CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 06-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
978-0 |
998-0 |
20-0 |
2.0% |
896-0 |
| High |
997-0 |
999-0 |
2-0 |
0.2% |
997-0 |
| Low |
976-0 |
985-4 |
9-4 |
1.0% |
896-0 |
| Close |
995-2 |
993-4 |
-1-6 |
-0.2% |
995-2 |
| Range |
21-0 |
13-4 |
-7-4 |
-35.7% |
101-0 |
| ATR |
23-7 |
23-1 |
-0-6 |
-3.1% |
0-0 |
| Volume |
39,007 |
42,265 |
3,258 |
8.4% |
161,485 |
|
| Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1033-1 |
1026-7 |
1000-7 |
|
| R3 |
1019-5 |
1013-3 |
997-2 |
|
| R2 |
1006-1 |
1006-1 |
996-0 |
|
| R1 |
999-7 |
999-7 |
994-6 |
996-2 |
| PP |
992-5 |
992-5 |
992-5 |
990-7 |
| S1 |
986-3 |
986-3 |
992-2 |
982-6 |
| S2 |
979-1 |
979-1 |
991-0 |
|
| S3 |
965-5 |
972-7 |
989-6 |
|
| S4 |
952-1 |
959-3 |
986-1 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1265-6 |
1231-4 |
1050-6 |
|
| R3 |
1164-6 |
1130-4 |
1023-0 |
|
| R2 |
1063-6 |
1063-6 |
1013-6 |
|
| R1 |
1029-4 |
1029-4 |
1004-4 |
1046-5 |
| PP |
962-6 |
962-6 |
962-6 |
971-2 |
| S1 |
928-4 |
928-4 |
986-0 |
945-5 |
| S2 |
861-6 |
861-6 |
976-6 |
|
| S3 |
760-6 |
827-4 |
967-4 |
|
| S4 |
659-6 |
726-4 |
939-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
999-0 |
928-0 |
71-0 |
7.1% |
16-0 |
1.6% |
92% |
True |
False |
36,088 |
| 10 |
999-0 |
896-0 |
103-0 |
10.4% |
15-0 |
1.5% |
95% |
True |
False |
32,309 |
| 20 |
999-0 |
857-0 |
142-0 |
14.3% |
17-3 |
1.8% |
96% |
True |
False |
27,472 |
| 40 |
1029-0 |
842-0 |
187-0 |
18.8% |
17-6 |
1.8% |
81% |
False |
False |
23,961 |
| 60 |
1059-0 |
842-0 |
217-0 |
21.8% |
20-1 |
2.0% |
70% |
False |
False |
22,406 |
| 80 |
1059-0 |
842-0 |
217-0 |
21.8% |
20-2 |
2.0% |
70% |
False |
False |
18,643 |
| 100 |
1059-0 |
797-0 |
262-0 |
26.4% |
20-1 |
2.0% |
75% |
False |
False |
15,968 |
| 120 |
1059-0 |
797-0 |
262-0 |
26.4% |
21-5 |
2.2% |
75% |
False |
False |
14,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1056-3 |
|
2.618 |
1034-3 |
|
1.618 |
1020-7 |
|
1.000 |
1012-4 |
|
0.618 |
1007-3 |
|
HIGH |
999-0 |
|
0.618 |
993-7 |
|
0.500 |
992-2 |
|
0.382 |
990-5 |
|
LOW |
985-4 |
|
0.618 |
977-1 |
|
1.000 |
972-0 |
|
1.618 |
963-5 |
|
2.618 |
950-1 |
|
4.250 |
928-1 |
|
|
| Fisher Pivots for day following 06-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
993-1 |
991-2 |
| PP |
992-5 |
989-0 |
| S1 |
992-2 |
986-6 |
|