CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 23-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1041-0 |
1050-0 |
9-0 |
0.9% |
999-0 |
High |
1044-0 |
1057-0 |
13-0 |
1.2% |
1063-0 |
Low |
1032-4 |
1030-0 |
-2-4 |
-0.2% |
996-4 |
Close |
1039-0 |
1032-0 |
-7-0 |
-0.7% |
1041-4 |
Range |
11-4 |
27-0 |
15-4 |
134.8% |
66-4 |
ATR |
21-6 |
22-1 |
0-3 |
1.7% |
0-0 |
Volume |
93,604 |
76,487 |
-17,117 |
-18.3% |
279,343 |
|
Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1120-5 |
1103-3 |
1046-7 |
|
R3 |
1093-5 |
1076-3 |
1039-3 |
|
R2 |
1066-5 |
1066-5 |
1037-0 |
|
R1 |
1049-3 |
1049-3 |
1034-4 |
1044-4 |
PP |
1039-5 |
1039-5 |
1039-5 |
1037-2 |
S1 |
1022-3 |
1022-3 |
1029-4 |
1017-4 |
S2 |
1012-5 |
1012-5 |
1027-0 |
|
S3 |
985-5 |
995-3 |
1024-5 |
|
S4 |
958-5 |
968-3 |
1017-1 |
|
|
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% |
20-4 |
2.0% |
42% |
False |
False |
81,507 |
10 |
1063-0 |
996-4 |
66-4 |
6.4% |
19-1 |
1.9% |
53% |
False |
False |
67,536 |
20 |
1063-0 |
896-0 |
167-0 |
16.2% |
17-1 |
1.7% |
81% |
False |
False |
52,415 |
40 |
1063-0 |
842-0 |
221-0 |
21.4% |
17-6 |
1.7% |
86% |
False |
False |
38,025 |
60 |
1063-0 |
842-0 |
221-0 |
21.4% |
18-1 |
1.8% |
86% |
False |
False |
31,515 |
80 |
1063-0 |
842-0 |
221-0 |
21.4% |
20-1 |
2.0% |
86% |
False |
False |
27,519 |
100 |
1063-0 |
797-0 |
266-0 |
25.8% |
19-7 |
1.9% |
88% |
False |
False |
23,244 |
120 |
1063-0 |
797-0 |
266-0 |
25.8% |
20-2 |
2.0% |
88% |
False |
False |
20,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1171-6 |
2.618 |
1127-5 |
1.618 |
1100-5 |
1.000 |
1084-0 |
0.618 |
1073-5 |
HIGH |
1057-0 |
0.618 |
1046-5 |
0.500 |
1043-4 |
0.382 |
1040-3 |
LOW |
1030-0 |
0.618 |
1013-3 |
1.000 |
1003-0 |
1.618 |
986-3 |
2.618 |
959-3 |
4.250 |
915-2 |
|
|
Fisher Pivots for day following 23-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1043-4 |
1035-0 |
PP |
1039-5 |
1034-0 |
S1 |
1035-7 |
1033-0 |
|