CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 24-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1058-0 |
1039-0 |
-19-0 |
-1.8% |
1035-0 |
| High |
1062-0 |
1046-0 |
-16-0 |
-1.5% |
1062-0 |
| Low |
1035-6 |
1032-0 |
-3-6 |
-0.4% |
1018-0 |
| Close |
1037-6 |
1040-2 |
2-4 |
0.2% |
1040-2 |
| Range |
26-2 |
14-0 |
-12-2 |
-46.7% |
44-0 |
| ATR |
23-7 |
23-2 |
-0-6 |
-3.0% |
0-0 |
| Volume |
40,032 |
43,145 |
3,113 |
7.8% |
339,282 |
|
| Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1081-3 |
1074-7 |
1048-0 |
|
| R3 |
1067-3 |
1060-7 |
1044-1 |
|
| R2 |
1053-3 |
1053-3 |
1042-7 |
|
| R1 |
1046-7 |
1046-7 |
1041-4 |
1050-1 |
| PP |
1039-3 |
1039-3 |
1039-3 |
1041-0 |
| S1 |
1032-7 |
1032-7 |
1039-0 |
1036-1 |
| S2 |
1025-3 |
1025-3 |
1037-5 |
|
| S3 |
1011-3 |
1018-7 |
1036-3 |
|
| S4 |
997-3 |
1004-7 |
1032-4 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1172-1 |
1150-1 |
1064-4 |
|
| R3 |
1128-1 |
1106-1 |
1052-3 |
|
| R2 |
1084-1 |
1084-1 |
1048-3 |
|
| R1 |
1062-1 |
1062-1 |
1044-2 |
1073-1 |
| PP |
1040-1 |
1040-1 |
1040-1 |
1045-4 |
| S1 |
1018-1 |
1018-1 |
1036-2 |
1029-1 |
| S2 |
996-1 |
996-1 |
1032-1 |
|
| S3 |
952-1 |
974-1 |
1028-1 |
|
| S4 |
908-1 |
930-1 |
1016-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1062-0 |
1018-0 |
44-0 |
4.2% |
17-7 |
1.7% |
51% |
False |
False |
67,856 |
| 10 |
1072-0 |
1001-0 |
71-0 |
6.8% |
18-2 |
1.8% |
55% |
False |
False |
80,438 |
| 20 |
1072-0 |
897-0 |
175-0 |
16.8% |
18-6 |
1.8% |
82% |
False |
False |
81,799 |
| 40 |
1072-0 |
838-4 |
233-4 |
22.4% |
19-0 |
1.8% |
86% |
False |
False |
77,114 |
| 60 |
1072-0 |
838-4 |
233-4 |
22.4% |
19-1 |
1.8% |
86% |
False |
False |
62,892 |
| 80 |
1072-0 |
838-4 |
233-4 |
22.4% |
21-1 |
2.0% |
86% |
False |
False |
50,971 |
| 100 |
1072-0 |
787-4 |
284-4 |
27.3% |
20-0 |
1.9% |
89% |
False |
False |
41,794 |
| 120 |
1072-0 |
787-4 |
284-4 |
27.3% |
20-4 |
2.0% |
89% |
False |
False |
35,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1105-4 |
|
2.618 |
1082-5 |
|
1.618 |
1068-5 |
|
1.000 |
1060-0 |
|
0.618 |
1054-5 |
|
HIGH |
1046-0 |
|
0.618 |
1040-5 |
|
0.500 |
1039-0 |
|
0.382 |
1037-3 |
|
LOW |
1032-0 |
|
0.618 |
1023-3 |
|
1.000 |
1018-0 |
|
1.618 |
1009-3 |
|
2.618 |
995-3 |
|
4.250 |
972-4 |
|
|
| Fisher Pivots for day following 24-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1039-7 |
1047-0 |
| PP |
1039-3 |
1044-6 |
| S1 |
1039-0 |
1042-4 |
|