CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 17-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1047-0 |
1069-0 |
22-0 |
2.1% |
1003-0 |
High |
1059-0 |
1072-0 |
13-0 |
1.2% |
1072-0 |
Low |
1042-4 |
1050-0 |
7-4 |
0.7% |
1001-0 |
Close |
1058-4 |
1051-0 |
-7-4 |
-0.7% |
1051-0 |
Range |
16-4 |
22-0 |
5-4 |
33.3% |
71-0 |
ATR |
24-2 |
24-1 |
-0-1 |
-0.7% |
0-0 |
Volume |
85,474 |
100,640 |
15,166 |
17.7% |
465,103 |
|
Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1123-5 |
1109-3 |
1063-1 |
|
R3 |
1101-5 |
1087-3 |
1057-0 |
|
R2 |
1079-5 |
1079-5 |
1055-0 |
|
R1 |
1065-3 |
1065-3 |
1053-0 |
1061-4 |
PP |
1057-5 |
1057-5 |
1057-5 |
1055-6 |
S1 |
1043-3 |
1043-3 |
1049-0 |
1039-4 |
S2 |
1035-5 |
1035-5 |
1047-0 |
|
S3 |
1013-5 |
1021-3 |
1045-0 |
|
S4 |
991-5 |
999-3 |
1038-7 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1254-3 |
1223-5 |
1090-0 |
|
R3 |
1183-3 |
1152-5 |
1070-4 |
|
R2 |
1112-3 |
1112-3 |
1064-0 |
|
R1 |
1081-5 |
1081-5 |
1057-4 |
1097-0 |
PP |
1041-3 |
1041-3 |
1041-3 |
1049-0 |
S1 |
1010-5 |
1010-5 |
1044-4 |
1026-0 |
S2 |
970-3 |
970-3 |
1038-0 |
|
S3 |
899-3 |
939-5 |
1031-4 |
|
S4 |
828-3 |
868-5 |
1012-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1072-0 |
1001-0 |
71-0 |
6.8% |
18-6 |
1.8% |
70% |
True |
False |
93,020 |
10 |
1072-0 |
974-0 |
98-0 |
9.3% |
21-0 |
2.0% |
79% |
True |
False |
91,045 |
20 |
1072-0 |
897-0 |
175-0 |
16.7% |
18-6 |
1.8% |
88% |
True |
False |
84,489 |
40 |
1072-0 |
838-4 |
233-4 |
22.2% |
19-0 |
1.8% |
91% |
True |
False |
75,256 |
60 |
1072-0 |
838-4 |
233-4 |
22.2% |
20-3 |
1.9% |
91% |
True |
False |
59,505 |
80 |
1072-0 |
838-4 |
233-4 |
22.2% |
20-6 |
2.0% |
91% |
True |
False |
46,994 |
100 |
1072-0 |
787-4 |
284-4 |
27.1% |
20-1 |
1.9% |
93% |
True |
False |
38,591 |
120 |
1072-0 |
787-4 |
284-4 |
27.1% |
21-1 |
2.0% |
93% |
True |
False |
32,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1165-4 |
2.618 |
1129-5 |
1.618 |
1107-5 |
1.000 |
1094-0 |
0.618 |
1085-5 |
HIGH |
1072-0 |
0.618 |
1063-5 |
0.500 |
1061-0 |
0.382 |
1058-3 |
LOW |
1050-0 |
0.618 |
1036-3 |
1.000 |
1028-0 |
1.618 |
1014-3 |
2.618 |
992-3 |
4.250 |
956-4 |
|
|
Fisher Pivots for day following 17-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1061-0 |
1050-7 |
PP |
1057-5 |
1050-5 |
S1 |
1054-3 |
1050-4 |
|