CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 28-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
995-0 |
1015-0 |
20-0 |
2.0% |
1035-0 |
| High |
1029-0 |
1017-0 |
-12-0 |
-1.2% |
1062-0 |
| Low |
990-0 |
988-0 |
-2-0 |
-0.2% |
1018-0 |
| Close |
1004-6 |
989-4 |
-15-2 |
-1.5% |
1040-2 |
| Range |
39-0 |
29-0 |
-10-0 |
-25.6% |
44-0 |
| ATR |
25-1 |
25-3 |
0-2 |
1.1% |
0-0 |
| Volume |
27,118 |
38,496 |
11,378 |
42.0% |
339,282 |
|
| Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1085-1 |
1066-3 |
1005-4 |
|
| R3 |
1056-1 |
1037-3 |
997-4 |
|
| R2 |
1027-1 |
1027-1 |
994-7 |
|
| R1 |
1008-3 |
1008-3 |
992-1 |
1003-2 |
| PP |
998-1 |
998-1 |
998-1 |
995-5 |
| S1 |
979-3 |
979-3 |
986-7 |
974-2 |
| S2 |
969-1 |
969-1 |
984-1 |
|
| S3 |
940-1 |
950-3 |
981-4 |
|
| S4 |
911-1 |
921-3 |
973-4 |
|
|
| 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 |
988-0 |
74-0 |
7.5% |
23-5 |
2.4% |
2% |
False |
True |
44,151 |
| 10 |
1072-0 |
988-0 |
84-0 |
8.5% |
21-2 |
2.2% |
2% |
False |
True |
70,068 |
| 20 |
1072-0 |
929-0 |
143-0 |
14.5% |
20-6 |
2.1% |
42% |
False |
False |
77,759 |
| 40 |
1072-0 |
838-4 |
233-4 |
23.6% |
19-3 |
2.0% |
65% |
False |
False |
75,628 |
| 60 |
1072-0 |
838-4 |
233-4 |
23.6% |
19-5 |
2.0% |
65% |
False |
False |
63,338 |
| 80 |
1072-0 |
838-4 |
233-4 |
23.6% |
21-1 |
2.1% |
65% |
False |
False |
51,707 |
| 100 |
1072-0 |
787-4 |
284-4 |
28.8% |
20-4 |
2.1% |
71% |
False |
False |
42,362 |
| 120 |
1072-0 |
787-4 |
284-4 |
28.8% |
20-5 |
2.1% |
71% |
False |
False |
35,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1140-2 |
|
2.618 |
1092-7 |
|
1.618 |
1063-7 |
|
1.000 |
1046-0 |
|
0.618 |
1034-7 |
|
HIGH |
1017-0 |
|
0.618 |
1005-7 |
|
0.500 |
1002-4 |
|
0.382 |
999-1 |
|
LOW |
988-0 |
|
0.618 |
970-1 |
|
1.000 |
959-0 |
|
1.618 |
941-1 |
|
2.618 |
912-1 |
|
4.250 |
864-6 |
|
|
| Fisher Pivots for day following 28-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1002-4 |
1017-0 |
| PP |
998-1 |
1007-7 |
| S1 |
993-7 |
998-5 |
|