CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 21-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
Open |
1011-0 |
1004-4 |
-6-4 |
-0.6% |
961-0 |
High |
1021-0 |
1023-0 |
2-0 |
0.2% |
994-0 |
Low |
1010-0 |
1004-4 |
-5-4 |
-0.5% |
961-0 |
Close |
1014-4 |
1023-4 |
9-0 |
0.9% |
975-6 |
Range |
11-0 |
18-4 |
7-4 |
68.2% |
33-0 |
ATR |
19-6 |
19-5 |
-0-1 |
-0.4% |
0-0 |
Volume |
31,633 |
43,986 |
12,353 |
39.1% |
125,618 |
|
Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1072-4 |
1066-4 |
1033-5 |
|
R3 |
1054-0 |
1048-0 |
1028-5 |
|
R2 |
1035-4 |
1035-4 |
1026-7 |
|
R1 |
1029-4 |
1029-4 |
1025-2 |
1032-4 |
PP |
1017-0 |
1017-0 |
1017-0 |
1018-4 |
S1 |
1011-0 |
1011-0 |
1021-6 |
1014-0 |
S2 |
998-4 |
998-4 |
1020-1 |
|
S3 |
980-0 |
992-4 |
1018-3 |
|
S4 |
961-4 |
974-0 |
1013-3 |
|
|
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 |
1023-0 |
970-0 |
53-0 |
5.2% |
15-0 |
1.5% |
101% |
True |
False |
29,877 |
10 |
1023-0 |
961-0 |
62-0 |
6.1% |
15-5 |
1.5% |
101% |
True |
False |
27,869 |
20 |
1023-0 |
892-4 |
130-4 |
12.8% |
17-7 |
1.7% |
100% |
True |
False |
27,154 |
40 |
1023-0 |
838-0 |
185-0 |
18.1% |
16-1 |
1.6% |
100% |
True |
False |
24,680 |
60 |
1023-0 |
784-0 |
239-0 |
23.4% |
16-4 |
1.6% |
100% |
True |
False |
21,006 |
80 |
1023-0 |
784-0 |
239-0 |
23.4% |
16-5 |
1.6% |
100% |
True |
False |
18,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1101-5 |
2.618 |
1071-3 |
1.618 |
1052-7 |
1.000 |
1041-4 |
0.618 |
1034-3 |
HIGH |
1023-0 |
0.618 |
1015-7 |
0.500 |
1013-6 |
0.382 |
1011-5 |
LOW |
1004-4 |
0.618 |
993-1 |
1.000 |
986-0 |
1.618 |
974-5 |
2.618 |
956-1 |
4.250 |
925-7 |
|
|
Fisher Pivots for day following 21-May-2009 |
Pivot |
1 day |
3 day |
R1 |
1020-2 |
1018-3 |
PP |
1017-0 |
1013-1 |
S1 |
1013-6 |
1008-0 |
|