CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 13-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1022-0 |
1003-0 |
-19-0 |
-1.9% |
994-0 |
| High |
1050-0 |
1022-0 |
-28-0 |
-2.7% |
1050-0 |
| Low |
1005-0 |
1001-0 |
-4-0 |
-0.4% |
986-4 |
| Close |
1007-0 |
1021-4 |
14-4 |
1.4% |
1007-0 |
| Range |
45-0 |
21-0 |
-24-0 |
-53.3% |
63-4 |
| ATR |
25-3 |
25-0 |
-0-2 |
-1.2% |
0-0 |
| Volume |
102,116 |
97,818 |
-4,298 |
-4.2% |
353,562 |
|
| Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1077-7 |
1070-5 |
1033-0 |
|
| R3 |
1056-7 |
1049-5 |
1027-2 |
|
| R2 |
1035-7 |
1035-7 |
1025-3 |
|
| R1 |
1028-5 |
1028-5 |
1023-3 |
1032-2 |
| PP |
1014-7 |
1014-7 |
1014-7 |
1016-5 |
| S1 |
1007-5 |
1007-5 |
1019-5 |
1011-2 |
| S2 |
993-7 |
993-7 |
1017-5 |
|
| S3 |
972-7 |
986-5 |
1015-6 |
|
| S4 |
951-7 |
965-5 |
1010-0 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1205-0 |
1169-4 |
1041-7 |
|
| R3 |
1141-4 |
1106-0 |
1024-4 |
|
| R2 |
1078-0 |
1078-0 |
1018-5 |
|
| R1 |
1042-4 |
1042-4 |
1012-7 |
1060-2 |
| PP |
1014-4 |
1014-4 |
1014-4 |
1023-3 |
| S1 |
979-0 |
979-0 |
1001-1 |
996-6 |
| S2 |
951-0 |
951-0 |
995-3 |
|
| S3 |
887-4 |
915-4 |
989-4 |
|
| S4 |
824-0 |
852-0 |
972-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1050-0 |
986-4 |
63-4 |
6.2% |
22-7 |
2.2% |
55% |
False |
False |
90,276 |
| 10 |
1050-0 |
897-0 |
153-0 |
15.0% |
20-0 |
2.0% |
81% |
False |
False |
86,295 |
| 20 |
1050-0 |
867-4 |
182-4 |
17.9% |
18-6 |
1.8% |
84% |
False |
False |
80,090 |
| 40 |
1050-0 |
838-4 |
211-4 |
20.7% |
19-1 |
1.9% |
87% |
False |
False |
69,824 |
| 60 |
1050-0 |
838-4 |
211-4 |
20.7% |
20-7 |
2.0% |
87% |
False |
False |
54,590 |
| 80 |
1050-0 |
838-4 |
211-4 |
20.7% |
20-7 |
2.0% |
87% |
False |
False |
42,718 |
| 100 |
1050-0 |
787-4 |
262-4 |
25.7% |
20-2 |
2.0% |
89% |
False |
False |
35,043 |
| 120 |
1050-0 |
787-4 |
262-4 |
25.7% |
21-3 |
2.1% |
89% |
False |
False |
29,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1111-2 |
|
2.618 |
1077-0 |
|
1.618 |
1056-0 |
|
1.000 |
1043-0 |
|
0.618 |
1035-0 |
|
HIGH |
1022-0 |
|
0.618 |
1014-0 |
|
0.500 |
1011-4 |
|
0.382 |
1009-0 |
|
LOW |
1001-0 |
|
0.618 |
988-0 |
|
1.000 |
980-0 |
|
1.618 |
967-0 |
|
2.618 |
946-0 |
|
4.250 |
911-6 |
|
|
| Fisher Pivots for day following 13-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1018-1 |
1022-0 |
| PP |
1014-7 |
1021-7 |
| S1 |
1011-4 |
1021-5 |
|