CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 15-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
987-0 |
983-0 |
-4-0 |
-0.4% |
987-0 |
| High |
991-0 |
1030-0 |
39-0 |
3.9% |
1048-0 |
| Low |
970-0 |
983-0 |
13-0 |
1.3% |
987-0 |
| Close |
980-2 |
1003-2 |
23-0 |
2.3% |
1045-4 |
| Range |
21-0 |
47-0 |
26-0 |
123.8% |
61-0 |
| ATR |
28-3 |
29-7 |
1-4 |
5.4% |
0-0 |
| Volume |
7,590 |
21,112 |
13,522 |
178.2% |
55,863 |
|
| Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1146-3 |
1121-7 |
1029-1 |
|
| R3 |
1099-3 |
1074-7 |
1016-1 |
|
| R2 |
1052-3 |
1052-3 |
1011-7 |
|
| R1 |
1027-7 |
1027-7 |
1007-4 |
1040-1 |
| PP |
1005-3 |
1005-3 |
1005-3 |
1011-4 |
| S1 |
980-7 |
980-7 |
999-0 |
993-1 |
| S2 |
958-3 |
958-3 |
994-5 |
|
| S3 |
911-3 |
933-7 |
990-3 |
|
| S4 |
864-3 |
886-7 |
977-3 |
|
|
| 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 |
7.8% |
31-2 |
3.1% |
43% |
False |
False |
16,510 |
| 10 |
1048-0 |
970-0 |
78-0 |
7.8% |
24-5 |
2.5% |
43% |
False |
False |
12,067 |
| 20 |
1048-0 |
870-0 |
178-0 |
17.7% |
21-7 |
2.2% |
75% |
False |
False |
8,236 |
| 40 |
1048-0 |
787-4 |
260-4 |
26.0% |
19-6 |
2.0% |
83% |
False |
False |
6,592 |
| 60 |
1048-0 |
787-4 |
260-4 |
26.0% |
21-7 |
2.2% |
83% |
False |
False |
5,560 |
| 80 |
1245-0 |
787-4 |
457-4 |
45.6% |
22-0 |
2.2% |
47% |
False |
False |
4,788 |
| 100 |
1396-0 |
787-4 |
608-4 |
60.7% |
21-4 |
2.1% |
35% |
False |
False |
4,075 |
| 120 |
1450-0 |
787-4 |
662-4 |
66.0% |
22-2 |
2.2% |
33% |
False |
False |
3,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1229-6 |
|
2.618 |
1153-0 |
|
1.618 |
1106-0 |
|
1.000 |
1077-0 |
|
0.618 |
1059-0 |
|
HIGH |
1030-0 |
|
0.618 |
1012-0 |
|
0.500 |
1006-4 |
|
0.382 |
1001-0 |
|
LOW |
983-0 |
|
0.618 |
954-0 |
|
1.000 |
936-0 |
|
1.618 |
907-0 |
|
2.618 |
860-0 |
|
4.250 |
783-2 |
|
|
| Fisher Pivots for day following 15-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1006-4 |
1002-1 |
| PP |
1005-3 |
1001-1 |
| S1 |
1004-3 |
1000-0 |
|