CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1053-0 |
1049-0 |
-4-0 |
-0.4% |
970-0 |
| High |
1058-0 |
1057-0 |
-1-0 |
-0.1% |
1039-0 |
| Low |
1044-0 |
1048-0 |
4-0 |
0.4% |
970-0 |
| Close |
1050-0 |
1053-0 |
3-0 |
0.3% |
1031-4 |
| Range |
14-0 |
9-0 |
-5-0 |
-35.7% |
69-0 |
| ATR |
18-5 |
17-7 |
-0-5 |
-3.7% |
0-0 |
| Volume |
34,268 |
34,055 |
-213 |
-0.6% |
145,865 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1079-5 |
1075-3 |
1058-0 |
|
| R3 |
1070-5 |
1066-3 |
1055-4 |
|
| R2 |
1061-5 |
1061-5 |
1054-5 |
|
| R1 |
1057-3 |
1057-3 |
1053-7 |
1059-4 |
| PP |
1052-5 |
1052-5 |
1052-5 |
1053-6 |
| S1 |
1048-3 |
1048-3 |
1052-1 |
1050-4 |
| S2 |
1043-5 |
1043-5 |
1051-3 |
|
| S3 |
1034-5 |
1039-3 |
1050-4 |
|
| S4 |
1025-5 |
1030-3 |
1048-0 |
|
|
| 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 |
1058-0 |
1004-4 |
53-4 |
5.1% |
12-7 |
1.2% |
91% |
False |
False |
33,429 |
| 10 |
1058-0 |
970-0 |
88-0 |
8.4% |
13-3 |
1.3% |
94% |
False |
False |
30,258 |
| 20 |
1058-0 |
933-0 |
125-0 |
11.9% |
16-2 |
1.5% |
96% |
False |
False |
28,817 |
| 40 |
1058-0 |
889-4 |
168-4 |
16.0% |
15-7 |
1.5% |
97% |
False |
False |
26,092 |
| 60 |
1058-0 |
799-4 |
258-4 |
24.5% |
16-1 |
1.5% |
98% |
False |
False |
22,254 |
| 80 |
1058-0 |
784-0 |
274-0 |
26.0% |
16-2 |
1.5% |
98% |
False |
False |
19,128 |
| 100 |
1058-0 |
784-0 |
274-0 |
26.0% |
17-4 |
1.7% |
98% |
False |
False |
17,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1095-2 |
|
2.618 |
1080-4 |
|
1.618 |
1071-4 |
|
1.000 |
1066-0 |
|
0.618 |
1062-4 |
|
HIGH |
1057-0 |
|
0.618 |
1053-4 |
|
0.500 |
1052-4 |
|
0.382 |
1051-4 |
|
LOW |
1048-0 |
|
0.618 |
1042-4 |
|
1.000 |
1039-0 |
|
1.618 |
1033-4 |
|
2.618 |
1024-4 |
|
4.250 |
1009-6 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1052-7 |
1050-0 |
| PP |
1052-5 |
1047-0 |
| S1 |
1052-4 |
1044-0 |
|