CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 14-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
999-0 |
1023-0 |
24-0 |
2.4% |
998-0 |
| High |
1016-0 |
1036-4 |
20-4 |
2.0% |
1024-0 |
| Low |
996-4 |
1020-4 |
24-0 |
2.4% |
985-4 |
| Close |
1015-6 |
1030-2 |
14-4 |
1.4% |
1002-0 |
| Range |
19-4 |
16-0 |
-3-4 |
-17.9% |
38-4 |
| ATR |
22-1 |
22-0 |
-0-1 |
-0.5% |
0-0 |
| Volume |
55,556 |
35,743 |
-19,813 |
-35.7% |
203,636 |
|
| Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1077-1 |
1069-5 |
1039-0 |
|
| R3 |
1061-1 |
1053-5 |
1034-5 |
|
| R2 |
1045-1 |
1045-1 |
1033-1 |
|
| R1 |
1037-5 |
1037-5 |
1031-6 |
1041-3 |
| PP |
1029-1 |
1029-1 |
1029-1 |
1031-0 |
| S1 |
1021-5 |
1021-5 |
1028-6 |
1025-3 |
| S2 |
1013-1 |
1013-1 |
1027-3 |
|
| S3 |
997-1 |
1005-5 |
1025-7 |
|
| S4 |
981-1 |
989-5 |
1021-4 |
|
|
| 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 |
1036-4 |
987-0 |
49-4 |
4.8% |
18-2 |
1.8% |
87% |
True |
False |
50,534 |
| 10 |
1036-4 |
928-0 |
108-4 |
10.5% |
17-1 |
1.7% |
94% |
True |
False |
43,311 |
| 20 |
1036-4 |
896-0 |
140-4 |
13.6% |
16-1 |
1.6% |
96% |
True |
False |
35,790 |
| 40 |
1036-4 |
842-0 |
194-4 |
18.9% |
17-5 |
1.7% |
97% |
True |
False |
28,203 |
| 60 |
1054-4 |
842-0 |
212-4 |
20.6% |
19-1 |
1.9% |
89% |
False |
False |
25,209 |
| 80 |
1059-0 |
842-0 |
217-0 |
21.1% |
20-1 |
1.9% |
87% |
False |
False |
21,382 |
| 100 |
1059-0 |
797-0 |
262-0 |
25.4% |
20-0 |
1.9% |
89% |
False |
False |
18,309 |
| 120 |
1059-0 |
797-0 |
262-0 |
25.4% |
21-1 |
2.0% |
89% |
False |
False |
16,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1104-4 |
|
2.618 |
1078-3 |
|
1.618 |
1062-3 |
|
1.000 |
1052-4 |
|
0.618 |
1046-3 |
|
HIGH |
1036-4 |
|
0.618 |
1030-3 |
|
0.500 |
1028-4 |
|
0.382 |
1026-5 |
|
LOW |
1020-4 |
|
0.618 |
1010-5 |
|
1.000 |
1004-4 |
|
1.618 |
994-5 |
|
2.618 |
978-5 |
|
4.250 |
952-4 |
|
|
| Fisher Pivots for day following 14-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1029-5 |
1025-5 |
| PP |
1029-1 |
1021-1 |
| S1 |
1028-4 |
1016-4 |
|