CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 21-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1183-0 |
1157-0 |
-26-0 |
-2.2% |
1094-0 |
| High |
1187-4 |
1177-0 |
-10-4 |
-0.9% |
1151-4 |
| Low |
1161-4 |
1156-4 |
-5-0 |
-0.4% |
1093-0 |
| Close |
1169-0 |
1175-0 |
6-0 |
0.5% |
1130-4 |
| Range |
26-0 |
20-4 |
-5-4 |
-21.2% |
58-4 |
| ATR |
24-1 |
23-7 |
-0-2 |
-1.1% |
0-0 |
| Volume |
84,935 |
101,894 |
16,959 |
20.0% |
406,623 |
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1231-0 |
1223-4 |
1186-2 |
|
| R3 |
1210-4 |
1203-0 |
1180-5 |
|
| R2 |
1190-0 |
1190-0 |
1178-6 |
|
| R1 |
1182-4 |
1182-4 |
1176-7 |
1186-2 |
| PP |
1169-4 |
1169-4 |
1169-4 |
1171-3 |
| S1 |
1162-0 |
1162-0 |
1173-1 |
1165-6 |
| S2 |
1149-0 |
1149-0 |
1171-2 |
|
| S3 |
1128-4 |
1141-4 |
1169-3 |
|
| S4 |
1108-0 |
1121-0 |
1163-6 |
|
|
| 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% |
21-2 |
1.8% |
80% |
False |
False |
85,996 |
| 10 |
1187-4 |
1093-0 |
94-4 |
8.0% |
20-3 |
1.7% |
87% |
False |
False |
84,384 |
| 20 |
1187-4 |
982-4 |
205-0 |
17.4% |
23-2 |
2.0% |
94% |
False |
False |
94,656 |
| 40 |
1187-4 |
896-0 |
291-4 |
24.8% |
20-2 |
1.7% |
96% |
False |
False |
73,536 |
| 60 |
1187-4 |
842-0 |
345-4 |
29.4% |
19-4 |
1.7% |
96% |
False |
False |
56,902 |
| 80 |
1187-4 |
842-0 |
345-4 |
29.4% |
19-3 |
1.7% |
96% |
False |
False |
47,300 |
| 100 |
1187-4 |
842-0 |
345-4 |
29.4% |
20-6 |
1.8% |
96% |
False |
False |
40,946 |
| 120 |
1187-4 |
797-0 |
390-4 |
33.2% |
20-3 |
1.7% |
97% |
False |
False |
35,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1264-1 |
|
2.618 |
1230-5 |
|
1.618 |
1210-1 |
|
1.000 |
1197-4 |
|
0.618 |
1189-5 |
|
HIGH |
1177-0 |
|
0.618 |
1169-1 |
|
0.500 |
1166-6 |
|
0.382 |
1164-3 |
|
LOW |
1156-4 |
|
0.618 |
1143-7 |
|
1.000 |
1136-0 |
|
1.618 |
1123-3 |
|
2.618 |
1102-7 |
|
4.250 |
1069-3 |
|
|
| Fisher Pivots for day following 21-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1172-2 |
1174-0 |
| PP |
1169-4 |
1173-0 |
| S1 |
1166-6 |
1172-0 |
|