CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 09-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
991-0 |
1021-0 |
30-0 |
3.0% |
987-0 |
| High |
1014-0 |
1048-0 |
34-0 |
3.4% |
1048-0 |
| Low |
990-0 |
1021-0 |
31-0 |
3.1% |
987-0 |
| Close |
1000-0 |
1045-4 |
45-4 |
4.6% |
1045-4 |
| Range |
24-0 |
27-0 |
3-0 |
12.5% |
61-0 |
| ATR |
24-3 |
26-1 |
1-5 |
6.9% |
0-0 |
| Volume |
7,786 |
20,459 |
12,673 |
162.8% |
55,863 |
|
| Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1119-1 |
1109-3 |
1060-3 |
|
| R3 |
1092-1 |
1082-3 |
1052-7 |
|
| R2 |
1065-1 |
1065-1 |
1050-4 |
|
| R1 |
1055-3 |
1055-3 |
1048-0 |
1060-2 |
| PP |
1038-1 |
1038-1 |
1038-1 |
1040-5 |
| S1 |
1028-3 |
1028-3 |
1043-0 |
1033-2 |
| S2 |
1011-1 |
1011-1 |
1040-4 |
|
| S3 |
984-1 |
1001-3 |
1038-1 |
|
| S4 |
957-1 |
974-3 |
1030-5 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1209-7 |
1188-5 |
1079-0 |
|
| R3 |
1148-7 |
1127-5 |
1062-2 |
|
| R2 |
1087-7 |
1087-7 |
1056-5 |
|
| R1 |
1066-5 |
1066-5 |
1051-1 |
1077-2 |
| PP |
1026-7 |
1026-7 |
1026-7 |
1032-1 |
| S1 |
1005-5 |
1005-5 |
1039-7 |
1016-2 |
| S2 |
965-7 |
965-7 |
1034-3 |
|
| S3 |
904-7 |
944-5 |
1028-6 |
|
| S4 |
843-7 |
883-5 |
1012-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1048-0 |
987-0 |
61-0 |
5.8% |
19-6 |
1.9% |
96% |
True |
False |
11,172 |
| 10 |
1048-0 |
937-0 |
111-0 |
10.6% |
23-4 |
2.3% |
98% |
True |
False |
7,719 |
| 20 |
1048-0 |
843-0 |
205-0 |
19.6% |
20-1 |
1.9% |
99% |
True |
False |
6,433 |
| 40 |
1048-0 |
787-4 |
260-4 |
24.9% |
19-0 |
1.8% |
99% |
True |
False |
5,360 |
| 60 |
1048-0 |
787-4 |
260-4 |
24.9% |
21-5 |
2.1% |
99% |
True |
False |
4,670 |
| 80 |
1247-0 |
787-4 |
459-4 |
44.0% |
20-7 |
2.0% |
56% |
False |
False |
4,091 |
| 100 |
1396-0 |
787-4 |
608-4 |
58.2% |
21-3 |
2.0% |
42% |
False |
False |
3,509 |
| 120 |
1450-0 |
787-4 |
662-4 |
63.4% |
22-0 |
2.1% |
39% |
False |
False |
3,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1162-6 |
|
2.618 |
1118-5 |
|
1.618 |
1091-5 |
|
1.000 |
1075-0 |
|
0.618 |
1064-5 |
|
HIGH |
1048-0 |
|
0.618 |
1037-5 |
|
0.500 |
1034-4 |
|
0.382 |
1031-3 |
|
LOW |
1021-0 |
|
0.618 |
1004-3 |
|
1.000 |
994-0 |
|
1.618 |
977-3 |
|
2.618 |
950-3 |
|
4.250 |
906-2 |
|
|
| Fisher Pivots for day following 09-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1041-7 |
1036-5 |
| PP |
1038-1 |
1027-7 |
| S1 |
1034-4 |
1019-0 |
|