CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 13-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
Open |
988-0 |
990-0 |
2-0 |
0.2% |
985-0 |
High |
992-4 |
994-0 |
1-4 |
0.2% |
990-0 |
Low |
978-0 |
973-4 |
-4-4 |
-0.5% |
952-4 |
Close |
979-4 |
981-4 |
2-0 |
0.2% |
979-4 |
Range |
14-4 |
20-4 |
6-0 |
41.4% |
37-4 |
ATR |
20-3 |
20-3 |
0-0 |
0.0% |
0-0 |
Volume |
17,305 |
30,252 |
12,947 |
74.8% |
147,461 |
|
Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1044-4 |
1033-4 |
992-6 |
|
R3 |
1024-0 |
1013-0 |
987-1 |
|
R2 |
1003-4 |
1003-4 |
985-2 |
|
R1 |
992-4 |
992-4 |
983-3 |
987-6 |
PP |
983-0 |
983-0 |
983-0 |
980-5 |
S1 |
972-0 |
972-0 |
979-5 |
967-2 |
S2 |
962-4 |
962-4 |
977-6 |
|
S3 |
942-0 |
951-4 |
975-7 |
|
S4 |
921-4 |
931-0 |
970-2 |
|
|
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 |
994-0 |
961-0 |
33-0 |
3.4% |
17-3 |
1.8% |
62% |
True |
False |
24,408 |
10 |
994-0 |
933-0 |
61-0 |
6.2% |
19-1 |
1.9% |
80% |
True |
False |
27,375 |
20 |
994-0 |
892-4 |
101-4 |
10.3% |
18-4 |
1.9% |
88% |
True |
False |
25,172 |
40 |
994-0 |
838-0 |
156-0 |
15.9% |
16-1 |
1.6% |
92% |
True |
False |
22,696 |
60 |
994-0 |
784-0 |
210-0 |
21.4% |
16-3 |
1.7% |
94% |
True |
False |
18,940 |
80 |
994-0 |
784-0 |
210-0 |
21.4% |
17-3 |
1.8% |
94% |
True |
False |
16,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1081-1 |
2.618 |
1047-5 |
1.618 |
1027-1 |
1.000 |
1014-4 |
0.618 |
1006-5 |
HIGH |
994-0 |
0.618 |
986-1 |
0.500 |
983-6 |
0.382 |
981-3 |
LOW |
973-4 |
0.618 |
960-7 |
1.000 |
953-0 |
1.618 |
940-3 |
2.618 |
919-7 |
4.250 |
886-3 |
|
|
Fisher Pivots for day following 13-May-2009 |
Pivot |
1 day |
3 day |
R1 |
983-6 |
980-1 |
PP |
983-0 |
978-7 |
S1 |
982-2 |
977-4 |
|