CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 22-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1013-0 |
1041-0 |
28-0 |
2.8% |
999-0 |
| High |
1037-4 |
1044-0 |
6-4 |
0.6% |
1063-0 |
| Low |
1013-0 |
1032-4 |
19-4 |
1.9% |
996-4 |
| Close |
1033-0 |
1039-0 |
6-0 |
0.6% |
1041-4 |
| Range |
24-4 |
11-4 |
-13-0 |
-53.1% |
66-4 |
| ATR |
22-5 |
21-6 |
-0-6 |
-3.5% |
0-0 |
| Volume |
79,269 |
93,604 |
14,335 |
18.1% |
279,343 |
|
| Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1073-0 |
1067-4 |
1045-3 |
|
| R3 |
1061-4 |
1056-0 |
1042-1 |
|
| R2 |
1050-0 |
1050-0 |
1041-1 |
|
| R1 |
1044-4 |
1044-4 |
1040-0 |
1041-4 |
| PP |
1038-4 |
1038-4 |
1038-4 |
1037-0 |
| S1 |
1033-0 |
1033-0 |
1038-0 |
1030-0 |
| S2 |
1027-0 |
1027-0 |
1036-7 |
|
| S3 |
1015-4 |
1021-4 |
1035-7 |
|
| S4 |
1004-0 |
1010-0 |
1032-5 |
|
|
| 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 |
5.1% |
17-6 |
1.7% |
55% |
False |
False |
77,405 |
| 10 |
1063-0 |
990-0 |
73-0 |
7.0% |
18-0 |
1.7% |
67% |
False |
False |
65,506 |
| 20 |
1063-0 |
896-0 |
167-0 |
16.1% |
16-5 |
1.6% |
86% |
False |
False |
49,879 |
| 40 |
1063-0 |
842-0 |
221-0 |
21.3% |
17-4 |
1.7% |
89% |
False |
False |
36,415 |
| 60 |
1063-0 |
842-0 |
221-0 |
21.3% |
17-7 |
1.7% |
89% |
False |
False |
30,542 |
| 80 |
1063-0 |
842-0 |
221-0 |
21.3% |
20-2 |
2.0% |
89% |
False |
False |
26,602 |
| 100 |
1063-0 |
797-0 |
266-0 |
25.6% |
19-6 |
1.9% |
91% |
False |
False |
22,520 |
| 120 |
1063-0 |
797-0 |
266-0 |
25.6% |
20-2 |
2.0% |
91% |
False |
False |
19,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1092-7 |
|
2.618 |
1074-1 |
|
1.618 |
1062-5 |
|
1.000 |
1055-4 |
|
0.618 |
1051-1 |
|
HIGH |
1044-0 |
|
0.618 |
1039-5 |
|
0.500 |
1038-2 |
|
0.382 |
1036-7 |
|
LOW |
1032-4 |
|
0.618 |
1025-3 |
|
1.000 |
1021-0 |
|
1.618 |
1013-7 |
|
2.618 |
1002-3 |
|
4.250 |
983-5 |
|
|
| Fisher Pivots for day following 22-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1038-6 |
1035-0 |
| PP |
1038-4 |
1031-0 |
| S1 |
1038-2 |
1027-0 |
|