CME Pit-Traded Soybean Future May 2009
Trading Metrics calculated at close of trading on 06-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
Open |
1115-4 |
1135-0 |
19-4 |
1.7% |
995-0 |
High |
1116-0 |
1135-0 |
19-0 |
1.7% |
1102-0 |
Low |
1115-4 |
1135-0 |
19-4 |
1.7% |
988-0 |
Close |
1116-0 |
1135-0 |
19-0 |
1.7% |
1102-0 |
Range |
0-4 |
0-0 |
-0-4 |
-100.0% |
114-0 |
ATR |
25-6 |
25-2 |
-0-4 |
-1.9% |
0-0 |
Volume |
3,327 |
2,635 |
-692 |
-20.8% |
156,667 |
|
Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1135-0 |
1135-0 |
1135-0 |
|
R3 |
1135-0 |
1135-0 |
1135-0 |
|
R2 |
1135-0 |
1135-0 |
1135-0 |
|
R1 |
1135-0 |
1135-0 |
1135-0 |
1135-0 |
PP |
1135-0 |
1135-0 |
1135-0 |
1135-0 |
S1 |
1135-0 |
1135-0 |
1135-0 |
1135-0 |
S2 |
1135-0 |
1135-0 |
1135-0 |
|
S3 |
1135-0 |
1135-0 |
1135-0 |
|
S4 |
1135-0 |
1135-0 |
1135-0 |
|
|
Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1406-0 |
1368-0 |
1164-6 |
|
R3 |
1292-0 |
1254-0 |
1133-3 |
|
R2 |
1178-0 |
1178-0 |
1122-7 |
|
R1 |
1140-0 |
1140-0 |
1112-4 |
1159-0 |
PP |
1064-0 |
1064-0 |
1064-0 |
1073-4 |
S1 |
1026-0 |
1026-0 |
1091-4 |
1045-0 |
S2 |
950-0 |
950-0 |
1081-1 |
|
S3 |
836-0 |
912-0 |
1070-5 |
|
S4 |
722-0 |
798-0 |
1039-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1135-0 |
1052-0 |
83-0 |
7.3% |
15-2 |
1.3% |
100% |
True |
False |
13,695 |
10 |
1135-0 |
988-0 |
147-0 |
13.0% |
21-5 |
1.9% |
100% |
True |
False |
25,105 |
20 |
1135-0 |
988-0 |
147-0 |
13.0% |
21-0 |
1.9% |
100% |
True |
False |
58,617 |
40 |
1135-0 |
857-0 |
278-0 |
24.5% |
19-4 |
1.7% |
100% |
True |
False |
66,587 |
60 |
1135-0 |
838-4 |
296-4 |
26.1% |
19-4 |
1.7% |
100% |
True |
False |
62,591 |
80 |
1135-0 |
838-4 |
296-4 |
26.1% |
21-0 |
1.9% |
100% |
True |
False |
52,458 |
100 |
1135-0 |
827-0 |
308-0 |
27.1% |
20-5 |
1.8% |
100% |
True |
False |
43,091 |
120 |
1135-0 |
787-4 |
347-4 |
30.6% |
20-2 |
1.8% |
100% |
True |
False |
36,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1135-0 |
2.618 |
1135-0 |
1.618 |
1135-0 |
1.000 |
1135-0 |
0.618 |
1135-0 |
HIGH |
1135-0 |
0.618 |
1135-0 |
0.500 |
1135-0 |
0.382 |
1135-0 |
LOW |
1135-0 |
0.618 |
1135-0 |
1.000 |
1135-0 |
1.618 |
1135-0 |
2.618 |
1135-0 |
4.250 |
1135-0 |
|
|
Fisher Pivots for day following 06-May-2009 |
Pivot |
1 day |
3 day |
R1 |
1135-0 |
1129-1 |
PP |
1135-0 |
1123-3 |
S1 |
1135-0 |
1117-4 |
|