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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-3
Narrowest range in 154 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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