CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 15-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
Open |
980-0 |
992-0 |
12-0 |
1.2% |
961-0 |
High |
992-0 |
993-0 |
1-0 |
0.1% |
994-0 |
Low |
979-0 |
972-0 |
-7-0 |
-0.7% |
961-0 |
Close |
992-0 |
975-6 |
-16-2 |
-1.6% |
975-6 |
Range |
13-0 |
21-0 |
8-0 |
61.5% |
33-0 |
ATR |
19-7 |
20-0 |
0-1 |
0.4% |
0-0 |
Volume |
30,037 |
27,390 |
-2,647 |
-8.8% |
125,618 |
|
Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1043-2 |
1030-4 |
987-2 |
|
R3 |
1022-2 |
1009-4 |
981-4 |
|
R2 |
1001-2 |
1001-2 |
979-5 |
|
R1 |
988-4 |
988-4 |
977-5 |
984-3 |
PP |
980-2 |
980-2 |
980-2 |
978-2 |
S1 |
967-4 |
967-4 |
973-7 |
963-3 |
S2 |
959-2 |
959-2 |
971-7 |
|
S3 |
938-2 |
946-4 |
970-0 |
|
S4 |
917-2 |
925-4 |
964-2 |
|
|
Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1075-7 |
1058-7 |
993-7 |
|
R3 |
1042-7 |
1025-7 |
984-7 |
|
R2 |
1009-7 |
1009-7 |
981-6 |
|
R1 |
992-7 |
992-7 |
978-6 |
1001-3 |
PP |
976-7 |
976-7 |
976-7 |
981-2 |
S1 |
959-7 |
959-7 |
972-6 |
968-3 |
S2 |
943-7 |
943-7 |
969-6 |
|
S3 |
910-7 |
926-7 |
966-5 |
|
S4 |
877-7 |
893-7 |
957-5 |
|
|
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% |
18-2 |
1.9% |
45% |
False |
False |
25,123 |
10 |
994-0 |
952-4 |
41-4 |
4.3% |
18-1 |
1.9% |
56% |
False |
False |
27,307 |
20 |
994-0 |
892-4 |
101-4 |
10.4% |
19-0 |
1.9% |
82% |
False |
False |
25,615 |
40 |
994-0 |
838-0 |
156-0 |
16.0% |
16-2 |
1.7% |
88% |
False |
False |
23,363 |
60 |
994-0 |
784-0 |
210-0 |
21.5% |
16-4 |
1.7% |
91% |
False |
False |
19,498 |
80 |
994-0 |
784-0 |
210-0 |
21.5% |
17-0 |
1.7% |
91% |
False |
False |
17,045 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1082-2 |
2.618 |
1048-0 |
1.618 |
1027-0 |
1.000 |
1014-0 |
0.618 |
1006-0 |
HIGH |
993-0 |
0.618 |
985-0 |
0.500 |
982-4 |
0.382 |
980-0 |
LOW |
972-0 |
0.618 |
959-0 |
1.000 |
951-0 |
1.618 |
938-0 |
2.618 |
917-0 |
4.250 |
882-6 |
|
|
Fisher Pivots for day following 15-May-2009 |
Pivot |
1 day |
3 day |
R1 |
982-4 |
983-0 |
PP |
980-2 |
980-5 |
S1 |
978-0 |
978-1 |
|