CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1135-0 |
1141-0 |
6-0 |
0.5% |
995-0 |
| High |
1135-0 |
1141-0 |
6-0 |
0.5% |
1102-0 |
| Low |
1135-0 |
1116-0 |
-19-0 |
-1.7% |
988-0 |
| Close |
1135-0 |
1119-0 |
-16-0 |
-1.4% |
1102-0 |
| Range |
0-0 |
25-0 |
25-0 |
|
114-0 |
| ATR |
25-2 |
25-2 |
0-0 |
-0.1% |
0-0 |
| Volume |
2,635 |
2,105 |
-530 |
-20.1% |
156,667 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1200-3 |
1184-5 |
1132-6 |
|
| R3 |
1175-3 |
1159-5 |
1125-7 |
|
| R2 |
1150-3 |
1150-3 |
1123-5 |
|
| R1 |
1134-5 |
1134-5 |
1121-2 |
1130-0 |
| PP |
1125-3 |
1125-3 |
1125-3 |
1123-0 |
| S1 |
1109-5 |
1109-5 |
1116-6 |
1105-0 |
| S2 |
1100-3 |
1100-3 |
1114-3 |
|
| S3 |
1075-3 |
1084-5 |
1112-1 |
|
| S4 |
1050-3 |
1059-5 |
1105-2 |
|
|
| 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 |
1141-0 |
1070-0 |
71-0 |
6.3% |
16-4 |
1.5% |
69% |
True |
False |
7,285 |
| 10 |
1141-0 |
988-0 |
153-0 |
13.7% |
21-4 |
1.9% |
86% |
True |
False |
21,312 |
| 20 |
1141-0 |
988-0 |
153-0 |
13.7% |
21-4 |
1.9% |
86% |
True |
False |
53,823 |
| 40 |
1141-0 |
857-0 |
284-0 |
25.4% |
19-6 |
1.8% |
92% |
True |
False |
65,095 |
| 60 |
1141-0 |
838-4 |
302-4 |
27.0% |
19-5 |
1.8% |
93% |
True |
False |
62,222 |
| 80 |
1141-0 |
838-4 |
302-4 |
27.0% |
21-1 |
1.9% |
93% |
True |
False |
52,387 |
| 100 |
1141-0 |
838-4 |
302-4 |
27.0% |
20-6 |
1.9% |
93% |
True |
False |
43,037 |
| 120 |
1141-0 |
787-4 |
353-4 |
31.6% |
20-2 |
1.8% |
94% |
True |
False |
36,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1247-2 |
|
2.618 |
1206-4 |
|
1.618 |
1181-4 |
|
1.000 |
1166-0 |
|
0.618 |
1156-4 |
|
HIGH |
1141-0 |
|
0.618 |
1131-4 |
|
0.500 |
1128-4 |
|
0.382 |
1125-4 |
|
LOW |
1116-0 |
|
0.618 |
1100-4 |
|
1.000 |
1091-0 |
|
1.618 |
1075-4 |
|
2.618 |
1050-4 |
|
4.250 |
1009-6 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1128-4 |
1128-2 |
| PP |
1125-3 |
1125-1 |
| S1 |
1122-1 |
1122-1 |
|