CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 15-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1023-0 |
1033-0 |
10-0 |
1.0% |
998-0 |
| High |
1036-4 |
1040-4 |
4-0 |
0.4% |
1024-0 |
| Low |
1020-4 |
1024-0 |
3-4 |
0.3% |
985-4 |
| Close |
1030-2 |
1031-4 |
1-2 |
0.1% |
1002-0 |
| Range |
16-0 |
16-4 |
0-4 |
3.1% |
38-4 |
| ATR |
22-0 |
21-5 |
-0-3 |
-1.8% |
0-0 |
| Volume |
35,743 |
62,023 |
26,280 |
73.5% |
203,636 |
|
| Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1081-4 |
1073-0 |
1040-5 |
|
| R3 |
1065-0 |
1056-4 |
1036-0 |
|
| R2 |
1048-4 |
1048-4 |
1034-4 |
|
| R1 |
1040-0 |
1040-0 |
1033-0 |
1036-0 |
| PP |
1032-0 |
1032-0 |
1032-0 |
1030-0 |
| S1 |
1023-4 |
1023-4 |
1030-0 |
1019-4 |
| S2 |
1015-4 |
1015-4 |
1028-4 |
|
| S3 |
999-0 |
1007-0 |
1027-0 |
|
| S4 |
982-4 |
990-4 |
1022-3 |
|
|
| 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 |
1040-4 |
990-0 |
50-4 |
4.9% |
18-2 |
1.8% |
82% |
True |
False |
53,607 |
| 10 |
1040-4 |
948-0 |
92-4 |
9.0% |
16-3 |
1.6% |
90% |
True |
False |
46,758 |
| 20 |
1040-4 |
896-0 |
144-4 |
14.0% |
16-0 |
1.6% |
94% |
True |
False |
37,251 |
| 40 |
1040-4 |
842-0 |
198-4 |
19.2% |
17-4 |
1.7% |
95% |
True |
False |
29,416 |
| 60 |
1054-4 |
842-0 |
212-4 |
20.6% |
19-1 |
1.9% |
89% |
False |
False |
25,753 |
| 80 |
1059-0 |
842-0 |
217-0 |
21.0% |
20-0 |
1.9% |
87% |
False |
False |
22,095 |
| 100 |
1059-0 |
797-0 |
262-0 |
25.4% |
20-0 |
1.9% |
90% |
False |
False |
18,887 |
| 120 |
1059-0 |
797-0 |
262-0 |
25.4% |
21-0 |
2.0% |
90% |
False |
False |
16,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1110-5 |
|
2.618 |
1083-6 |
|
1.618 |
1067-2 |
|
1.000 |
1057-0 |
|
0.618 |
1050-6 |
|
HIGH |
1040-4 |
|
0.618 |
1034-2 |
|
0.500 |
1032-2 |
|
0.382 |
1030-2 |
|
LOW |
1024-0 |
|
0.618 |
1013-6 |
|
1.000 |
1007-4 |
|
1.618 |
997-2 |
|
2.618 |
980-6 |
|
4.250 |
953-7 |
|
|
| Fisher Pivots for day following 15-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1032-2 |
1027-1 |
| PP |
1032-0 |
1022-7 |
| S1 |
1031-6 |
1018-4 |
|