CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 05-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
992-0 |
998-0 |
6-0 |
0.6% |
995-0 |
| High |
1014-0 |
1013-0 |
-1-0 |
-0.1% |
1014-0 |
| Low |
992-0 |
998-0 |
6-0 |
0.6% |
961-0 |
| Close |
1000-0 |
1009-2 |
9-2 |
0.9% |
1000-0 |
| Range |
22-0 |
15-0 |
-7-0 |
-31.8% |
53-0 |
| ATR |
25-6 |
25-0 |
-0-6 |
-3.0% |
0-0 |
| Volume |
6,690 |
7,626 |
936 |
14.0% |
31,707 |
|
| Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1051-6 |
1045-4 |
1017-4 |
|
| R3 |
1036-6 |
1030-4 |
1013-3 |
|
| R2 |
1021-6 |
1021-6 |
1012-0 |
|
| R1 |
1015-4 |
1015-4 |
1010-5 |
1018-5 |
| PP |
1006-6 |
1006-6 |
1006-6 |
1008-2 |
| S1 |
1000-4 |
1000-4 |
1007-7 |
1003-5 |
| S2 |
991-6 |
991-6 |
1006-4 |
|
| S3 |
976-6 |
985-4 |
1005-1 |
|
| S4 |
961-6 |
970-4 |
1001-0 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1150-5 |
1128-3 |
1029-1 |
|
| R3 |
1097-5 |
1075-3 |
1014-5 |
|
| R2 |
1044-5 |
1044-5 |
1009-6 |
|
| R1 |
1022-3 |
1022-3 |
1004-7 |
1033-4 |
| PP |
991-5 |
991-5 |
991-5 |
997-2 |
| S1 |
969-3 |
969-3 |
995-1 |
980-4 |
| S2 |
938-5 |
938-5 |
990-2 |
|
| S3 |
885-5 |
916-3 |
985-3 |
|
| S4 |
832-5 |
863-3 |
970-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1014-0 |
961-0 |
53-0 |
5.3% |
24-0 |
2.4% |
91% |
False |
False |
7,866 |
| 10 |
1014-0 |
890-0 |
124-0 |
12.3% |
20-6 |
2.1% |
96% |
False |
False |
5,970 |
| 20 |
1014-0 |
797-0 |
217-0 |
21.5% |
20-1 |
2.0% |
98% |
False |
False |
6,836 |
| 40 |
1014-0 |
797-0 |
217-0 |
21.5% |
20-3 |
2.0% |
98% |
False |
False |
5,762 |
| 60 |
1035-0 |
797-0 |
238-0 |
23.6% |
22-5 |
2.2% |
89% |
False |
False |
5,477 |
| 80 |
1262-0 |
797-0 |
465-0 |
46.1% |
23-7 |
2.4% |
46% |
False |
False |
5,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1076-6 |
|
2.618 |
1052-2 |
|
1.618 |
1037-2 |
|
1.000 |
1028-0 |
|
0.618 |
1022-2 |
|
HIGH |
1013-0 |
|
0.618 |
1007-2 |
|
0.500 |
1005-4 |
|
0.382 |
1003-6 |
|
LOW |
998-0 |
|
0.618 |
988-6 |
|
1.000 |
983-0 |
|
1.618 |
973-6 |
|
2.618 |
958-6 |
|
4.250 |
934-2 |
|
|
| Fisher Pivots for day following 05-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1008-0 |
1003-7 |
| PP |
1006-6 |
998-3 |
| S1 |
1005-4 |
993-0 |
|