CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 28-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
985-0 |
1008-0 |
23-0 |
2.3% |
1021-0 |
| High |
1022-4 |
1010-0 |
-12-4 |
-1.2% |
1057-0 |
| Low |
983-0 |
982-4 |
-0-4 |
-0.1% |
1010-0 |
| Close |
997-0 |
983-0 |
-14-0 |
-1.4% |
1034-0 |
| Range |
39-4 |
27-4 |
-12-0 |
-30.4% |
47-0 |
| ATR |
23-6 |
24-0 |
0-2 |
1.1% |
0-0 |
| Volume |
87,536 |
122,929 |
35,393 |
40.4% |
434,668 |
|
| Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1074-3 |
1056-1 |
998-1 |
|
| R3 |
1046-7 |
1028-5 |
990-4 |
|
| R2 |
1019-3 |
1019-3 |
988-0 |
|
| R1 |
1001-1 |
1001-1 |
985-4 |
996-4 |
| PP |
991-7 |
991-7 |
991-7 |
989-4 |
| S1 |
973-5 |
973-5 |
980-4 |
969-0 |
| S2 |
964-3 |
964-3 |
978-0 |
|
| S3 |
936-7 |
946-1 |
975-4 |
|
| S4 |
909-3 |
918-5 |
967-7 |
|
|
| 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 |
982-4 |
74-4 |
7.6% |
24-0 |
2.4% |
1% |
False |
True |
95,546 |
| 10 |
1063-0 |
982-4 |
80-4 |
8.2% |
21-3 |
2.2% |
1% |
False |
True |
83,317 |
| 20 |
1063-0 |
928-0 |
135-0 |
13.7% |
19-2 |
2.0% |
41% |
False |
False |
63,314 |
| 40 |
1063-0 |
843-0 |
220-0 |
22.4% |
18-1 |
1.8% |
64% |
False |
False |
44,199 |
| 60 |
1063-0 |
842-0 |
221-0 |
22.5% |
18-5 |
1.9% |
64% |
False |
False |
35,892 |
| 80 |
1063-0 |
842-0 |
221-0 |
22.5% |
20-1 |
2.0% |
64% |
False |
False |
31,052 |
| 100 |
1063-0 |
797-0 |
266-0 |
27.1% |
20-1 |
2.0% |
70% |
False |
False |
26,183 |
| 120 |
1063-0 |
797-0 |
266-0 |
27.1% |
20-4 |
2.1% |
70% |
False |
False |
22,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1126-7 |
|
2.618 |
1082-0 |
|
1.618 |
1054-4 |
|
1.000 |
1037-4 |
|
0.618 |
1027-0 |
|
HIGH |
1010-0 |
|
0.618 |
999-4 |
|
0.500 |
996-2 |
|
0.382 |
993-0 |
|
LOW |
982-4 |
|
0.618 |
965-4 |
|
1.000 |
955-0 |
|
1.618 |
938-0 |
|
2.618 |
910-4 |
|
4.250 |
865-5 |
|
|
| Fisher Pivots for day following 28-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
996-2 |
1011-4 |
| PP |
991-7 |
1002-0 |
| S1 |
987-3 |
992-4 |
|