CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 20-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1017-0 |
1029-0 |
12-0 |
1.2% |
1010-0 |
| High |
1031-0 |
1038-0 |
7-0 |
0.7% |
1031-0 |
| Low |
1015-0 |
988-0 |
-27-0 |
-2.7% |
970-0 |
| Close |
1029-0 |
1001-0 |
-28-0 |
-2.7% |
1029-0 |
| Range |
16-0 |
50-0 |
34-0 |
212.5% |
61-0 |
| ATR |
29-6 |
31-1 |
1-4 |
4.9% |
0-0 |
| Volume |
28,844 |
26,974 |
-1,870 |
-6.5% |
90,937 |
|
| Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1159-0 |
1130-0 |
1028-4 |
|
| R3 |
1109-0 |
1080-0 |
1014-6 |
|
| R2 |
1059-0 |
1059-0 |
1010-1 |
|
| R1 |
1030-0 |
1030-0 |
1005-5 |
1019-4 |
| PP |
1009-0 |
1009-0 |
1009-0 |
1003-6 |
| S1 |
980-0 |
980-0 |
996-3 |
969-4 |
| S2 |
959-0 |
959-0 |
991-7 |
|
| S3 |
909-0 |
930-0 |
987-2 |
|
| S4 |
859-0 |
880-0 |
973-4 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1193-0 |
1172-0 |
1062-4 |
|
| R3 |
1132-0 |
1111-0 |
1045-6 |
|
| R2 |
1071-0 |
1071-0 |
1040-1 |
|
| R1 |
1050-0 |
1050-0 |
1034-5 |
1060-4 |
| PP |
1010-0 |
1010-0 |
1010-0 |
1015-2 |
| S1 |
989-0 |
989-0 |
1023-3 |
999-4 |
| S2 |
949-0 |
949-0 |
1017-7 |
|
| S3 |
888-0 |
928-0 |
1012-2 |
|
| S4 |
827-0 |
867-0 |
995-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1038-0 |
970-0 |
68-0 |
6.8% |
30-6 |
3.1% |
46% |
True |
False |
19,869 |
| 10 |
1048-0 |
970-0 |
78-0 |
7.8% |
28-2 |
2.8% |
40% |
False |
False |
16,810 |
| 20 |
1048-0 |
878-0 |
170-0 |
17.0% |
24-0 |
2.4% |
72% |
False |
False |
10,487 |
| 40 |
1048-0 |
787-4 |
260-4 |
26.0% |
20-3 |
2.0% |
82% |
False |
False |
7,836 |
| 60 |
1048-0 |
787-4 |
260-4 |
26.0% |
22-3 |
2.2% |
82% |
False |
False |
6,381 |
| 80 |
1238-0 |
787-4 |
450-4 |
45.0% |
22-2 |
2.2% |
47% |
False |
False |
5,423 |
| 100 |
1396-0 |
787-4 |
608-4 |
60.8% |
21-7 |
2.2% |
35% |
False |
False |
4,619 |
| 120 |
1450-0 |
787-4 |
662-4 |
66.2% |
22-3 |
2.2% |
32% |
False |
False |
4,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1250-4 |
|
2.618 |
1168-7 |
|
1.618 |
1118-7 |
|
1.000 |
1088-0 |
|
0.618 |
1068-7 |
|
HIGH |
1038-0 |
|
0.618 |
1018-7 |
|
0.500 |
1013-0 |
|
0.382 |
1007-1 |
|
LOW |
988-0 |
|
0.618 |
957-1 |
|
1.000 |
938-0 |
|
1.618 |
907-1 |
|
2.618 |
857-1 |
|
4.250 |
775-4 |
|
|
| Fisher Pivots for day following 20-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1013-0 |
1010-4 |
| PP |
1009-0 |
1007-3 |
| S1 |
1005-0 |
1004-1 |
|