CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 23-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1020-0 |
1016-0 |
-4-0 |
-0.4% |
1029-0 |
| High |
1027-0 |
1040-0 |
13-0 |
1.3% |
1040-0 |
| Low |
1008-0 |
1013-0 |
5-0 |
0.5% |
988-0 |
| Close |
1019-4 |
1016-2 |
-3-2 |
-0.3% |
1016-2 |
| Range |
19-0 |
27-0 |
8-0 |
42.1% |
52-0 |
| ATR |
30-2 |
30-0 |
-0-2 |
-0.8% |
0-0 |
| Volume |
20,227 |
31,204 |
10,977 |
54.3% |
100,947 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1104-1 |
1087-1 |
1031-1 |
|
| R3 |
1077-1 |
1060-1 |
1023-5 |
|
| R2 |
1050-1 |
1050-1 |
1021-2 |
|
| R1 |
1033-1 |
1033-1 |
1018-6 |
1041-5 |
| PP |
1023-1 |
1023-1 |
1023-1 |
1027-2 |
| S1 |
1006-1 |
1006-1 |
1013-6 |
1014-5 |
| S2 |
996-1 |
996-1 |
1011-2 |
|
| S3 |
969-1 |
979-1 |
1008-7 |
|
| S4 |
942-1 |
952-1 |
1001-3 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1170-6 |
1145-4 |
1044-7 |
|
| R3 |
1118-6 |
1093-4 |
1030-4 |
|
| R2 |
1066-6 |
1066-6 |
1025-6 |
|
| R1 |
1041-4 |
1041-4 |
1021-0 |
1028-1 |
| PP |
1014-6 |
1014-6 |
1014-6 |
1008-0 |
| S1 |
989-4 |
989-4 |
1011-4 |
976-1 |
| S2 |
962-6 |
962-6 |
1006-6 |
|
| S3 |
910-6 |
937-4 |
1002-0 |
|
| S4 |
858-6 |
885-4 |
987-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1040-0 |
988-0 |
52-0 |
5.1% |
28-1 |
2.8% |
54% |
True |
False |
25,958 |
| 10 |
1048-0 |
970-0 |
78-0 |
7.7% |
29-6 |
2.9% |
59% |
False |
False |
21,234 |
| 20 |
1048-0 |
918-0 |
130-0 |
12.8% |
25-7 |
2.5% |
76% |
False |
False |
13,613 |
| 40 |
1048-0 |
787-4 |
260-4 |
25.6% |
20-4 |
2.0% |
88% |
False |
False |
9,361 |
| 60 |
1048-0 |
787-4 |
260-4 |
25.6% |
21-7 |
2.2% |
88% |
False |
False |
7,475 |
| 80 |
1122-0 |
787-4 |
334-4 |
32.9% |
22-5 |
2.2% |
68% |
False |
False |
6,309 |
| 100 |
1339-0 |
787-4 |
551-4 |
54.3% |
22-2 |
2.2% |
41% |
False |
False |
5,327 |
| 120 |
1396-0 |
787-4 |
608-4 |
59.9% |
23-0 |
2.3% |
38% |
False |
False |
4,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1154-6 |
|
2.618 |
1110-5 |
|
1.618 |
1083-5 |
|
1.000 |
1067-0 |
|
0.618 |
1056-5 |
|
HIGH |
1040-0 |
|
0.618 |
1029-5 |
|
0.500 |
1026-4 |
|
0.382 |
1023-3 |
|
LOW |
1013-0 |
|
0.618 |
996-3 |
|
1.000 |
986-0 |
|
1.618 |
969-3 |
|
2.618 |
942-3 |
|
4.250 |
898-2 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1026-4 |
1020-4 |
| PP |
1023-1 |
1019-1 |
| S1 |
1019-5 |
1017-5 |
|