CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1113-0 |
1122-0 |
9-0 |
0.8% |
985-0 |
| High |
1119-0 |
1126-4 |
7-4 |
0.7% |
1093-0 |
| Low |
1105-0 |
1095-4 |
-9-4 |
-0.9% |
982-4 |
| Close |
1118-0 |
1102-0 |
-16-0 |
-1.4% |
1091-0 |
| Range |
14-0 |
31-0 |
17-0 |
121.4% |
110-4 |
| ATR |
25-6 |
26-1 |
0-3 |
1.4% |
0-0 |
| Volume |
99,580 |
85,085 |
-14,495 |
-14.6% |
555,458 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1201-0 |
1182-4 |
1119-0 |
|
| R3 |
1170-0 |
1151-4 |
1110-4 |
|
| R2 |
1139-0 |
1139-0 |
1107-5 |
|
| R1 |
1120-4 |
1120-4 |
1104-7 |
1114-2 |
| PP |
1108-0 |
1108-0 |
1108-0 |
1104-7 |
| S1 |
1089-4 |
1089-4 |
1099-1 |
1083-2 |
| S2 |
1077-0 |
1077-0 |
1096-3 |
|
| S3 |
1046-0 |
1058-4 |
1093-4 |
|
| S4 |
1015-0 |
1027-4 |
1085-0 |
|
|
| 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 |
1126-4 |
1055-0 |
71-4 |
6.5% |
26-2 |
2.4% |
66% |
True |
False |
105,869 |
| 10 |
1126-4 |
982-4 |
144-0 |
13.1% |
26-2 |
2.4% |
83% |
True |
False |
104,929 |
| 20 |
1126-4 |
982-4 |
144-0 |
13.1% |
22-5 |
2.1% |
83% |
True |
False |
86,233 |
| 40 |
1126-4 |
865-0 |
261-4 |
23.7% |
19-5 |
1.8% |
91% |
True |
False |
58,637 |
| 60 |
1126-4 |
842-0 |
284-4 |
25.8% |
19-2 |
1.7% |
91% |
True |
False |
45,801 |
| 80 |
1126-4 |
842-0 |
284-4 |
25.8% |
20-3 |
1.8% |
91% |
True |
False |
39,195 |
| 100 |
1126-4 |
842-0 |
284-4 |
25.8% |
20-6 |
1.9% |
91% |
True |
False |
33,102 |
| 120 |
1126-4 |
797-0 |
329-4 |
29.9% |
20-4 |
1.9% |
93% |
True |
False |
28,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1258-2 |
|
2.618 |
1207-5 |
|
1.618 |
1176-5 |
|
1.000 |
1157-4 |
|
0.618 |
1145-5 |
|
HIGH |
1126-4 |
|
0.618 |
1114-5 |
|
0.500 |
1111-0 |
|
0.382 |
1107-3 |
|
LOW |
1095-4 |
|
0.618 |
1076-3 |
|
1.000 |
1064-4 |
|
1.618 |
1045-3 |
|
2.618 |
1014-3 |
|
4.250 |
963-6 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1111-0 |
1109-4 |
| PP |
1108-0 |
1107-0 |
| S1 |
1105-0 |
1104-4 |
|