CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1094-0 |
1120-0 |
26-0 |
2.4% |
1115-0 |
| High |
1116-0 |
1120-0 |
4-0 |
0.4% |
1126-4 |
| Low |
1093-0 |
1103-0 |
10-0 |
0.9% |
1088-0 |
| Close |
1116-0 |
1117-4 |
1-4 |
0.1% |
1111-4 |
| Range |
23-0 |
17-0 |
-6-0 |
-26.1% |
38-4 |
| ATR |
25-0 |
24-3 |
-0-5 |
-2.3% |
0-0 |
| Volume |
70,559 |
63,862 |
-6,697 |
-9.5% |
496,411 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1164-4 |
1158-0 |
1126-7 |
|
| R3 |
1147-4 |
1141-0 |
1122-1 |
|
| R2 |
1130-4 |
1130-4 |
1120-5 |
|
| R1 |
1124-0 |
1124-0 |
1119-0 |
1118-6 |
| PP |
1113-4 |
1113-4 |
1113-4 |
1110-7 |
| S1 |
1107-0 |
1107-0 |
1116-0 |
1101-6 |
| S2 |
1096-4 |
1096-4 |
1114-3 |
|
| S3 |
1079-4 |
1090-0 |
1112-7 |
|
| S4 |
1062-4 |
1073-0 |
1108-1 |
|
|
| 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 |
1093-0 |
33-4 |
3.0% |
19-3 |
1.7% |
73% |
False |
False |
83,768 |
| 10 |
1126-4 |
994-0 |
132-4 |
11.9% |
23-2 |
2.1% |
93% |
False |
False |
97,582 |
| 20 |
1126-4 |
982-4 |
144-0 |
12.9% |
22-2 |
2.0% |
94% |
False |
False |
90,450 |
| 40 |
1126-4 |
896-0 |
230-4 |
20.6% |
19-2 |
1.7% |
96% |
False |
False |
63,120 |
| 60 |
1126-4 |
842-0 |
284-4 |
25.5% |
19-2 |
1.7% |
97% |
False |
False |
48,952 |
| 80 |
1126-4 |
842-0 |
284-4 |
25.5% |
19-7 |
1.8% |
97% |
False |
False |
41,519 |
| 100 |
1126-4 |
842-0 |
284-4 |
25.5% |
20-4 |
1.8% |
97% |
False |
False |
35,195 |
| 120 |
1126-4 |
797-0 |
329-4 |
29.5% |
20-3 |
1.8% |
97% |
False |
False |
30,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1192-2 |
|
2.618 |
1164-4 |
|
1.618 |
1147-4 |
|
1.000 |
1137-0 |
|
0.618 |
1130-4 |
|
HIGH |
1120-0 |
|
0.618 |
1113-4 |
|
0.500 |
1111-4 |
|
0.382 |
1109-4 |
|
LOW |
1103-0 |
|
0.618 |
1092-4 |
|
1.000 |
1086-0 |
|
1.618 |
1075-4 |
|
2.618 |
1058-4 |
|
4.250 |
1030-6 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1115-4 |
1113-7 |
| PP |
1113-4 |
1110-1 |
| S1 |
1111-4 |
1106-4 |
|