CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 14-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
986-0 |
987-0 |
1-0 |
0.1% |
987-0 |
| High |
1000-0 |
991-0 |
-9-0 |
-0.9% |
1048-0 |
| Low |
980-0 |
970-0 |
-10-0 |
-1.0% |
987-0 |
| Close |
980-6 |
980-2 |
-0-4 |
-0.1% |
1045-4 |
| Range |
20-0 |
21-0 |
1-0 |
5.0% |
61-0 |
| ATR |
28-7 |
28-3 |
-0-5 |
-2.0% |
0-0 |
| Volume |
14,827 |
7,590 |
-7,237 |
-48.8% |
55,863 |
|
| Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1043-3 |
1032-7 |
991-6 |
|
| R3 |
1022-3 |
1011-7 |
986-0 |
|
| R2 |
1001-3 |
1001-3 |
984-1 |
|
| R1 |
990-7 |
990-7 |
982-1 |
985-5 |
| PP |
980-3 |
980-3 |
980-3 |
977-6 |
| S1 |
969-7 |
969-7 |
978-3 |
964-5 |
| S2 |
959-3 |
959-3 |
976-3 |
|
| S3 |
938-3 |
948-7 |
974-4 |
|
| S4 |
917-3 |
927-7 |
968-6 |
|
|
| 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 |
970-0 |
78-0 |
8.0% |
26-6 |
2.7% |
13% |
False |
True |
13,845 |
| 10 |
1048-0 |
958-0 |
90-0 |
9.2% |
23-3 |
2.4% |
25% |
False |
False |
10,357 |
| 20 |
1048-0 |
863-0 |
185-0 |
18.9% |
20-2 |
2.1% |
63% |
False |
False |
7,562 |
| 40 |
1048-0 |
787-4 |
260-4 |
26.6% |
19-1 |
2.0% |
74% |
False |
False |
6,105 |
| 60 |
1048-0 |
787-4 |
260-4 |
26.6% |
21-3 |
2.2% |
74% |
False |
False |
5,248 |
| 80 |
1247-0 |
787-4 |
459-4 |
46.9% |
21-3 |
2.2% |
42% |
False |
False |
4,533 |
| 100 |
1396-0 |
787-4 |
608-4 |
62.1% |
21-0 |
2.1% |
32% |
False |
False |
3,889 |
| 120 |
1450-0 |
787-4 |
662-4 |
67.6% |
21-7 |
2.2% |
29% |
False |
False |
3,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1080-2 |
|
2.618 |
1046-0 |
|
1.618 |
1025-0 |
|
1.000 |
1012-0 |
|
0.618 |
1004-0 |
|
HIGH |
991-0 |
|
0.618 |
983-0 |
|
0.500 |
980-4 |
|
0.382 |
978-0 |
|
LOW |
970-0 |
|
0.618 |
957-0 |
|
1.000 |
949-0 |
|
1.618 |
936-0 |
|
2.618 |
915-0 |
|
4.250 |
880-6 |
|
|
| Fisher Pivots for day following 14-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
980-4 |
993-4 |
| PP |
980-3 |
989-1 |
| S1 |
980-3 |
984-5 |
|