CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 20-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
Open |
1157-0 |
1183-0 |
26-0 |
2.2% |
1094-0 |
High |
1169-4 |
1187-4 |
18-0 |
1.5% |
1151-4 |
Low |
1157-0 |
1161-4 |
4-4 |
0.4% |
1093-0 |
Close |
1162-0 |
1169-0 |
7-0 |
0.6% |
1130-4 |
Range |
12-4 |
26-0 |
13-4 |
108.0% |
58-4 |
ATR |
24-0 |
24-1 |
0-1 |
0.6% |
0-0 |
Volume |
70,539 |
84,935 |
14,396 |
20.4% |
406,623 |
|
Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1250-5 |
1235-7 |
1183-2 |
|
R3 |
1224-5 |
1209-7 |
1176-1 |
|
R2 |
1198-5 |
1198-5 |
1173-6 |
|
R1 |
1183-7 |
1183-7 |
1171-3 |
1178-2 |
PP |
1172-5 |
1172-5 |
1172-5 |
1169-7 |
S1 |
1157-7 |
1157-7 |
1166-5 |
1152-2 |
S2 |
1146-5 |
1146-5 |
1164-2 |
|
S3 |
1120-5 |
1131-7 |
1161-7 |
|
S4 |
1094-5 |
1105-7 |
1154-6 |
|
|
Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1300-4 |
1274-0 |
1162-5 |
|
R3 |
1242-0 |
1215-4 |
1146-5 |
|
R2 |
1183-4 |
1183-4 |
1141-2 |
|
R1 |
1157-0 |
1157-0 |
1135-7 |
1170-2 |
PP |
1125-0 |
1125-0 |
1125-0 |
1131-5 |
S1 |
1098-4 |
1098-4 |
1125-1 |
1111-6 |
S2 |
1066-4 |
1066-4 |
1119-6 |
|
S3 |
1008-0 |
1040-0 |
1114-3 |
|
S4 |
949-4 |
981-4 |
1098-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1187-4 |
1125-0 |
62-4 |
5.3% |
21-6 |
1.9% |
70% |
True |
False |
84,961 |
10 |
1187-4 |
1093-0 |
94-4 |
8.1% |
21-3 |
1.8% |
80% |
True |
False |
82,703 |
20 |
1187-4 |
982-4 |
205-0 |
17.5% |
23-5 |
2.0% |
91% |
True |
False |
93,386 |
40 |
1187-4 |
896-0 |
291-4 |
24.9% |
20-1 |
1.7% |
94% |
True |
False |
71,632 |
60 |
1187-4 |
842-0 |
345-4 |
29.6% |
19-4 |
1.7% |
95% |
True |
False |
55,405 |
80 |
1187-4 |
842-0 |
345-4 |
29.6% |
19-3 |
1.7% |
95% |
True |
False |
46,253 |
100 |
1187-4 |
842-0 |
345-4 |
29.6% |
21-0 |
1.8% |
95% |
True |
False |
39,959 |
120 |
1187-4 |
797-0 |
390-4 |
33.4% |
20-3 |
1.7% |
95% |
True |
False |
34,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1298-0 |
2.618 |
1255-5 |
1.618 |
1229-5 |
1.000 |
1213-4 |
0.618 |
1203-5 |
HIGH |
1187-4 |
0.618 |
1177-5 |
0.500 |
1174-4 |
0.382 |
1171-3 |
LOW |
1161-4 |
0.618 |
1145-3 |
1.000 |
1135-4 |
1.618 |
1119-3 |
2.618 |
1093-3 |
4.250 |
1051-0 |
|
|
Fisher Pivots for day following 20-May-2009 |
Pivot |
1 day |
3 day |
R1 |
1174-4 |
1165-1 |
PP |
1172-5 |
1161-1 |
S1 |
1170-7 |
1157-2 |
|