CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 03-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
975-0 |
979-0 |
4-0 |
0.4% |
897-0 |
High |
987-0 |
997-0 |
10-0 |
1.0% |
997-0 |
Low |
975-0 |
974-0 |
-1-0 |
-0.1% |
897-0 |
Close |
977-0 |
995-4 |
18-4 |
1.9% |
995-4 |
Range |
12-0 |
23-0 |
11-0 |
91.7% |
100-0 |
ATR |
25-4 |
25-3 |
-0-1 |
-0.7% |
0-0 |
Volume |
65,782 |
91,786 |
26,004 |
39.5% |
411,574 |
|
Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1057-7 |
1049-5 |
1008-1 |
|
R3 |
1034-7 |
1026-5 |
1001-7 |
|
R2 |
1011-7 |
1011-7 |
999-6 |
|
R1 |
1003-5 |
1003-5 |
997-5 |
1007-6 |
PP |
988-7 |
988-7 |
988-7 |
990-7 |
S1 |
980-5 |
980-5 |
993-3 |
984-6 |
S2 |
965-7 |
965-7 |
991-2 |
|
S3 |
942-7 |
957-5 |
989-1 |
|
S4 |
919-7 |
934-5 |
982-7 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1263-1 |
1229-3 |
1050-4 |
|
R3 |
1163-1 |
1129-3 |
1023-0 |
|
R2 |
1063-1 |
1063-1 |
1013-7 |
|
R1 |
1029-3 |
1029-3 |
1004-5 |
1046-2 |
PP |
963-1 |
963-1 |
963-1 |
971-5 |
S1 |
929-3 |
929-3 |
986-3 |
946-2 |
S2 |
863-1 |
863-1 |
977-1 |
|
S3 |
763-1 |
829-3 |
968-0 |
|
S4 |
663-1 |
729-3 |
940-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
997-0 |
897-0 |
100-0 |
10.0% |
17-1 |
1.7% |
99% |
True |
False |
82,314 |
10 |
997-0 |
897-0 |
100-0 |
10.0% |
17-6 |
1.8% |
99% |
True |
False |
77,953 |
20 |
997-0 |
843-0 |
154-0 |
15.5% |
18-1 |
1.8% |
99% |
True |
False |
73,823 |
40 |
1023-4 |
838-4 |
185-0 |
18.6% |
19-2 |
1.9% |
85% |
False |
False |
62,647 |
60 |
1048-0 |
838-4 |
209-4 |
21.0% |
21-1 |
2.1% |
75% |
False |
False |
48,212 |
80 |
1048-0 |
787-4 |
260-4 |
26.2% |
20-4 |
2.1% |
80% |
False |
False |
37,469 |
100 |
1048-0 |
787-4 |
260-4 |
26.2% |
20-2 |
2.0% |
80% |
False |
False |
30,761 |
120 |
1048-0 |
787-4 |
260-4 |
26.2% |
21-2 |
2.1% |
80% |
False |
False |
26,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1094-6 |
2.618 |
1057-2 |
1.618 |
1034-2 |
1.000 |
1020-0 |
0.618 |
1011-2 |
HIGH |
997-0 |
0.618 |
988-2 |
0.500 |
985-4 |
0.382 |
982-6 |
LOW |
974-0 |
0.618 |
959-6 |
1.000 |
951-0 |
1.618 |
936-6 |
2.618 |
913-6 |
4.250 |
876-2 |
|
|
Fisher Pivots for day following 03-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
992-1 |
987-7 |
PP |
988-7 |
980-1 |
S1 |
985-4 |
972-4 |
|