CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 13-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1024-0 |
999-0 |
-25-0 |
-2.4% |
998-0 |
| High |
1024-0 |
1016-0 |
-8-0 |
-0.8% |
1024-0 |
| Low |
1000-4 |
996-4 |
-4-0 |
-0.4% |
985-4 |
| Close |
1002-0 |
1015-6 |
13-6 |
1.4% |
1002-0 |
| Range |
23-4 |
19-4 |
-4-0 |
-17.0% |
38-4 |
| ATR |
22-3 |
22-1 |
-0-2 |
-0.9% |
0-0 |
| Volume |
58,534 |
55,556 |
-2,978 |
-5.1% |
203,636 |
|
| Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1067-7 |
1061-3 |
1026-4 |
|
| R3 |
1048-3 |
1041-7 |
1021-1 |
|
| R2 |
1028-7 |
1028-7 |
1019-3 |
|
| R1 |
1022-3 |
1022-3 |
1017-4 |
1025-5 |
| PP |
1009-3 |
1009-3 |
1009-3 |
1011-0 |
| S1 |
1002-7 |
1002-7 |
1014-0 |
1006-1 |
| S2 |
989-7 |
989-7 |
1012-1 |
|
| S3 |
970-3 |
983-3 |
1010-3 |
|
| S4 |
950-7 |
963-7 |
1005-0 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1119-3 |
1099-1 |
1023-1 |
|
| R3 |
1080-7 |
1060-5 |
1012-5 |
|
| R2 |
1042-3 |
1042-3 |
1009-0 |
|
| R1 |
1022-1 |
1022-1 |
1005-4 |
1032-2 |
| PP |
1003-7 |
1003-7 |
1003-7 |
1008-7 |
| S1 |
983-5 |
983-5 |
998-4 |
993-6 |
| S2 |
965-3 |
965-3 |
995-0 |
|
| S3 |
926-7 |
945-1 |
991-3 |
|
| S4 |
888-3 |
906-5 |
980-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1024-0 |
985-4 |
38-4 |
3.8% |
17-6 |
1.8% |
79% |
False |
False |
51,838 |
| 10 |
1024-0 |
896-0 |
128-0 |
12.6% |
16-6 |
1.6% |
94% |
False |
False |
42,067 |
| 20 |
1024-0 |
881-0 |
143-0 |
14.1% |
16-7 |
1.7% |
94% |
False |
False |
35,227 |
| 40 |
1024-0 |
842-0 |
182-0 |
17.9% |
17-6 |
1.7% |
95% |
False |
False |
27,738 |
| 60 |
1054-4 |
842-0 |
212-4 |
20.9% |
19-5 |
1.9% |
82% |
False |
False |
24,917 |
| 80 |
1059-0 |
842-0 |
217-0 |
21.4% |
20-1 |
2.0% |
80% |
False |
False |
21,065 |
| 100 |
1059-0 |
797-0 |
262-0 |
25.8% |
20-0 |
2.0% |
83% |
False |
False |
17,975 |
| 120 |
1059-0 |
797-0 |
262-0 |
25.8% |
21-1 |
2.1% |
83% |
False |
False |
15,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1098-7 |
|
2.618 |
1067-0 |
|
1.618 |
1047-4 |
|
1.000 |
1035-4 |
|
0.618 |
1028-0 |
|
HIGH |
1016-0 |
|
0.618 |
1008-4 |
|
0.500 |
1006-2 |
|
0.382 |
1004-0 |
|
LOW |
996-4 |
|
0.618 |
984-4 |
|
1.000 |
977-0 |
|
1.618 |
965-0 |
|
2.618 |
945-4 |
|
4.250 |
913-5 |
|
|
| Fisher Pivots for day following 13-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1012-5 |
1012-7 |
| PP |
1009-3 |
1009-7 |
| S1 |
1006-2 |
1007-0 |
|