CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 07-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
Open |
968-0 |
985-0 |
17-0 |
1.8% |
893-0 |
High |
978-4 |
990-0 |
11-4 |
1.2% |
972-0 |
Low |
964-0 |
971-0 |
7-0 |
0.7% |
892-4 |
Close |
978-0 |
972-0 |
-6-0 |
-0.6% |
971-0 |
Range |
14-4 |
19-0 |
4-4 |
31.0% |
79-4 |
ATR |
21-6 |
21-4 |
-0-2 |
-0.9% |
0-0 |
Volume |
32,060 |
22,774 |
-9,286 |
-29.0% |
122,935 |
|
Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1034-5 |
1022-3 |
982-4 |
|
R3 |
1015-5 |
1003-3 |
977-2 |
|
R2 |
996-5 |
996-5 |
975-4 |
|
R1 |
984-3 |
984-3 |
973-6 |
981-0 |
PP |
977-5 |
977-5 |
977-5 |
976-0 |
S1 |
965-3 |
965-3 |
970-2 |
962-0 |
S2 |
958-5 |
958-5 |
968-4 |
|
S3 |
939-5 |
946-3 |
966-6 |
|
S4 |
920-5 |
927-3 |
961-4 |
|
|
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 |
990-0 |
945-0 |
45-0 |
4.6% |
21-2 |
2.2% |
60% |
True |
False |
30,572 |
10 |
990-0 |
892-4 |
97-4 |
10.0% |
20-0 |
2.1% |
82% |
True |
False |
26,440 |
20 |
990-0 |
892-4 |
97-4 |
10.0% |
17-6 |
1.8% |
82% |
True |
False |
24,564 |
40 |
990-0 |
820-0 |
170-0 |
17.5% |
16-6 |
1.7% |
89% |
True |
False |
21,646 |
60 |
990-0 |
784-0 |
206-0 |
21.2% |
16-2 |
1.7% |
91% |
True |
False |
17,821 |
80 |
990-0 |
784-0 |
206-0 |
21.2% |
17-5 |
1.8% |
91% |
True |
False |
16,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1070-6 |
2.618 |
1039-6 |
1.618 |
1020-6 |
1.000 |
1009-0 |
0.618 |
1001-6 |
HIGH |
990-0 |
0.618 |
982-6 |
0.500 |
980-4 |
0.382 |
978-2 |
LOW |
971-0 |
0.618 |
959-2 |
1.000 |
952-0 |
1.618 |
940-2 |
2.618 |
921-2 |
4.250 |
890-2 |
|
|
Fisher Pivots for day following 07-May-2009 |
Pivot |
1 day |
3 day |
R1 |
980-4 |
971-6 |
PP |
977-5 |
971-4 |
S1 |
974-7 |
971-2 |
|