CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 21-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1035-0 |
1021-0 |
-14-0 |
-1.4% |
1003-0 |
High |
1035-4 |
1042-4 |
7-0 |
0.7% |
1072-0 |
Low |
1018-0 |
1021-0 |
3-0 |
0.3% |
1001-0 |
Close |
1018-4 |
1038-0 |
19-4 |
1.9% |
1051-0 |
Range |
17-4 |
21-4 |
4-0 |
22.9% |
71-0 |
ATR |
24-6 |
24-5 |
0-0 |
-0.2% |
0-0 |
Volume |
111,188 |
72,949 |
-38,239 |
-34.4% |
465,103 |
|
Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1098-3 |
1089-5 |
1049-7 |
|
R3 |
1076-7 |
1068-1 |
1043-7 |
|
R2 |
1055-3 |
1055-3 |
1042-0 |
|
R1 |
1046-5 |
1046-5 |
1040-0 |
1051-0 |
PP |
1033-7 |
1033-7 |
1033-7 |
1036-0 |
S1 |
1025-1 |
1025-1 |
1036-0 |
1029-4 |
S2 |
1012-3 |
1012-3 |
1034-0 |
|
S3 |
990-7 |
1003-5 |
1032-1 |
|
S4 |
969-3 |
982-1 |
1026-1 |
|
|
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 |
1018-0 |
54-0 |
5.2% |
18-7 |
1.8% |
37% |
False |
False |
95,985 |
10 |
1072-0 |
988-0 |
84-0 |
8.1% |
21-2 |
2.0% |
60% |
False |
False |
93,247 |
20 |
1072-0 |
897-0 |
175-0 |
16.9% |
18-6 |
1.8% |
81% |
False |
False |
85,666 |
40 |
1072-0 |
838-4 |
233-4 |
22.5% |
19-0 |
1.8% |
85% |
False |
False |
77,647 |
60 |
1072-0 |
838-4 |
233-4 |
22.5% |
19-6 |
1.9% |
85% |
False |
False |
61,748 |
80 |
1072-0 |
838-4 |
233-4 |
22.5% |
21-1 |
2.0% |
85% |
False |
False |
49,167 |
100 |
1072-0 |
787-4 |
284-4 |
27.4% |
20-1 |
1.9% |
88% |
False |
False |
40,373 |
120 |
1072-0 |
787-4 |
284-4 |
27.4% |
21-1 |
2.0% |
88% |
False |
False |
34,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1133-7 |
2.618 |
1098-6 |
1.618 |
1077-2 |
1.000 |
1064-0 |
0.618 |
1055-6 |
HIGH |
1042-4 |
0.618 |
1034-2 |
0.500 |
1031-6 |
0.382 |
1029-2 |
LOW |
1021-0 |
0.618 |
1007-6 |
1.000 |
999-4 |
1.618 |
986-2 |
2.618 |
964-6 |
4.250 |
929-5 |
|
|
Fisher Pivots for day following 21-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1035-7 |
1045-0 |
PP |
1033-7 |
1042-5 |
S1 |
1031-6 |
1040-3 |
|