CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 04-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
Open |
945-4 |
985-0 |
39-4 |
4.2% |
893-0 |
High |
972-0 |
987-4 |
15-4 |
1.6% |
972-0 |
Low |
945-0 |
964-4 |
19-4 |
2.1% |
892-4 |
Close |
971-0 |
970-4 |
-0-4 |
-0.1% |
971-0 |
Range |
27-0 |
23-0 |
-4-0 |
-14.8% |
79-4 |
ATR |
21-7 |
22-0 |
0-1 |
0.4% |
0-0 |
Volume |
36,479 |
31,191 |
-5,288 |
-14.5% |
122,935 |
|
Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1043-1 |
1029-7 |
983-1 |
|
R3 |
1020-1 |
1006-7 |
976-7 |
|
R2 |
997-1 |
997-1 |
974-6 |
|
R1 |
983-7 |
983-7 |
972-5 |
979-0 |
PP |
974-1 |
974-1 |
974-1 |
971-6 |
S1 |
960-7 |
960-7 |
968-3 |
956-0 |
S2 |
951-1 |
951-1 |
966-2 |
|
S3 |
928-1 |
937-7 |
964-1 |
|
S4 |
905-1 |
914-7 |
957-7 |
|
|
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 |
987-4 |
899-4 |
88-0 |
9.1% |
20-7 |
2.2% |
81% |
True |
False |
27,362 |
10 |
987-4 |
892-4 |
95-0 |
9.8% |
21-0 |
2.2% |
82% |
True |
False |
24,768 |
20 |
987-4 |
892-4 |
95-0 |
9.8% |
16-7 |
1.7% |
82% |
True |
False |
24,060 |
40 |
987-4 |
816-0 |
171-4 |
17.7% |
16-7 |
1.7% |
90% |
True |
False |
20,213 |
60 |
987-4 |
784-0 |
203-4 |
21.0% |
16-3 |
1.7% |
92% |
True |
False |
16,864 |
80 |
1030-0 |
784-0 |
246-0 |
25.3% |
18-0 |
1.9% |
76% |
False |
False |
15,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1085-2 |
2.618 |
1047-6 |
1.618 |
1024-6 |
1.000 |
1010-4 |
0.618 |
1001-6 |
HIGH |
987-4 |
0.618 |
978-6 |
0.500 |
976-0 |
0.382 |
973-2 |
LOW |
964-4 |
0.618 |
950-2 |
1.000 |
941-4 |
1.618 |
927-2 |
2.618 |
904-2 |
4.250 |
866-6 |
|
|
Fisher Pivots for day following 04-May-2009 |
Pivot |
1 day |
3 day |
R1 |
976-0 |
967-1 |
PP |
974-1 |
963-5 |
S1 |
972-3 |
960-2 |
|