CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 01-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
Open |
942-0 |
945-4 |
3-4 |
0.4% |
893-0 |
High |
950-0 |
972-0 |
22-0 |
2.3% |
972-0 |
Low |
933-0 |
945-0 |
12-0 |
1.3% |
892-4 |
Close |
943-4 |
971-0 |
27-4 |
2.9% |
971-0 |
Range |
17-0 |
27-0 |
10-0 |
58.8% |
79-4 |
ATR |
21-3 |
21-7 |
0-4 |
2.4% |
0-0 |
Volume |
21,623 |
36,479 |
14,856 |
68.7% |
122,935 |
|
Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1043-5 |
1034-3 |
985-7 |
|
R3 |
1016-5 |
1007-3 |
978-3 |
|
R2 |
989-5 |
989-5 |
976-0 |
|
R1 |
980-3 |
980-3 |
973-4 |
985-0 |
PP |
962-5 |
962-5 |
962-5 |
965-0 |
S1 |
953-3 |
953-3 |
968-4 |
958-0 |
S2 |
935-5 |
935-5 |
966-0 |
|
S3 |
908-5 |
926-3 |
963-5 |
|
S4 |
881-5 |
899-3 |
956-1 |
|
|
Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1183-5 |
1156-7 |
1014-6 |
|
R3 |
1104-1 |
1077-3 |
992-7 |
|
R2 |
1024-5 |
1024-5 |
985-5 |
|
R1 |
997-7 |
997-7 |
978-2 |
1011-2 |
PP |
945-1 |
945-1 |
945-1 |
951-7 |
S1 |
918-3 |
918-3 |
963-6 |
931-6 |
S2 |
865-5 |
865-5 |
956-3 |
|
S3 |
786-1 |
838-7 |
949-1 |
|
S4 |
706-5 |
759-3 |
927-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
972-0 |
892-4 |
79-4 |
8.2% |
22-4 |
2.3% |
99% |
True |
False |
24,587 |
10 |
972-0 |
892-4 |
79-4 |
8.2% |
19-7 |
2.0% |
99% |
True |
False |
23,923 |
20 |
972-0 |
892-4 |
79-4 |
8.2% |
16-4 |
1.7% |
99% |
True |
False |
23,786 |
40 |
972-0 |
802-4 |
169-4 |
17.5% |
16-5 |
1.7% |
99% |
True |
False |
19,776 |
60 |
972-0 |
784-0 |
188-0 |
19.4% |
16-4 |
1.7% |
99% |
True |
False |
16,555 |
80 |
1030-0 |
784-0 |
246-0 |
25.3% |
17-7 |
1.8% |
76% |
False |
False |
15,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1086-6 |
2.618 |
1042-5 |
1.618 |
1015-5 |
1.000 |
999-0 |
0.618 |
988-5 |
HIGH |
972-0 |
0.618 |
961-5 |
0.500 |
958-4 |
0.382 |
955-3 |
LOW |
945-0 |
0.618 |
928-3 |
1.000 |
918-0 |
1.618 |
901-3 |
2.618 |
874-3 |
4.250 |
830-2 |
|
|
Fisher Pivots for day following 01-May-2009 |
Pivot |
1 day |
3 day |
R1 |
966-7 |
961-1 |
PP |
962-5 |
951-3 |
S1 |
958-4 |
941-4 |
|