CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 29-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1049-0 |
1064-0 |
15-0 |
1.4% |
1032-0 |
| High |
1057-0 |
1065-0 |
8-0 |
0.8% |
1065-0 |
| Low |
1048-0 |
1051-0 |
3-0 |
0.3% |
1030-0 |
| Close |
1053-0 |
1062-4 |
9-4 |
0.9% |
1062-4 |
| Range |
9-0 |
14-0 |
5-0 |
55.6% |
35-0 |
| ATR |
17-7 |
17-5 |
-0-2 |
-1.6% |
0-0 |
| Volume |
34,055 |
28,917 |
-5,138 |
-15.1% |
128,213 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1101-4 |
1096-0 |
1070-2 |
|
| R3 |
1087-4 |
1082-0 |
1066-3 |
|
| R2 |
1073-4 |
1073-4 |
1065-1 |
|
| R1 |
1068-0 |
1068-0 |
1063-6 |
1063-6 |
| PP |
1059-4 |
1059-4 |
1059-4 |
1057-3 |
| S1 |
1054-0 |
1054-0 |
1061-2 |
1049-6 |
| S2 |
1045-4 |
1045-4 |
1059-7 |
|
| S3 |
1031-4 |
1040-0 |
1058-5 |
|
| S4 |
1017-4 |
1026-0 |
1054-6 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1157-4 |
1145-0 |
1081-6 |
|
| R3 |
1122-4 |
1110-0 |
1072-1 |
|
| R2 |
1087-4 |
1087-4 |
1068-7 |
|
| R1 |
1075-0 |
1075-0 |
1065-6 |
1081-2 |
| PP |
1052-4 |
1052-4 |
1052-4 |
1055-5 |
| S1 |
1040-0 |
1040-0 |
1059-2 |
1046-2 |
| S2 |
1017-4 |
1017-4 |
1056-1 |
|
| S3 |
982-4 |
1005-0 |
1052-7 |
|
| S4 |
947-4 |
970-0 |
1043-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1065-0 |
1028-4 |
36-4 |
3.4% |
12-0 |
1.1% |
93% |
True |
False |
30,416 |
| 10 |
1065-0 |
970-0 |
95-0 |
8.9% |
13-4 |
1.3% |
97% |
True |
False |
30,146 |
| 20 |
1065-0 |
945-0 |
120-0 |
11.3% |
16-1 |
1.5% |
98% |
True |
False |
29,181 |
| 40 |
1065-0 |
892-4 |
172-4 |
16.2% |
16-0 |
1.5% |
99% |
True |
False |
26,010 |
| 60 |
1065-0 |
799-4 |
265-4 |
25.0% |
16-1 |
1.5% |
99% |
True |
False |
22,548 |
| 80 |
1065-0 |
784-0 |
281-0 |
26.4% |
16-1 |
1.5% |
99% |
True |
False |
19,389 |
| 100 |
1065-0 |
784-0 |
281-0 |
26.4% |
17-4 |
1.6% |
99% |
True |
False |
17,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1124-4 |
|
2.618 |
1101-5 |
|
1.618 |
1087-5 |
|
1.000 |
1079-0 |
|
0.618 |
1073-5 |
|
HIGH |
1065-0 |
|
0.618 |
1059-5 |
|
0.500 |
1058-0 |
|
0.382 |
1056-3 |
|
LOW |
1051-0 |
|
0.618 |
1042-3 |
|
1.000 |
1037-0 |
|
1.618 |
1028-3 |
|
2.618 |
1014-3 |
|
4.250 |
991-4 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1061-0 |
1059-7 |
| PP |
1059-4 |
1057-1 |
| S1 |
1058-0 |
1054-4 |
|