CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 23-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1047-0 |
1058-0 |
11-0 |
1.1% |
1003-0 |
High |
1050-0 |
1062-0 |
12-0 |
1.1% |
1072-0 |
Low |
1040-0 |
1035-6 |
-4-2 |
-0.4% |
1001-0 |
Close |
1046-0 |
1037-6 |
-8-2 |
-0.8% |
1051-0 |
Range |
10-0 |
26-2 |
16-2 |
162.5% |
71-0 |
ATR |
23-6 |
23-7 |
0-1 |
0.8% |
0-0 |
Volume |
71,968 |
40,032 |
-31,936 |
-44.4% |
465,103 |
|
Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1123-7 |
1107-1 |
1052-2 |
|
R3 |
1097-5 |
1080-7 |
1045-0 |
|
R2 |
1071-3 |
1071-3 |
1042-4 |
|
R1 |
1054-5 |
1054-5 |
1040-1 |
1049-7 |
PP |
1045-1 |
1045-1 |
1045-1 |
1042-6 |
S1 |
1028-3 |
1028-3 |
1035-3 |
1023-5 |
S2 |
1018-7 |
1018-7 |
1033-0 |
|
S3 |
992-5 |
1002-1 |
1030-4 |
|
S4 |
966-3 |
975-7 |
1023-2 |
|
|
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% |
19-4 |
1.9% |
37% |
False |
False |
79,355 |
10 |
1072-0 |
1001-0 |
71-0 |
6.8% |
21-3 |
2.1% |
52% |
False |
False |
86,335 |
20 |
1072-0 |
897-0 |
175-0 |
16.9% |
18-7 |
1.8% |
80% |
False |
False |
83,983 |
40 |
1072-0 |
838-4 |
233-4 |
22.5% |
19-0 |
1.8% |
85% |
False |
False |
77,437 |
60 |
1072-0 |
838-4 |
233-4 |
22.5% |
19-4 |
1.9% |
85% |
False |
False |
62,758 |
80 |
1072-0 |
838-4 |
233-4 |
22.5% |
21-1 |
2.0% |
85% |
False |
False |
50,472 |
100 |
1072-0 |
787-4 |
284-4 |
27.4% |
20-0 |
1.9% |
88% |
False |
False |
41,399 |
120 |
1072-0 |
787-4 |
284-4 |
27.4% |
20-6 |
2.0% |
88% |
False |
False |
35,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1173-4 |
2.618 |
1130-6 |
1.618 |
1104-4 |
1.000 |
1088-2 |
0.618 |
1078-2 |
HIGH |
1062-0 |
0.618 |
1052-0 |
0.500 |
1048-7 |
0.382 |
1045-6 |
LOW |
1035-6 |
0.618 |
1019-4 |
1.000 |
1009-4 |
1.618 |
993-2 |
2.618 |
967-0 |
4.250 |
924-2 |
|
|
Fisher Pivots for day following 23-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1048-7 |
1041-4 |
PP |
1045-1 |
1040-2 |
S1 |
1041-4 |
1039-0 |
|