CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 20-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1060-0 |
1021-0 |
-39-0 |
-3.7% |
999-0 |
| High |
1063-0 |
1025-4 |
-37-4 |
-3.5% |
1063-0 |
| Low |
1039-0 |
1010-0 |
-29-0 |
-2.8% |
996-4 |
| Close |
1041-4 |
1011-4 |
-30-0 |
-2.9% |
1041-4 |
| Range |
24-0 |
15-4 |
-8-4 |
-35.4% |
66-4 |
| ATR |
21-5 |
22-3 |
0-6 |
3.3% |
0-0 |
| Volume |
70,045 |
88,131 |
18,086 |
25.8% |
279,343 |
|
| Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1062-1 |
1052-3 |
1020-0 |
|
| R3 |
1046-5 |
1036-7 |
1015-6 |
|
| R2 |
1031-1 |
1031-1 |
1014-3 |
|
| R1 |
1021-3 |
1021-3 |
1012-7 |
1018-4 |
| PP |
1015-5 |
1015-5 |
1015-5 |
1014-2 |
| S1 |
1005-7 |
1005-7 |
1010-1 |
1003-0 |
| S2 |
1000-1 |
1000-1 |
1008-5 |
|
| S3 |
984-5 |
990-3 |
1007-2 |
|
| S4 |
969-1 |
974-7 |
1003-0 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1233-1 |
1203-7 |
1078-1 |
|
| R3 |
1166-5 |
1137-3 |
1059-6 |
|
| R2 |
1100-1 |
1100-1 |
1053-6 |
|
| R1 |
1070-7 |
1070-7 |
1047-5 |
1085-4 |
| PP |
1033-5 |
1033-5 |
1033-5 |
1041-0 |
| S1 |
1004-3 |
1004-3 |
1035-3 |
1019-0 |
| S2 |
967-1 |
967-1 |
1029-2 |
|
| S3 |
900-5 |
937-7 |
1023-2 |
|
| S4 |
834-1 |
871-3 |
1004-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1063-0 |
1010-0 |
53-0 |
5.2% |
17-0 |
1.7% |
3% |
False |
True |
62,383 |
| 10 |
1063-0 |
985-4 |
77-4 |
7.7% |
17-3 |
1.7% |
34% |
False |
False |
57,111 |
| 20 |
1063-0 |
896-0 |
167-0 |
16.5% |
16-7 |
1.7% |
69% |
False |
False |
43,946 |
| 40 |
1063-0 |
842-0 |
221-0 |
21.8% |
17-2 |
1.7% |
77% |
False |
False |
33,099 |
| 60 |
1063-0 |
842-0 |
221-0 |
21.8% |
18-3 |
1.8% |
77% |
False |
False |
28,510 |
| 80 |
1063-0 |
842-0 |
221-0 |
21.8% |
20-2 |
2.0% |
77% |
False |
False |
24,545 |
| 100 |
1063-0 |
797-0 |
266-0 |
26.3% |
19-7 |
2.0% |
81% |
False |
False |
20,898 |
| 120 |
1063-0 |
797-0 |
266-0 |
26.3% |
20-7 |
2.1% |
81% |
False |
False |
18,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1091-3 |
|
2.618 |
1066-1 |
|
1.618 |
1050-5 |
|
1.000 |
1041-0 |
|
0.618 |
1035-1 |
|
HIGH |
1025-4 |
|
0.618 |
1019-5 |
|
0.500 |
1017-6 |
|
0.382 |
1015-7 |
|
LOW |
1010-0 |
|
0.618 |
1000-3 |
|
1.000 |
994-4 |
|
1.618 |
984-7 |
|
2.618 |
969-3 |
|
4.250 |
944-1 |
|
|
| Fisher Pivots for day following 20-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1017-6 |
1036-4 |
| PP |
1015-5 |
1028-1 |
| S1 |
1013-5 |
1019-7 |
|