CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 06-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
Open |
975-0 |
968-0 |
-7-0 |
-0.7% |
893-0 |
High |
975-0 |
978-4 |
3-4 |
0.4% |
972-0 |
Low |
952-4 |
964-0 |
11-4 |
1.2% |
892-4 |
Close |
960-4 |
978-0 |
17-4 |
1.8% |
971-0 |
Range |
22-4 |
14-4 |
-8-0 |
-35.6% |
79-4 |
ATR |
22-0 |
21-6 |
-0-2 |
-1.3% |
0-0 |
Volume |
30,359 |
32,060 |
1,701 |
5.6% |
122,935 |
|
Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1017-0 |
1012-0 |
986-0 |
|
R3 |
1002-4 |
997-4 |
982-0 |
|
R2 |
988-0 |
988-0 |
980-5 |
|
R1 |
983-0 |
983-0 |
979-3 |
985-4 |
PP |
973-4 |
973-4 |
973-4 |
974-6 |
S1 |
968-4 |
968-4 |
976-5 |
971-0 |
S2 |
959-0 |
959-0 |
975-3 |
|
S3 |
944-4 |
954-0 |
974-0 |
|
S4 |
930-0 |
939-4 |
970-0 |
|
|
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 |
933-0 |
54-4 |
5.6% |
20-6 |
2.1% |
83% |
False |
False |
30,342 |
10 |
987-4 |
892-4 |
95-0 |
9.7% |
20-0 |
2.0% |
90% |
False |
False |
26,328 |
20 |
987-4 |
892-4 |
95-0 |
9.7% |
17-4 |
1.8% |
90% |
False |
False |
24,726 |
40 |
987-4 |
816-0 |
171-4 |
17.5% |
16-7 |
1.7% |
94% |
False |
False |
21,417 |
60 |
987-4 |
784-0 |
203-4 |
20.8% |
16-2 |
1.7% |
95% |
False |
False |
17,568 |
80 |
1008-0 |
784-0 |
224-0 |
22.9% |
18-0 |
1.8% |
87% |
False |
False |
15,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1040-1 |
2.618 |
1016-4 |
1.618 |
1002-0 |
1.000 |
993-0 |
0.618 |
987-4 |
HIGH |
978-4 |
0.618 |
973-0 |
0.500 |
971-2 |
0.382 |
969-4 |
LOW |
964-0 |
0.618 |
955-0 |
1.000 |
949-4 |
1.618 |
940-4 |
2.618 |
926-0 |
4.250 |
902-3 |
|
|
Fisher Pivots for day following 06-May-2009 |
Pivot |
1 day |
3 day |
R1 |
975-6 |
975-3 |
PP |
973-4 |
972-5 |
S1 |
971-2 |
970-0 |
|