CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 26-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1016-0 |
1033-0 |
17-0 |
1.7% |
1029-0 |
| High |
1040-0 |
1047-0 |
7-0 |
0.7% |
1040-0 |
| Low |
1013-0 |
1007-0 |
-6-0 |
-0.6% |
988-0 |
| Close |
1016-2 |
1016-6 |
0-4 |
0.0% |
1016-2 |
| Range |
27-0 |
40-0 |
13-0 |
48.1% |
52-0 |
| ATR |
30-0 |
30-6 |
0-6 |
2.4% |
0-0 |
| Volume |
31,204 |
35,098 |
3,894 |
12.5% |
100,947 |
|
| Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1143-5 |
1120-1 |
1038-6 |
|
| R3 |
1103-5 |
1080-1 |
1027-6 |
|
| R2 |
1063-5 |
1063-5 |
1024-1 |
|
| R1 |
1040-1 |
1040-1 |
1020-3 |
1031-7 |
| PP |
1023-5 |
1023-5 |
1023-5 |
1019-4 |
| S1 |
1000-1 |
1000-1 |
1013-1 |
991-7 |
| S2 |
983-5 |
983-5 |
1009-3 |
|
| S3 |
943-5 |
960-1 |
1005-6 |
|
| S4 |
903-5 |
920-1 |
994-6 |
|
|
| 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 |
1047-0 |
988-0 |
59-0 |
5.8% |
32-7 |
3.2% |
49% |
True |
False |
27,209 |
| 10 |
1047-0 |
970-0 |
77-0 |
7.6% |
31-0 |
3.0% |
61% |
True |
False |
22,698 |
| 20 |
1048-0 |
937-0 |
111-0 |
10.9% |
27-2 |
2.7% |
72% |
False |
False |
15,208 |
| 40 |
1048-0 |
787-4 |
260-4 |
25.6% |
21-2 |
2.1% |
88% |
False |
False |
10,146 |
| 60 |
1048-0 |
787-4 |
260-4 |
25.6% |
21-7 |
2.2% |
88% |
False |
False |
8,020 |
| 80 |
1107-0 |
787-4 |
319-4 |
31.4% |
22-5 |
2.2% |
72% |
False |
False |
6,724 |
| 100 |
1320-0 |
787-4 |
532-4 |
52.4% |
22-1 |
2.2% |
43% |
False |
False |
5,673 |
| 120 |
1396-0 |
787-4 |
608-4 |
59.8% |
23-0 |
2.3% |
38% |
False |
False |
4,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1217-0 |
|
2.618 |
1151-6 |
|
1.618 |
1111-6 |
|
1.000 |
1087-0 |
|
0.618 |
1071-6 |
|
HIGH |
1047-0 |
|
0.618 |
1031-6 |
|
0.500 |
1027-0 |
|
0.382 |
1022-2 |
|
LOW |
1007-0 |
|
0.618 |
982-2 |
|
1.000 |
967-0 |
|
1.618 |
942-2 |
|
2.618 |
902-2 |
|
4.250 |
837-0 |
|
|
| Fisher Pivots for day following 26-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1027-0 |
1027-0 |
| PP |
1023-5 |
1023-5 |
| S1 |
1020-1 |
1020-1 |
|