CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1035-0 |
1032-0 |
-3-0 |
-0.3% |
970-0 |
| High |
1039-0 |
1042-4 |
3-4 |
0.3% |
1039-0 |
| Low |
1028-4 |
1030-0 |
1-4 |
0.1% |
970-0 |
| Close |
1031-4 |
1042-4 |
11-0 |
1.1% |
1031-4 |
| Range |
10-4 |
12-4 |
2-0 |
19.0% |
69-0 |
| ATR |
19-3 |
18-7 |
-0-4 |
-2.5% |
0-0 |
| Volume |
23,867 |
30,973 |
7,106 |
29.8% |
145,865 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1075-7 |
1071-5 |
1049-3 |
|
| R3 |
1063-3 |
1059-1 |
1046-0 |
|
| R2 |
1050-7 |
1050-7 |
1044-6 |
|
| R1 |
1046-5 |
1046-5 |
1043-5 |
1048-6 |
| PP |
1038-3 |
1038-3 |
1038-3 |
1039-3 |
| S1 |
1034-1 |
1034-1 |
1041-3 |
1036-2 |
| S2 |
1025-7 |
1025-7 |
1040-2 |
|
| S3 |
1013-3 |
1021-5 |
1039-0 |
|
| S4 |
1000-7 |
1009-1 |
1035-5 |
|
|
| 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 |
1042-4 |
993-0 |
49-4 |
4.7% |
11-7 |
1.1% |
100% |
True |
False |
30,664 |
| 10 |
1042-4 |
970-0 |
72-4 |
7.0% |
14-5 |
1.4% |
100% |
True |
False |
28,182 |
| 20 |
1042-4 |
899-4 |
143-0 |
13.7% |
17-0 |
1.6% |
100% |
True |
False |
27,776 |
| 40 |
1042-4 |
838-0 |
204-4 |
19.6% |
16-1 |
1.6% |
100% |
True |
False |
25,198 |
| 60 |
1042-4 |
784-0 |
258-4 |
24.8% |
16-3 |
1.6% |
100% |
True |
False |
21,490 |
| 80 |
1042-4 |
784-0 |
258-4 |
24.8% |
16-5 |
1.6% |
100% |
True |
False |
18,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1095-5 |
|
2.618 |
1075-2 |
|
1.618 |
1062-6 |
|
1.000 |
1055-0 |
|
0.618 |
1050-2 |
|
HIGH |
1042-4 |
|
0.618 |
1037-6 |
|
0.500 |
1036-2 |
|
0.382 |
1034-6 |
|
LOW |
1030-0 |
|
0.618 |
1022-2 |
|
1.000 |
1017-4 |
|
1.618 |
1009-6 |
|
2.618 |
997-2 |
|
4.250 |
976-7 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1040-3 |
1036-1 |
| PP |
1038-3 |
1029-7 |
| S1 |
1036-2 |
1023-4 |
|