CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 30-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1001-0 |
1042-0 |
41-0 |
4.1% |
1021-0 |
| High |
1026-4 |
1058-0 |
31-4 |
3.1% |
1057-0 |
| Low |
994-0 |
1041-4 |
47-4 |
4.8% |
1010-0 |
| Close |
1025-0 |
1055-0 |
30-0 |
2.9% |
1034-0 |
| Range |
32-4 |
16-4 |
-16-0 |
-49.2% |
47-0 |
| ATR |
25-3 |
25-7 |
0-4 |
2.1% |
0-0 |
| Volume |
108,767 |
103,535 |
-5,232 |
-4.8% |
434,668 |
|
| Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1101-0 |
1094-4 |
1064-1 |
|
| R3 |
1084-4 |
1078-0 |
1059-4 |
|
| R2 |
1068-0 |
1068-0 |
1058-0 |
|
| R1 |
1061-4 |
1061-4 |
1056-4 |
1064-6 |
| PP |
1051-4 |
1051-4 |
1051-4 |
1053-1 |
| S1 |
1045-0 |
1045-0 |
1053-4 |
1048-2 |
| S2 |
1035-0 |
1035-0 |
1052-0 |
|
| S3 |
1018-4 |
1028-4 |
1050-4 |
|
| S4 |
1002-0 |
1012-0 |
1045-7 |
|
|
| 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 |
1058-0 |
982-4 |
75-4 |
7.2% |
26-1 |
2.5% |
96% |
True |
False |
103,988 |
| 10 |
1063-0 |
982-4 |
80-4 |
7.6% |
23-2 |
2.2% |
90% |
False |
False |
92,748 |
| 20 |
1063-0 |
974-4 |
88-4 |
8.4% |
20-0 |
1.9% |
91% |
False |
False |
70,474 |
| 40 |
1063-0 |
845-0 |
218-0 |
20.7% |
18-6 |
1.8% |
96% |
False |
False |
48,034 |
| 60 |
1063-0 |
842-0 |
221-0 |
20.9% |
18-7 |
1.8% |
96% |
False |
False |
38,947 |
| 80 |
1063-0 |
842-0 |
221-0 |
20.9% |
20-2 |
1.9% |
96% |
False |
False |
33,527 |
| 100 |
1063-0 |
797-0 |
266-0 |
25.2% |
20-2 |
1.9% |
97% |
False |
False |
28,189 |
| 120 |
1063-0 |
797-0 |
266-0 |
25.2% |
20-2 |
1.9% |
97% |
False |
False |
24,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1128-1 |
|
2.618 |
1101-2 |
|
1.618 |
1084-6 |
|
1.000 |
1074-4 |
|
0.618 |
1068-2 |
|
HIGH |
1058-0 |
|
0.618 |
1051-6 |
|
0.500 |
1049-6 |
|
0.382 |
1047-6 |
|
LOW |
1041-4 |
|
0.618 |
1031-2 |
|
1.000 |
1025-0 |
|
1.618 |
1014-6 |
|
2.618 |
998-2 |
|
4.250 |
971-3 |
|
|
| Fisher Pivots for day following 30-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1053-2 |
1043-3 |
| PP |
1051-4 |
1031-7 |
| S1 |
1049-6 |
1020-2 |
|