CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 30-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
979-0 |
977-0 |
-2-0 |
-0.2% |
1033-0 |
High |
983-0 |
995-4 |
12-4 |
1.3% |
1047-0 |
Low |
974-0 |
975-4 |
1-4 |
0.2% |
974-0 |
Close |
977-6 |
986-6 |
9-0 |
0.9% |
986-6 |
Range |
9-0 |
20-0 |
11-0 |
122.2% |
73-0 |
ATR |
29-3 |
28-6 |
-0-5 |
-2.3% |
0-0 |
Volume |
15,787 |
12,058 |
-3,729 |
-23.6% |
101,826 |
|
Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1045-7 |
1036-3 |
997-6 |
|
R3 |
1025-7 |
1016-3 |
992-2 |
|
R2 |
1005-7 |
1005-7 |
990-3 |
|
R1 |
996-3 |
996-3 |
988-5 |
1001-1 |
PP |
985-7 |
985-7 |
985-7 |
988-2 |
S1 |
976-3 |
976-3 |
984-7 |
981-1 |
S2 |
965-7 |
965-7 |
983-1 |
|
S3 |
945-7 |
956-3 |
981-2 |
|
S4 |
925-7 |
936-3 |
975-6 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1221-5 |
1177-1 |
1026-7 |
|
R3 |
1148-5 |
1104-1 |
1006-7 |
|
R2 |
1075-5 |
1075-5 |
1000-1 |
|
R1 |
1031-1 |
1031-1 |
993-4 |
1016-7 |
PP |
1002-5 |
1002-5 |
1002-5 |
995-4 |
S1 |
958-1 |
958-1 |
980-0 |
943-7 |
S2 |
929-5 |
929-5 |
973-3 |
|
S3 |
856-5 |
885-1 |
966-5 |
|
S4 |
783-5 |
812-1 |
946-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1047-0 |
974-0 |
73-0 |
7.4% |
21-0 |
2.1% |
17% |
False |
False |
20,365 |
10 |
1047-0 |
974-0 |
73-0 |
7.4% |
24-5 |
2.5% |
17% |
False |
False |
23,161 |
20 |
1048-0 |
970-0 |
78-0 |
7.9% |
24-5 |
2.5% |
21% |
False |
False |
17,614 |
40 |
1048-0 |
787-4 |
260-4 |
26.4% |
21-6 |
2.2% |
76% |
False |
False |
11,423 |
60 |
1048-0 |
787-4 |
260-4 |
26.4% |
21-4 |
2.2% |
76% |
False |
False |
8,898 |
80 |
1048-0 |
787-4 |
260-4 |
26.4% |
22-5 |
2.3% |
76% |
False |
False |
7,407 |
100 |
1247-0 |
787-4 |
459-4 |
46.6% |
21-5 |
2.2% |
43% |
False |
False |
6,282 |
120 |
1396-0 |
787-4 |
608-4 |
61.7% |
22-2 |
2.3% |
33% |
False |
False |
5,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1080-4 |
2.618 |
1047-7 |
1.618 |
1027-7 |
1.000 |
1015-4 |
0.618 |
1007-7 |
HIGH |
995-4 |
0.618 |
987-7 |
0.500 |
985-4 |
0.382 |
983-1 |
LOW |
975-4 |
0.618 |
963-1 |
1.000 |
955-4 |
1.618 |
943-1 |
2.618 |
923-1 |
4.250 |
890-4 |
|
|
Fisher Pivots for day following 30-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
986-3 |
987-0 |
PP |
985-7 |
986-7 |
S1 |
985-4 |
986-7 |
|