CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 27-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1039-0 |
995-0 |
-44-0 |
-4.2% |
1035-0 |
| High |
1046-0 |
1029-0 |
-17-0 |
-1.6% |
1062-0 |
| Low |
1032-0 |
990-0 |
-42-0 |
-4.1% |
1018-0 |
| Close |
1040-2 |
1004-6 |
-35-4 |
-3.4% |
1040-2 |
| Range |
14-0 |
39-0 |
25-0 |
178.6% |
44-0 |
| ATR |
23-2 |
25-1 |
1-7 |
8.3% |
0-0 |
| Volume |
43,145 |
27,118 |
-16,027 |
-37.1% |
339,282 |
|
| Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1124-7 |
1103-7 |
1026-2 |
|
| R3 |
1085-7 |
1064-7 |
1015-4 |
|
| R2 |
1046-7 |
1046-7 |
1011-7 |
|
| R1 |
1025-7 |
1025-7 |
1008-3 |
1036-3 |
| PP |
1007-7 |
1007-7 |
1007-7 |
1013-2 |
| S1 |
986-7 |
986-7 |
1001-1 |
997-3 |
| S2 |
968-7 |
968-7 |
997-5 |
|
| S3 |
929-7 |
947-7 |
994-0 |
|
| S4 |
890-7 |
908-7 |
983-2 |
|
|
| 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 |
990-0 |
72-0 |
7.2% |
22-1 |
2.2% |
20% |
False |
True |
51,042 |
| 10 |
1072-0 |
990-0 |
82-0 |
8.2% |
20-1 |
2.0% |
18% |
False |
True |
73,368 |
| 20 |
1072-0 |
897-0 |
175-0 |
17.4% |
20-0 |
2.0% |
62% |
False |
False |
79,831 |
| 40 |
1072-0 |
838-4 |
233-4 |
23.2% |
19-3 |
1.9% |
71% |
False |
False |
76,605 |
| 60 |
1072-0 |
838-4 |
233-4 |
23.2% |
19-4 |
1.9% |
71% |
False |
False |
62,998 |
| 80 |
1072-0 |
838-4 |
233-4 |
23.2% |
21-1 |
2.1% |
71% |
False |
False |
51,274 |
| 100 |
1072-0 |
787-4 |
284-4 |
28.3% |
20-2 |
2.0% |
76% |
False |
False |
42,025 |
| 120 |
1072-0 |
787-4 |
284-4 |
28.3% |
20-4 |
2.0% |
76% |
False |
False |
35,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1194-6 |
|
2.618 |
1131-1 |
|
1.618 |
1092-1 |
|
1.000 |
1068-0 |
|
0.618 |
1053-1 |
|
HIGH |
1029-0 |
|
0.618 |
1014-1 |
|
0.500 |
1009-4 |
|
0.382 |
1004-7 |
|
LOW |
990-0 |
|
0.618 |
965-7 |
|
1.000 |
951-0 |
|
1.618 |
926-7 |
|
2.618 |
887-7 |
|
4.250 |
824-2 |
|
|
| Fisher Pivots for day following 27-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1009-4 |
1026-0 |
| PP |
1007-7 |
1018-7 |
| S1 |
1006-3 |
1011-7 |
|