CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
975-0 |
961-0 |
-14-0 |
-1.4% |
985-0 |
| High |
982-0 |
983-0 |
1-0 |
0.1% |
990-0 |
| Low |
971-0 |
961-0 |
-10-0 |
-1.0% |
952-4 |
| Close |
979-4 |
983-0 |
3-4 |
0.4% |
979-4 |
| Range |
11-0 |
22-0 |
11-0 |
100.0% |
37-4 |
| ATR |
20-6 |
20-7 |
0-1 |
0.4% |
0-0 |
| Volume |
31,077 |
20,634 |
-10,443 |
-33.6% |
147,461 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1041-5 |
1034-3 |
995-1 |
|
| R3 |
1019-5 |
1012-3 |
989-0 |
|
| R2 |
997-5 |
997-5 |
987-0 |
|
| R1 |
990-3 |
990-3 |
985-0 |
994-0 |
| PP |
975-5 |
975-5 |
975-5 |
977-4 |
| S1 |
968-3 |
968-3 |
981-0 |
972-0 |
| S2 |
953-5 |
953-5 |
979-0 |
|
| S3 |
931-5 |
946-3 |
977-0 |
|
| S4 |
909-5 |
924-3 |
970-7 |
|
|
| 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% |
17-6 |
1.8% |
81% |
False |
False |
27,380 |
| 10 |
990-0 |
899-4 |
90-4 |
9.2% |
19-3 |
2.0% |
92% |
False |
False |
27,371 |
| 20 |
990-0 |
892-4 |
97-4 |
9.9% |
18-0 |
1.8% |
93% |
False |
False |
25,053 |
| 40 |
990-0 |
826-0 |
164-0 |
16.7% |
16-3 |
1.7% |
96% |
False |
False |
22,423 |
| 60 |
990-0 |
784-0 |
206-0 |
21.0% |
16-2 |
1.7% |
97% |
False |
False |
18,447 |
| 80 |
990-0 |
784-0 |
206-0 |
21.0% |
17-4 |
1.8% |
97% |
False |
False |
16,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1076-4 |
|
2.618 |
1040-5 |
|
1.618 |
1018-5 |
|
1.000 |
1005-0 |
|
0.618 |
996-5 |
|
HIGH |
983-0 |
|
0.618 |
974-5 |
|
0.500 |
972-0 |
|
0.382 |
969-3 |
|
LOW |
961-0 |
|
0.618 |
947-3 |
|
1.000 |
939-0 |
|
1.618 |
925-3 |
|
2.618 |
903-3 |
|
4.250 |
867-4 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
979-3 |
980-4 |
| PP |
975-5 |
978-0 |
| S1 |
972-0 |
975-4 |
|