CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 27-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1032-0 |
985-0 |
-47-0 |
-4.6% |
1021-0 |
| High |
1040-4 |
1022-4 |
-18-0 |
-1.7% |
1057-0 |
| Low |
1026-0 |
983-0 |
-43-0 |
-4.2% |
1010-0 |
| Close |
1034-0 |
997-0 |
-37-0 |
-3.6% |
1034-0 |
| Range |
14-4 |
39-4 |
25-0 |
172.4% |
47-0 |
| ATR |
21-5 |
23-6 |
2-1 |
9.7% |
0-0 |
| Volume |
97,177 |
87,536 |
-9,641 |
-9.9% |
434,668 |
|
| Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1119-3 |
1097-5 |
1018-6 |
|
| R3 |
1079-7 |
1058-1 |
1007-7 |
|
| R2 |
1040-3 |
1040-3 |
1004-2 |
|
| R1 |
1018-5 |
1018-5 |
1000-5 |
1029-4 |
| PP |
1000-7 |
1000-7 |
1000-7 |
1006-2 |
| S1 |
979-1 |
979-1 |
993-3 |
990-0 |
| S2 |
961-3 |
961-3 |
989-6 |
|
| S3 |
921-7 |
939-5 |
986-1 |
|
| S4 |
882-3 |
900-1 |
975-2 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1174-5 |
1151-3 |
1059-7 |
|
| R3 |
1127-5 |
1104-3 |
1046-7 |
|
| R2 |
1080-5 |
1080-5 |
1042-5 |
|
| R1 |
1057-3 |
1057-3 |
1038-2 |
1069-0 |
| PP |
1033-5 |
1033-5 |
1033-5 |
1039-4 |
| S1 |
1010-3 |
1010-3 |
1029-6 |
1022-0 |
| S2 |
986-5 |
986-5 |
1025-3 |
|
| S3 |
939-5 |
963-3 |
1021-1 |
|
| S4 |
892-5 |
916-3 |
1008-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1057-0 |
983-0 |
74-0 |
7.4% |
23-3 |
2.3% |
19% |
False |
True |
86,814 |
| 10 |
1063-0 |
983-0 |
80-0 |
8.0% |
20-2 |
2.0% |
18% |
False |
True |
74,599 |
| 20 |
1063-0 |
896-0 |
167-0 |
16.8% |
18-4 |
1.9% |
60% |
False |
False |
58,333 |
| 40 |
1063-0 |
842-0 |
221-0 |
22.2% |
17-6 |
1.8% |
70% |
False |
False |
41,691 |
| 60 |
1063-0 |
842-0 |
221-0 |
22.2% |
18-4 |
1.9% |
70% |
False |
False |
33,990 |
| 80 |
1063-0 |
842-0 |
221-0 |
22.2% |
20-1 |
2.0% |
70% |
False |
False |
29,614 |
| 100 |
1063-0 |
797-0 |
266-0 |
26.7% |
20-1 |
2.0% |
75% |
False |
False |
25,031 |
| 120 |
1063-0 |
797-0 |
266-0 |
26.7% |
20-3 |
2.0% |
75% |
False |
False |
21,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1190-3 |
|
2.618 |
1125-7 |
|
1.618 |
1086-3 |
|
1.000 |
1062-0 |
|
0.618 |
1046-7 |
|
HIGH |
1022-4 |
|
0.618 |
1007-3 |
|
0.500 |
1002-6 |
|
0.382 |
998-1 |
|
LOW |
983-0 |
|
0.618 |
958-5 |
|
1.000 |
943-4 |
|
1.618 |
919-1 |
|
2.618 |
879-5 |
|
4.250 |
815-1 |
|
|
| Fisher Pivots for day following 27-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1002-6 |
1020-0 |
| PP |
1000-7 |
1012-3 |
| S1 |
998-7 |
1004-5 |
|