CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 22-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
Open |
1004-4 |
1035-0 |
30-4 |
3.0% |
970-0 |
High |
1023-0 |
1039-0 |
16-0 |
1.6% |
1039-0 |
Low |
1004-4 |
1028-4 |
24-0 |
2.4% |
970-0 |
Close |
1023-4 |
1031-4 |
8-0 |
0.8% |
1031-4 |
Range |
18-4 |
10-4 |
-8-0 |
-43.2% |
69-0 |
ATR |
19-5 |
19-3 |
-0-2 |
-1.5% |
0-0 |
Volume |
43,986 |
23,867 |
-20,119 |
-45.7% |
145,865 |
|
Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1064-4 |
1058-4 |
1037-2 |
|
R3 |
1054-0 |
1048-0 |
1034-3 |
|
R2 |
1043-4 |
1043-4 |
1033-3 |
|
R1 |
1037-4 |
1037-4 |
1032-4 |
1035-2 |
PP |
1033-0 |
1033-0 |
1033-0 |
1031-7 |
S1 |
1027-0 |
1027-0 |
1030-4 |
1024-6 |
S2 |
1022-4 |
1022-4 |
1029-5 |
|
S3 |
1012-0 |
1016-4 |
1028-5 |
|
S4 |
1001-4 |
1006-0 |
1025-6 |
|
|
Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1220-4 |
1195-0 |
1069-4 |
|
R3 |
1151-4 |
1126-0 |
1050-4 |
|
R2 |
1082-4 |
1082-4 |
1044-1 |
|
R1 |
1057-0 |
1057-0 |
1037-7 |
1069-6 |
PP |
1013-4 |
1013-4 |
1013-4 |
1019-7 |
S1 |
988-0 |
988-0 |
1025-1 |
1000-6 |
S2 |
944-4 |
944-4 |
1018-7 |
|
S3 |
875-4 |
919-0 |
1012-4 |
|
S4 |
806-4 |
850-0 |
993-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1039-0 |
970-0 |
69-0 |
6.7% |
13-0 |
1.3% |
89% |
True |
False |
29,173 |
10 |
1039-0 |
961-0 |
78-0 |
7.6% |
15-5 |
1.5% |
90% |
True |
False |
27,148 |
20 |
1039-0 |
892-4 |
146-4 |
14.2% |
17-7 |
1.7% |
95% |
True |
False |
27,093 |
40 |
1039-0 |
838-0 |
201-0 |
19.5% |
16-1 |
1.6% |
96% |
True |
False |
24,810 |
60 |
1039-0 |
784-0 |
255-0 |
24.7% |
16-3 |
1.6% |
97% |
True |
False |
21,301 |
80 |
1039-0 |
784-0 |
255-0 |
24.7% |
16-5 |
1.6% |
97% |
True |
False |
18,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1083-5 |
2.618 |
1066-4 |
1.618 |
1056-0 |
1.000 |
1049-4 |
0.618 |
1045-4 |
HIGH |
1039-0 |
0.618 |
1035-0 |
0.500 |
1033-6 |
0.382 |
1032-4 |
LOW |
1028-4 |
0.618 |
1022-0 |
1.000 |
1018-0 |
1.618 |
1011-4 |
2.618 |
1001-0 |
4.250 |
983-7 |
|
|
Fisher Pivots for day following 22-May-2009 |
Pivot |
1 day |
3 day |
R1 |
1033-6 |
1028-2 |
PP |
1033-0 |
1025-0 |
S1 |
1032-2 |
1021-6 |
|