CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 11-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
Open |
1107-0 |
1094-0 |
-13-0 |
-1.2% |
1115-0 |
High |
1112-0 |
1116-0 |
4-0 |
0.4% |
1126-4 |
Low |
1100-0 |
1093-0 |
-7-0 |
-0.6% |
1088-0 |
Close |
1111-4 |
1116-0 |
4-4 |
0.4% |
1111-4 |
Range |
12-0 |
23-0 |
11-0 |
91.7% |
38-4 |
ATR |
25-1 |
25-0 |
-0-1 |
-0.6% |
0-0 |
Volume |
99,754 |
70,559 |
-29,195 |
-29.3% |
496,411 |
|
Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1177-3 |
1169-5 |
1128-5 |
|
R3 |
1154-3 |
1146-5 |
1122-3 |
|
R2 |
1131-3 |
1131-3 |
1120-2 |
|
R1 |
1123-5 |
1123-5 |
1118-1 |
1127-4 |
PP |
1108-3 |
1108-3 |
1108-3 |
1110-2 |
S1 |
1100-5 |
1100-5 |
1113-7 |
1104-4 |
S2 |
1085-3 |
1085-3 |
1111-6 |
|
S3 |
1062-3 |
1077-5 |
1109-5 |
|
S4 |
1039-3 |
1054-5 |
1103-3 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1224-1 |
1206-3 |
1132-5 |
|
R3 |
1185-5 |
1167-7 |
1122-1 |
|
R2 |
1147-1 |
1147-1 |
1118-4 |
|
R1 |
1129-3 |
1129-3 |
1115-0 |
1119-0 |
PP |
1108-5 |
1108-5 |
1108-5 |
1103-4 |
S1 |
1090-7 |
1090-7 |
1108-0 |
1080-4 |
S2 |
1070-1 |
1070-1 |
1104-4 |
|
S3 |
1031-5 |
1052-3 |
1100-7 |
|
S4 |
993-1 |
1013-7 |
1090-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1126-4 |
1092-4 |
34-0 |
3.0% |
19-2 |
1.7% |
69% |
False |
False |
92,608 |
10 |
1126-4 |
982-4 |
144-0 |
12.9% |
24-2 |
2.2% |
93% |
False |
False |
103,489 |
20 |
1126-4 |
982-4 |
144-0 |
12.9% |
22-2 |
2.0% |
93% |
False |
False |
89,044 |
40 |
1126-4 |
881-0 |
245-4 |
22.0% |
19-5 |
1.8% |
96% |
False |
False |
62,135 |
60 |
1126-4 |
842-0 |
284-4 |
25.5% |
19-2 |
1.7% |
96% |
False |
False |
48,173 |
80 |
1126-4 |
842-0 |
284-4 |
25.5% |
20-2 |
1.8% |
96% |
False |
False |
40,949 |
100 |
1126-4 |
842-0 |
284-4 |
25.5% |
20-4 |
1.8% |
96% |
False |
False |
34,661 |
120 |
1126-4 |
797-0 |
329-4 |
29.5% |
20-3 |
1.8% |
97% |
False |
False |
29,820 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1213-6 |
2.618 |
1176-2 |
1.618 |
1153-2 |
1.000 |
1139-0 |
0.618 |
1130-2 |
HIGH |
1116-0 |
0.618 |
1107-2 |
0.500 |
1104-4 |
0.382 |
1101-6 |
LOW |
1093-0 |
0.618 |
1078-6 |
1.000 |
1070-0 |
1.618 |
1055-6 |
2.618 |
1032-6 |
4.250 |
995-2 |
|
|
Fisher Pivots for day following 11-May-2009 |
Pivot |
1 day |
3 day |
R1 |
1112-1 |
1113-7 |
PP |
1108-3 |
1111-7 |
S1 |
1104-4 |
1109-6 |
|