CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 27-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1033-0 |
988-0 |
-45-0 |
-4.4% |
1029-0 |
| High |
1047-0 |
996-0 |
-51-0 |
-4.9% |
1040-0 |
| Low |
1007-0 |
982-6 |
-24-2 |
-2.4% |
988-0 |
| Close |
1016-6 |
983-6 |
-33-0 |
-3.2% |
1016-2 |
| Range |
40-0 |
13-2 |
-26-6 |
-66.9% |
52-0 |
| ATR |
30-6 |
31-0 |
0-2 |
0.8% |
0-0 |
| Volume |
35,098 |
20,767 |
-14,331 |
-40.8% |
100,947 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1027-2 |
1018-6 |
991-0 |
|
| R3 |
1014-0 |
1005-4 |
987-3 |
|
| R2 |
1000-6 |
1000-6 |
986-1 |
|
| R1 |
992-2 |
992-2 |
985-0 |
989-7 |
| PP |
987-4 |
987-4 |
987-4 |
986-2 |
| S1 |
979-0 |
979-0 |
982-4 |
976-5 |
| S2 |
974-2 |
974-2 |
981-3 |
|
| S3 |
961-0 |
965-6 |
980-1 |
|
| S4 |
947-6 |
952-4 |
976-4 |
|
|
| 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 |
982-6 |
64-2 |
6.5% |
25-4 |
2.6% |
2% |
False |
True |
25,967 |
| 10 |
1047-0 |
970-0 |
77-0 |
7.8% |
28-1 |
2.9% |
18% |
False |
False |
22,918 |
| 20 |
1048-0 |
952-0 |
96-0 |
9.8% |
26-0 |
2.6% |
33% |
False |
False |
16,104 |
| 40 |
1048-0 |
787-4 |
260-4 |
26.5% |
21-3 |
2.2% |
75% |
False |
False |
10,567 |
| 60 |
1048-0 |
787-4 |
260-4 |
26.5% |
21-4 |
2.2% |
75% |
False |
False |
8,287 |
| 80 |
1062-0 |
787-4 |
274-4 |
27.9% |
22-5 |
2.3% |
71% |
False |
False |
6,955 |
| 100 |
1286-0 |
787-4 |
498-4 |
50.7% |
21-6 |
2.2% |
39% |
False |
False |
5,864 |
| 120 |
1396-0 |
787-4 |
608-4 |
61.9% |
22-6 |
2.3% |
32% |
False |
False |
5,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1052-2 |
|
2.618 |
1030-6 |
|
1.618 |
1017-4 |
|
1.000 |
1009-2 |
|
0.618 |
1004-2 |
|
HIGH |
996-0 |
|
0.618 |
991-0 |
|
0.500 |
989-3 |
|
0.382 |
987-6 |
|
LOW |
982-6 |
|
0.618 |
974-4 |
|
1.000 |
969-4 |
|
1.618 |
961-2 |
|
2.618 |
948-0 |
|
4.250 |
926-4 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
989-3 |
1014-7 |
| PP |
987-4 |
1004-4 |
| S1 |
985-5 |
994-1 |
|