CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 05-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
Open |
985-0 |
975-0 |
-10-0 |
-1.0% |
893-0 |
High |
987-4 |
975-0 |
-12-4 |
-1.3% |
972-0 |
Low |
964-4 |
952-4 |
-12-0 |
-1.2% |
892-4 |
Close |
970-4 |
960-4 |
-10-0 |
-1.0% |
971-0 |
Range |
23-0 |
22-4 |
-0-4 |
-2.2% |
79-4 |
ATR |
22-0 |
22-0 |
0-0 |
0.2% |
0-0 |
Volume |
31,191 |
30,359 |
-832 |
-2.7% |
122,935 |
|
Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1030-1 |
1017-7 |
972-7 |
|
R3 |
1007-5 |
995-3 |
966-6 |
|
R2 |
985-1 |
985-1 |
964-5 |
|
R1 |
972-7 |
972-7 |
962-4 |
967-6 |
PP |
962-5 |
962-5 |
962-5 |
960-1 |
S1 |
950-3 |
950-3 |
958-4 |
945-2 |
S2 |
940-1 |
940-1 |
956-3 |
|
S3 |
917-5 |
927-7 |
954-2 |
|
S4 |
895-1 |
905-3 |
948-1 |
|
|
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 |
987-4 |
911-0 |
76-4 |
8.0% |
22-2 |
2.3% |
65% |
False |
False |
29,050 |
10 |
987-4 |
892-4 |
95-0 |
9.9% |
20-1 |
2.1% |
72% |
False |
False |
25,666 |
20 |
987-4 |
892-4 |
95-0 |
9.9% |
17-3 |
1.8% |
72% |
False |
False |
24,300 |
40 |
987-4 |
816-0 |
171-4 |
17.9% |
17-0 |
1.8% |
84% |
False |
False |
20,768 |
60 |
987-4 |
784-0 |
203-4 |
21.2% |
16-3 |
1.7% |
87% |
False |
False |
17,242 |
80 |
1030-0 |
784-0 |
246-0 |
25.6% |
18-0 |
1.9% |
72% |
False |
False |
15,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1070-5 |
2.618 |
1033-7 |
1.618 |
1011-3 |
1.000 |
997-4 |
0.618 |
988-7 |
HIGH |
975-0 |
0.618 |
966-3 |
0.500 |
963-6 |
0.382 |
961-1 |
LOW |
952-4 |
0.618 |
938-5 |
1.000 |
930-0 |
1.618 |
916-1 |
2.618 |
893-5 |
4.250 |
856-7 |
|
|
Fisher Pivots for day following 05-May-2009 |
Pivot |
1 day |
3 day |
R1 |
963-6 |
966-2 |
PP |
962-5 |
964-3 |
S1 |
961-5 |
962-3 |
|