CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 12-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1036-0 |
1020-0 |
-16-0 |
-1.5% |
998-0 |
| High |
1059-0 |
1028-0 |
-31-0 |
-2.9% |
1059-0 |
| Low |
1035-0 |
986-2 |
-48-6 |
-4.7% |
998-0 |
| Close |
1056-2 |
986-2 |
-70-0 |
-6.6% |
1056-2 |
| Range |
24-0 |
41-6 |
17-6 |
74.0% |
61-0 |
| ATR |
26-7 |
30-0 |
3-1 |
11.5% |
0-0 |
| Volume |
16,556 |
19,720 |
3,164 |
19.1% |
63,818 |
|
| Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1125-3 |
1097-5 |
1009-2 |
|
| R3 |
1083-5 |
1055-7 |
997-6 |
|
| R2 |
1041-7 |
1041-7 |
993-7 |
|
| R1 |
1014-1 |
1014-1 |
990-1 |
1007-1 |
| PP |
1000-1 |
1000-1 |
1000-1 |
996-6 |
| S1 |
972-3 |
972-3 |
982-3 |
965-3 |
| S2 |
958-3 |
958-3 |
978-5 |
|
| S3 |
916-5 |
930-5 |
974-6 |
|
| S4 |
874-7 |
888-7 |
963-2 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1220-6 |
1199-4 |
1089-6 |
|
| R3 |
1159-6 |
1138-4 |
1073-0 |
|
| R2 |
1098-6 |
1098-6 |
1067-3 |
|
| R1 |
1077-4 |
1077-4 |
1061-7 |
1088-1 |
| PP |
1037-6 |
1037-6 |
1037-6 |
1043-0 |
| S1 |
1016-4 |
1016-4 |
1050-5 |
1027-1 |
| S2 |
976-6 |
976-6 |
1045-1 |
|
| S3 |
915-6 |
955-4 |
1039-4 |
|
| S4 |
854-6 |
894-4 |
1022-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1059-0 |
986-2 |
72-6 |
7.4% |
24-5 |
2.5% |
0% |
False |
True |
15,182 |
| 10 |
1059-0 |
961-0 |
98-0 |
9.9% |
24-3 |
2.5% |
26% |
False |
False |
11,524 |
| 20 |
1059-0 |
850-0 |
209-0 |
21.2% |
22-2 |
2.3% |
65% |
False |
False |
8,734 |
| 40 |
1059-0 |
797-0 |
262-0 |
26.6% |
20-6 |
2.1% |
72% |
False |
False |
7,006 |
| 60 |
1059-0 |
797-0 |
262-0 |
26.6% |
23-0 |
2.3% |
72% |
False |
False |
6,329 |
| 80 |
1262-0 |
797-0 |
465-0 |
47.1% |
23-2 |
2.4% |
41% |
False |
False |
5,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1205-4 |
|
2.618 |
1137-2 |
|
1.618 |
1095-4 |
|
1.000 |
1069-6 |
|
0.618 |
1053-6 |
|
HIGH |
1028-0 |
|
0.618 |
1012-0 |
|
0.500 |
1007-1 |
|
0.382 |
1002-2 |
|
LOW |
986-2 |
|
0.618 |
960-4 |
|
1.000 |
944-4 |
|
1.618 |
918-6 |
|
2.618 |
877-0 |
|
4.250 |
808-6 |
|
|
| Fisher Pivots for day following 12-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1007-1 |
1022-5 |
| PP |
1000-1 |
1010-4 |
| S1 |
993-2 |
998-3 |
|