CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 19-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
Open |
970-0 |
995-0 |
25-0 |
2.6% |
961-0 |
High |
988-0 |
999-6 |
11-6 |
1.2% |
994-0 |
Low |
970-0 |
993-0 |
23-0 |
2.4% |
961-0 |
Close |
987-0 |
996-0 |
9-0 |
0.9% |
975-6 |
Range |
18-0 |
6-6 |
-11-2 |
-62.5% |
33-0 |
ATR |
19-6 |
19-2 |
-0-4 |
-2.5% |
0-0 |
Volume |
23,516 |
22,863 |
-653 |
-2.8% |
125,618 |
|
Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1016-4 |
1013-0 |
999-6 |
|
R3 |
1009-6 |
1006-2 |
997-7 |
|
R2 |
1003-0 |
1003-0 |
997-2 |
|
R1 |
999-4 |
999-4 |
996-5 |
1001-2 |
PP |
996-2 |
996-2 |
996-2 |
997-1 |
S1 |
992-6 |
992-6 |
995-3 |
994-4 |
S2 |
989-4 |
989-4 |
994-6 |
|
S3 |
982-6 |
986-0 |
994-1 |
|
S4 |
976-0 |
979-2 |
992-2 |
|
|
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 |
999-6 |
970-0 |
29-6 |
3.0% |
15-7 |
1.6% |
87% |
True |
False |
26,811 |
10 |
999-6 |
961-0 |
38-6 |
3.9% |
16-0 |
1.6% |
90% |
True |
False |
25,790 |
20 |
999-6 |
892-4 |
107-2 |
10.8% |
18-0 |
1.8% |
97% |
True |
False |
25,728 |
40 |
999-6 |
838-0 |
161-6 |
16.2% |
16-1 |
1.6% |
98% |
True |
False |
23,554 |
60 |
999-6 |
784-0 |
215-6 |
21.7% |
16-4 |
1.7% |
98% |
True |
False |
19,941 |
80 |
999-6 |
784-0 |
215-6 |
21.7% |
16-6 |
1.7% |
98% |
True |
False |
17,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1028-4 |
2.618 |
1017-3 |
1.618 |
1010-5 |
1.000 |
1006-4 |
0.618 |
1003-7 |
HIGH |
999-6 |
0.618 |
997-1 |
0.500 |
996-3 |
0.382 |
995-5 |
LOW |
993-0 |
0.618 |
988-7 |
1.000 |
986-2 |
1.618 |
982-1 |
2.618 |
975-3 |
4.250 |
964-2 |
|
|
Fisher Pivots for day following 19-May-2009 |
Pivot |
1 day |
3 day |
R1 |
996-3 |
992-2 |
PP |
996-2 |
988-5 |
S1 |
996-1 |
984-7 |
|