CME Pit-Traded Soybean Future May 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1135-0 |
1152-0 |
17-0 |
1.5% |
1125-0 |
| High |
1139-0 |
1152-0 |
13-0 |
1.1% |
1141-0 |
| Low |
1122-0 |
1135-0 |
13-0 |
1.2% |
1100-0 |
| Close |
1137-4 |
1150-0 |
12-4 |
1.1% |
1134-0 |
| Range |
17-0 |
17-0 |
0-0 |
0.0% |
41-0 |
| ATR |
25-1 |
24-4 |
-0-5 |
-2.3% |
0-0 |
| Volume |
1,861 |
793 |
-1,068 |
-57.4% |
15,123 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1196-5 |
1190-3 |
1159-3 |
|
| R3 |
1179-5 |
1173-3 |
1154-5 |
|
| R2 |
1162-5 |
1162-5 |
1153-1 |
|
| R1 |
1156-3 |
1156-3 |
1151-4 |
1151-0 |
| PP |
1145-5 |
1145-5 |
1145-5 |
1143-0 |
| S1 |
1139-3 |
1139-3 |
1148-4 |
1134-0 |
| S2 |
1128-5 |
1128-5 |
1146-7 |
|
| S3 |
1111-5 |
1122-3 |
1145-3 |
|
| S4 |
1094-5 |
1105-3 |
1140-5 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1248-0 |
1232-0 |
1156-4 |
|
| R3 |
1207-0 |
1191-0 |
1145-2 |
|
| R2 |
1166-0 |
1166-0 |
1141-4 |
|
| R1 |
1150-0 |
1150-0 |
1137-6 |
1158-0 |
| PP |
1125-0 |
1125-0 |
1125-0 |
1129-0 |
| S1 |
1109-0 |
1109-0 |
1130-2 |
1117-0 |
| S2 |
1084-0 |
1084-0 |
1126-4 |
|
| S3 |
1043-0 |
1068-0 |
1122-6 |
|
| S4 |
1002-0 |
1027-0 |
1111-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1170-0 |
1116-0 |
54-0 |
4.7% |
22-0 |
1.9% |
63% |
False |
False |
1,716 |
| 10 |
1170-0 |
1052-0 |
118-0 |
10.3% |
18-5 |
1.6% |
83% |
False |
False |
7,706 |
| 20 |
1170-0 |
988-0 |
182-0 |
15.8% |
20-6 |
1.8% |
89% |
False |
False |
35,092 |
| 40 |
1170-0 |
897-0 |
273-0 |
23.7% |
19-4 |
1.7% |
93% |
False |
False |
58,320 |
| 60 |
1170-0 |
838-4 |
331-4 |
28.8% |
19-5 |
1.7% |
94% |
False |
False |
60,009 |
| 80 |
1170-0 |
838-4 |
331-4 |
28.8% |
20-6 |
1.8% |
94% |
False |
False |
51,700 |
| 100 |
1170-0 |
838-4 |
331-4 |
28.8% |
20-5 |
1.8% |
94% |
False |
False |
42,872 |
| 120 |
1170-0 |
787-4 |
382-4 |
33.3% |
20-2 |
1.8% |
95% |
False |
False |
36,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1224-2 |
|
2.618 |
1196-4 |
|
1.618 |
1179-4 |
|
1.000 |
1169-0 |
|
0.618 |
1162-4 |
|
HIGH |
1152-0 |
|
0.618 |
1145-4 |
|
0.500 |
1143-4 |
|
0.382 |
1141-4 |
|
LOW |
1135-0 |
|
0.618 |
1124-4 |
|
1.000 |
1118-0 |
|
1.618 |
1107-4 |
|
2.618 |
1090-4 |
|
4.250 |
1062-6 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1147-7 |
1148-5 |
| PP |
1145-5 |
1147-3 |
| S1 |
1143-4 |
1146-0 |
|