CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 30-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1006-0 |
1052-0 |
46-0 |
4.6% |
1035-0 |
| High |
1034-0 |
1071-0 |
37-0 |
3.6% |
1062-0 |
| Low |
1002-4 |
1052-0 |
49-4 |
4.9% |
1018-0 |
| Close |
1034-0 |
1070-0 |
36-0 |
3.5% |
1040-2 |
| Range |
31-4 |
19-0 |
-12-4 |
-39.7% |
44-0 |
| ATR |
26-6 |
27-4 |
0-6 |
2.7% |
0-0 |
| Volume |
33,780 |
34,156 |
376 |
1.1% |
339,282 |
|
| Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1121-3 |
1114-5 |
1080-4 |
|
| R3 |
1102-3 |
1095-5 |
1075-2 |
|
| R2 |
1083-3 |
1083-3 |
1073-4 |
|
| R1 |
1076-5 |
1076-5 |
1071-6 |
1080-0 |
| PP |
1064-3 |
1064-3 |
1064-3 |
1066-0 |
| S1 |
1057-5 |
1057-5 |
1068-2 |
1061-0 |
| S2 |
1045-3 |
1045-3 |
1066-4 |
|
| S3 |
1026-3 |
1038-5 |
1064-6 |
|
| S4 |
1007-3 |
1019-5 |
1059-4 |
|
|
| 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 |
1071-0 |
988-0 |
83-0 |
7.8% |
26-4 |
2.5% |
99% |
True |
False |
35,339 |
| 10 |
1072-0 |
988-0 |
84-0 |
7.9% |
23-0 |
2.1% |
98% |
False |
False |
57,347 |
| 20 |
1072-0 |
974-0 |
98-0 |
9.2% |
21-4 |
2.0% |
98% |
False |
False |
72,453 |
| 40 |
1072-0 |
843-0 |
229-0 |
21.4% |
19-5 |
1.8% |
99% |
False |
False |
72,997 |
| 60 |
1072-0 |
838-4 |
233-4 |
21.8% |
20-0 |
1.9% |
99% |
False |
False |
64,006 |
| 80 |
1072-0 |
838-4 |
233-4 |
21.8% |
21-1 |
2.0% |
99% |
False |
False |
52,408 |
| 100 |
1072-0 |
787-4 |
284-4 |
26.6% |
20-6 |
1.9% |
99% |
False |
False |
42,972 |
| 120 |
1072-0 |
787-4 |
284-4 |
26.6% |
20-6 |
1.9% |
99% |
False |
False |
36,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1151-6 |
|
2.618 |
1120-6 |
|
1.618 |
1101-6 |
|
1.000 |
1090-0 |
|
0.618 |
1082-6 |
|
HIGH |
1071-0 |
|
0.618 |
1063-6 |
|
0.500 |
1061-4 |
|
0.382 |
1059-2 |
|
LOW |
1052-0 |
|
0.618 |
1040-2 |
|
1.000 |
1033-0 |
|
1.618 |
1021-2 |
|
2.618 |
1002-2 |
|
4.250 |
971-2 |
|
|
| Fisher Pivots for day following 30-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1067-1 |
1056-4 |
| PP |
1064-3 |
1043-0 |
| S1 |
1061-4 |
1029-4 |
|