CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 04-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1055-0 |
1115-0 |
60-0 |
5.7% |
985-0 |
| High |
1093-0 |
1120-0 |
27-0 |
2.5% |
1093-0 |
| Low |
1055-0 |
1088-0 |
33-0 |
3.1% |
982-4 |
| Close |
1091-0 |
1103-4 |
12-4 |
1.1% |
1091-0 |
| Range |
38-0 |
32-0 |
-6-0 |
-15.8% |
110-4 |
| ATR |
26-6 |
27-1 |
0-3 |
1.4% |
0-0 |
| Volume |
132,691 |
103,930 |
-28,761 |
-21.7% |
555,458 |
|
| Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1199-7 |
1183-5 |
1121-1 |
|
| R3 |
1167-7 |
1151-5 |
1112-2 |
|
| R2 |
1135-7 |
1135-7 |
1109-3 |
|
| R1 |
1119-5 |
1119-5 |
1106-3 |
1111-6 |
| PP |
1103-7 |
1103-7 |
1103-7 |
1099-7 |
| S1 |
1087-5 |
1087-5 |
1100-5 |
1079-6 |
| S2 |
1071-7 |
1071-7 |
1097-5 |
|
| S3 |
1039-7 |
1055-5 |
1094-6 |
|
| S4 |
1007-7 |
1023-5 |
1085-7 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1387-0 |
1349-4 |
1151-6 |
|
| R3 |
1276-4 |
1239-0 |
1121-3 |
|
| R2 |
1166-0 |
1166-0 |
1111-2 |
|
| R1 |
1128-4 |
1128-4 |
1101-1 |
1147-2 |
| PP |
1055-4 |
1055-4 |
1055-4 |
1064-7 |
| S1 |
1018-0 |
1018-0 |
1080-7 |
1036-6 |
| S2 |
945-0 |
945-0 |
1070-6 |
|
| S3 |
834-4 |
907-4 |
1060-5 |
|
| S4 |
724-0 |
797-0 |
1030-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1120-0 |
982-4 |
137-4 |
12.5% |
29-2 |
2.7% |
88% |
True |
False |
114,370 |
| 10 |
1120-0 |
982-4 |
137-4 |
12.5% |
26-3 |
2.4% |
88% |
True |
False |
100,592 |
| 20 |
1120-0 |
982-4 |
137-4 |
12.5% |
21-7 |
2.0% |
88% |
True |
False |
78,851 |
| 40 |
1120-0 |
857-0 |
263-0 |
23.8% |
19-6 |
1.8% |
94% |
True |
False |
52,584 |
| 60 |
1120-0 |
842-0 |
278-0 |
25.2% |
19-2 |
1.7% |
94% |
True |
False |
41,928 |
| 80 |
1120-0 |
842-0 |
278-0 |
25.2% |
20-6 |
1.9% |
94% |
True |
False |
36,127 |
| 100 |
1120-0 |
836-0 |
284-0 |
25.7% |
20-5 |
1.9% |
94% |
True |
False |
30,331 |
| 120 |
1120-0 |
797-0 |
323-0 |
29.3% |
20-5 |
1.9% |
95% |
True |
False |
26,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1256-0 |
|
2.618 |
1203-6 |
|
1.618 |
1171-6 |
|
1.000 |
1152-0 |
|
0.618 |
1139-6 |
|
HIGH |
1120-0 |
|
0.618 |
1107-6 |
|
0.500 |
1104-0 |
|
0.382 |
1100-2 |
|
LOW |
1088-0 |
|
0.618 |
1068-2 |
|
1.000 |
1056-0 |
|
1.618 |
1036-2 |
|
2.618 |
1004-2 |
|
4.250 |
952-0 |
|
|
| Fisher Pivots for day following 04-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1104-0 |
1095-7 |
| PP |
1103-7 |
1088-3 |
| S1 |
1103-5 |
1080-6 |
|