CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
988-0 |
977-0 |
-11-0 |
-1.1% |
1029-0 |
| High |
996-0 |
1000-0 |
4-0 |
0.4% |
1040-0 |
| Low |
982-6 |
977-0 |
-5-6 |
-0.6% |
988-0 |
| Close |
983-6 |
990-0 |
6-2 |
0.6% |
1016-2 |
| Range |
13-2 |
23-0 |
9-6 |
73.6% |
52-0 |
| ATR |
31-0 |
30-3 |
-0-5 |
-1.8% |
0-0 |
| Volume |
20,767 |
18,116 |
-2,651 |
-12.8% |
100,947 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1058-0 |
1047-0 |
1002-5 |
|
| R3 |
1035-0 |
1024-0 |
996-3 |
|
| R2 |
1012-0 |
1012-0 |
994-2 |
|
| R1 |
1001-0 |
1001-0 |
992-1 |
1006-4 |
| PP |
989-0 |
989-0 |
989-0 |
991-6 |
| S1 |
978-0 |
978-0 |
987-7 |
983-4 |
| S2 |
966-0 |
966-0 |
985-6 |
|
| S3 |
943-0 |
955-0 |
983-5 |
|
| S4 |
920-0 |
932-0 |
977-3 |
|
|
| 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 |
1047-0 |
977-0 |
70-0 |
7.1% |
24-4 |
2.5% |
19% |
False |
True |
25,082 |
| 10 |
1047-0 |
970-0 |
77-0 |
7.8% |
28-4 |
2.9% |
26% |
False |
False |
23,247 |
| 20 |
1048-0 |
952-0 |
96-0 |
9.7% |
25-4 |
2.6% |
40% |
False |
False |
16,814 |
| 40 |
1048-0 |
787-4 |
260-4 |
26.3% |
21-5 |
2.2% |
78% |
False |
False |
10,898 |
| 60 |
1048-0 |
787-4 |
260-4 |
26.3% |
21-5 |
2.2% |
78% |
False |
False |
8,514 |
| 80 |
1062-0 |
787-4 |
274-4 |
27.7% |
22-6 |
2.3% |
74% |
False |
False |
7,138 |
| 100 |
1247-0 |
787-4 |
459-4 |
46.4% |
21-7 |
2.2% |
44% |
False |
False |
6,029 |
| 120 |
1396-0 |
787-4 |
608-4 |
61.5% |
22-3 |
2.3% |
33% |
False |
False |
5,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1097-6 |
|
2.618 |
1060-2 |
|
1.618 |
1037-2 |
|
1.000 |
1023-0 |
|
0.618 |
1014-2 |
|
HIGH |
1000-0 |
|
0.618 |
991-2 |
|
0.500 |
988-4 |
|
0.382 |
985-6 |
|
LOW |
977-0 |
|
0.618 |
962-6 |
|
1.000 |
954-0 |
|
1.618 |
939-6 |
|
2.618 |
916-6 |
|
4.250 |
879-2 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
989-4 |
1012-0 |
| PP |
989-0 |
1004-5 |
| S1 |
988-4 |
997-3 |
|