30,973 |
34,268 |
3,295 |
10.6% |
145,865 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1092-5 |
1085-3 |
1057-6 |
|
| R3 |
1078-5 |
1071-3 |
1053-7 |
|
| R2 |
1064-5 |
1064-5 |
1052-5 |
|
| R1 |
1057-3 |
1057-3 |
1051-2 |
1054-0 |
| PP |
1050-5 |
1050-5 |
1050-5 |
1049-0 |
| S1 |
1043-3 |
1043-3 |
1048-6 |
1040-0 |
| S2 |
1036-5 |
1036-5 |
1047-3 |
|
| S3 |
1022-5 |
1029-3 |
1046-1 |
|
| S4 |
1008-5 |
1015-3 |
1042-2 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1220-4 |
1195-0 |
1069-4 |
|
| R3 |
1151-4 |
1126-0 |
1050-4 |
|
| R2 |
1082-4 |
1082-4 |
1044-1 |
|
| R1 |
1057-0 |
1057-0 |
1037-7 |
1069-6 |
| PP |
1013-4 |
1013-4 |
1013-4 |
1019-7 |
| S1 |
988-0 |
988-0 |
1025-1 |
1000-6 |
| S2 |
944-4 |
944-4 |
1018-7 |
|
| S3 |
875-4 |
919-0 |
1012-4 |
|
| S4 |
806-4 |
850-0 |
993-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1058-0 |
1004-4 |
53-4 |
5.1% |
13-2 |
1.3% |
85% |
True |
False |
32,945 |
| 10 |
1058-0 |
970-0 |
88-0 |
8.4% |
14-5 |
1.4% |
91% |
True |
False |
29,878 |
| 20 |
1058-0 |
911-0 |
147-0 |
14.0% |
16-7 |
1.6% |
95% |
True |
False |
28,394 |
| 40 |
1058-0 |
870-0 |
188-0 |
17.9% |
16-2 |
1.5% |
96% |
True |
False |
25,583 |
| 60 |
1058-0 |
784-0 |
274-0 |
26.1% |
16-2 |
1.5% |
97% |
True |
False |
21,859 |
| 80 |
1058-0 |
784-0 |
274-0 |
26.1% |
16-4 |
1.6% |
97% |
True |
False |
18,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1117-4 |
|
2.618 |
1094-5 |
|
1.618 |
1080-5 |
|
1.000 |
1072-0 |
|
0.618 |
1066-5 |
|
HIGH |
1058-0 |
|
0.618 |
1052-5 |
|
0.500 |
1051-0 |
|
0.382 |
1049-3 |
|
LOW |
1044-0 |
|
0.618 |
1035-3 |
|
1.000 |
1030-0 |
|
1.618 |
1021-3 |
|
2.618 |
1007-3 |
|
4.250 |
984-4 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1051-0 |
1047-6 |
| PP |
1050-5 |
1045-4 |
| S1 |
1050-3 |
1043-2 |
|