CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 20-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
| Open |
995-0 |
1011-0 |
16-0 |
1.6% |
961-0 |
| High |
999-6 |
1021-0 |
21-2 |
2.1% |
994-0 |
| Low |
993-0 |
1010-0 |
17-0 |
1.7% |
961-0 |
| Close |
996-0 |
1014-4 |
18-4 |
1.9% |
975-6 |
| Range |
6-6 |
11-0 |
4-2 |
63.0% |
33-0 |
| ATR |
19-2 |
19-6 |
0-3 |
2.1% |
0-0 |
| Volume |
22,863 |
31,633 |
8,770 |
38.4% |
125,618 |
|
| Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1048-1 |
1042-3 |
1020-4 |
|
| R3 |
1037-1 |
1031-3 |
1017-4 |
|
| R2 |
1026-1 |
1026-1 |
1016-4 |
|
| R1 |
1020-3 |
1020-3 |
1015-4 |
1023-2 |
| PP |
1015-1 |
1015-1 |
1015-1 |
1016-5 |
| S1 |
1009-3 |
1009-3 |
1013-4 |
1012-2 |
| S2 |
1004-1 |
1004-1 |
1012-4 |
|
| S3 |
993-1 |
998-3 |
1011-4 |
|
| S4 |
982-1 |
987-3 |
1008-4 |
|
|
| 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 |
1021-0 |
970-0 |
51-0 |
5.0% |
14-0 |
1.4% |
87% |
True |
False |
27,087 |
| 10 |
1021-0 |
961-0 |
60-0 |
5.9% |
15-5 |
1.5% |
89% |
True |
False |
25,748 |
| 20 |
1021-0 |
892-4 |
128-4 |
12.7% |
17-6 |
1.8% |
95% |
True |
False |
26,038 |
| 40 |
1021-0 |
838-0 |
183-0 |
18.0% |
16-0 |
1.6% |
96% |
True |
False |
23,975 |
| 60 |
1021-0 |
784-0 |
237-0 |
23.4% |
16-5 |
1.6% |
97% |
True |
False |
20,369 |
| 80 |
1021-0 |
784-0 |
237-0 |
23.4% |
16-4 |
1.6% |
97% |
True |
False |
17,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1067-6 |
|
2.618 |
1049-6 |
|
1.618 |
1038-6 |
|
1.000 |
1032-0 |
|
0.618 |
1027-6 |
|
HIGH |
1021-0 |
|
0.618 |
1016-6 |
|
0.500 |
1015-4 |
|
0.382 |
1014-2 |
|
LOW |
1010-0 |
|
0.618 |
1003-2 |
|
1.000 |
999-0 |
|
1.618 |
992-2 |
|
2.618 |
981-2 |
|
4.250 |
963-2 |
|
|
| Fisher Pivots for day following 20-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1015-4 |
1008-1 |
| PP |
1015-1 |
1001-7 |
| S1 |
1014-7 |
995-4 |
|