CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 08-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
Open |
985-0 |
975-0 |
-10-0 |
-1.0% |
985-0 |
High |
990-0 |
982-0 |
-8-0 |
-0.8% |
990-0 |
Low |
971-0 |
971-0 |
0-0 |
0.0% |
952-4 |
Close |
972-0 |
979-4 |
7-4 |
0.8% |
979-4 |
Range |
19-0 |
11-0 |
-8-0 |
-42.1% |
37-4 |
ATR |
21-4 |
20-6 |
-0-6 |
-3.5% |
0-0 |
Volume |
22,774 |
31,077 |
8,303 |
36.5% |
147,461 |
|
Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1010-4 |
1006-0 |
985-4 |
|
R3 |
999-4 |
995-0 |
982-4 |
|
R2 |
988-4 |
988-4 |
981-4 |
|
R1 |
984-0 |
984-0 |
980-4 |
986-2 |
PP |
977-4 |
977-4 |
977-4 |
978-5 |
S1 |
973-0 |
973-0 |
978-4 |
975-2 |
S2 |
966-4 |
966-4 |
977-4 |
|
S3 |
955-4 |
962-0 |
976-4 |
|
S4 |
944-4 |
951-0 |
973-4 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1086-4 |
1070-4 |
1000-1 |
|
R3 |
1049-0 |
1033-0 |
989-6 |
|
R2 |
1011-4 |
1011-4 |
986-3 |
|
R1 |
995-4 |
995-4 |
983-0 |
984-6 |
PP |
974-0 |
974-0 |
974-0 |
968-5 |
S1 |
958-0 |
958-0 |
976-0 |
947-2 |
S2 |
936-4 |
936-4 |
972-5 |
|
S3 |
899-0 |
920-4 |
969-2 |
|
S4 |
861-4 |
883-0 |
958-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
990-0 |
952-4 |
37-4 |
3.8% |
18-0 |
1.8% |
72% |
False |
False |
29,492 |
10 |
990-0 |
892-4 |
97-4 |
10.0% |
20-2 |
2.1% |
89% |
False |
False |
27,039 |
20 |
990-0 |
892-4 |
97-4 |
10.0% |
17-4 |
1.8% |
89% |
False |
False |
25,163 |
40 |
990-0 |
820-0 |
170-0 |
17.4% |
16-4 |
1.7% |
94% |
False |
False |
22,153 |
60 |
990-0 |
784-0 |
206-0 |
21.0% |
16-2 |
1.7% |
95% |
False |
False |
18,222 |
80 |
990-0 |
784-0 |
206-0 |
21.0% |
17-5 |
1.8% |
95% |
False |
False |
16,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1028-6 |
2.618 |
1010-6 |
1.618 |
999-6 |
1.000 |
993-0 |
0.618 |
988-6 |
HIGH |
982-0 |
0.618 |
977-6 |
0.500 |
976-4 |
0.382 |
975-2 |
LOW |
971-0 |
0.618 |
964-2 |
1.000 |
960-0 |
1.618 |
953-2 |
2.618 |
942-2 |
4.250 |
924-2 |
|
|
Fisher Pivots for day following 08-May-2009 |
Pivot |
1 day |
3 day |
R1 |
978-4 |
978-5 |
PP |
977-4 |
977-7 |
S1 |
976-4 |
977-0 |
|