CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 30-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
915-0 |
942-0 |
27-0 |
3.0% |
906-0 |
High |
933-0 |
950-0 |
17-0 |
1.8% |
938-4 |
Low |
911-0 |
933-0 |
22-0 |
2.4% |
896-0 |
Close |
932-4 |
943-4 |
11-0 |
1.2% |
933-2 |
Range |
22-0 |
17-0 |
-5-0 |
-22.7% |
42-4 |
ATR |
21-5 |
21-3 |
-0-2 |
-1.4% |
0-0 |
Volume |
25,601 |
21,623 |
-3,978 |
-15.5% |
116,303 |
|
Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
993-1 |
985-3 |
952-7 |
|
R3 |
976-1 |
968-3 |
948-1 |
|
R2 |
959-1 |
959-1 |
946-5 |
|
R1 |
951-3 |
951-3 |
945-0 |
955-2 |
PP |
942-1 |
942-1 |
942-1 |
944-1 |
S1 |
934-3 |
934-3 |
942-0 |
938-2 |
S2 |
925-1 |
925-1 |
940-3 |
|
S3 |
908-1 |
917-3 |
938-7 |
|
S4 |
891-1 |
900-3 |
934-1 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1050-1 |
1034-1 |
956-5 |
|
R3 |
1007-5 |
991-5 |
945-0 |
|
R2 |
965-1 |
965-1 |
941-0 |
|
R1 |
949-1 |
949-1 |
937-1 |
957-1 |
PP |
922-5 |
922-5 |
922-5 |
926-4 |
S1 |
906-5 |
906-5 |
929-3 |
914-5 |
S2 |
880-1 |
880-1 |
925-4 |
|
S3 |
837-5 |
864-1 |
921-4 |
|
S4 |
795-1 |
821-5 |
909-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
950-0 |
892-4 |
57-4 |
6.1% |
18-7 |
2.0% |
89% |
True |
False |
22,307 |
10 |
950-0 |
892-4 |
57-4 |
6.1% |
18-4 |
2.0% |
89% |
True |
False |
22,854 |
20 |
950-0 |
892-4 |
57-4 |
6.1% |
15-6 |
1.7% |
89% |
True |
False |
22,839 |
40 |
950-0 |
799-4 |
150-4 |
16.0% |
16-2 |
1.7% |
96% |
True |
False |
19,231 |
60 |
958-4 |
784-0 |
174-4 |
18.5% |
16-1 |
1.7% |
91% |
False |
False |
16,124 |
80 |
1038-0 |
784-0 |
254-0 |
26.9% |
17-6 |
1.9% |
63% |
False |
False |
14,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1022-2 |
2.618 |
994-4 |
1.618 |
977-4 |
1.000 |
967-0 |
0.618 |
960-4 |
HIGH |
950-0 |
0.618 |
943-4 |
0.500 |
941-4 |
0.382 |
939-4 |
LOW |
933-0 |
0.618 |
922-4 |
1.000 |
916-0 |
1.618 |
905-4 |
2.618 |
888-4 |
4.250 |
860-6 |
|
|
Fisher Pivots for day following 30-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
942-7 |
937-2 |
PP |
942-1 |
931-0 |
S1 |
941-4 |
924-6 |
|