CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1120-0 |
1129-0 |
9-0 |
0.8% |
1115-0 |
| High |
1120-0 |
1135-6 |
15-6 |
1.4% |
1126-4 |
| Low |
1103-0 |
1114-0 |
11-0 |
1.0% |
1088-0 |
| Close |
1117-4 |
1128-0 |
10-4 |
0.9% |
1111-4 |
| Range |
17-0 |
21-6 |
4-6 |
27.9% |
38-4 |
| ATR |
24-3 |
24-2 |
-0-2 |
-0.8% |
0-0 |
| Volume |
63,862 |
82,962 |
19,100 |
29.9% |
496,411 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1191-1 |
1181-3 |
1140-0 |
|
| R3 |
1169-3 |
1159-5 |
1134-0 |
|
| R2 |
1147-5 |
1147-5 |
1132-0 |
|
| R1 |
1137-7 |
1137-7 |
1130-0 |
1131-7 |
| PP |
1125-7 |
1125-7 |
1125-7 |
1123-0 |
| S1 |
1116-1 |
1116-1 |
1126-0 |
1110-1 |
| S2 |
1104-1 |
1104-1 |
1124-0 |
|
| S3 |
1082-3 |
1094-3 |
1122-0 |
|
| S4 |
1060-5 |
1072-5 |
1116-0 |
|
|
| 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 |
1135-6 |
1093-0 |
42-6 |
3.8% |
21-0 |
1.9% |
82% |
True |
False |
80,444 |
| 10 |
1135-6 |
1041-4 |
94-2 |
8.4% |
22-1 |
2.0% |
92% |
True |
False |
95,002 |
| 20 |
1135-6 |
982-4 |
153-2 |
13.6% |
22-4 |
2.0% |
95% |
True |
False |
91,497 |
| 40 |
1135-6 |
896-0 |
239-6 |
21.3% |
19-2 |
1.7% |
97% |
True |
False |
64,374 |
| 60 |
1135-6 |
842-0 |
293-6 |
26.0% |
19-1 |
1.7% |
97% |
True |
False |
50,110 |
| 80 |
1135-6 |
842-0 |
293-6 |
26.0% |
20-0 |
1.8% |
97% |
True |
False |
42,189 |
| 100 |
1135-6 |
842-0 |
293-6 |
26.0% |
20-4 |
1.8% |
97% |
True |
False |
35,975 |
| 120 |
1135-6 |
797-0 |
338-6 |
30.0% |
20-4 |
1.8% |
98% |
True |
False |
30,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1228-2 |
|
2.618 |
1192-6 |
|
1.618 |
1171-0 |
|
1.000 |
1157-4 |
|
0.618 |
1149-2 |
|
HIGH |
1135-6 |
|
0.618 |
1127-4 |
|
0.500 |
1124-7 |
|
0.382 |
1122-2 |
|
LOW |
1114-0 |
|
0.618 |
1100-4 |
|
1.000 |
1092-2 |
|
1.618 |
1078-6 |
|
2.618 |
1057-0 |
|
4.250 |
1021-4 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1127-0 |
1123-4 |
| PP |
1125-7 |
1118-7 |
| S1 |
1124-7 |
1114-3 |
|