CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 13-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2009 |
13-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1020-0 |
996-0 |
-24-0 |
-2.4% |
998-0 |
| High |
1028-0 |
1010-4 |
-17-4 |
-1.7% |
1059-0 |
| Low |
986-2 |
991-0 |
4-6 |
0.5% |
998-0 |
| Close |
986-2 |
991-0 |
4-6 |
0.5% |
1056-2 |
| Range |
41-6 |
19-4 |
-22-2 |
-53.3% |
61-0 |
| ATR |
30-0 |
29-4 |
-0-3 |
-1.4% |
0-0 |
| Volume |
19,720 |
17,732 |
-1,988 |
-10.1% |
63,818 |
|
| Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1056-0 |
1043-0 |
1001-6 |
|
| R3 |
1036-4 |
1023-4 |
996-3 |
|
| R2 |
1017-0 |
1017-0 |
994-5 |
|
| R1 |
1004-0 |
1004-0 |
992-6 |
1000-6 |
| PP |
997-4 |
997-4 |
997-4 |
995-7 |
| S1 |
984-4 |
984-4 |
989-2 |
981-2 |
| S2 |
978-0 |
978-0 |
987-3 |
|
| S3 |
958-4 |
965-0 |
985-5 |
|
| S4 |
939-0 |
945-4 |
980-2 |
|
|
| 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 |
7.3% |
24-0 |
2.4% |
7% |
False |
False |
16,858 |
| 10 |
1059-0 |
965-0 |
94-0 |
9.5% |
22-3 |
2.3% |
28% |
False |
False |
12,831 |
| 20 |
1059-0 |
870-0 |
189-0 |
19.1% |
21-5 |
2.2% |
64% |
False |
False |
9,315 |
| 40 |
1059-0 |
797-0 |
262-0 |
26.4% |
20-2 |
2.0% |
74% |
False |
False |
7,351 |
| 60 |
1059-0 |
797-0 |
262-0 |
26.4% |
22-5 |
2.3% |
74% |
False |
False |
6,523 |
| 80 |
1262-0 |
797-0 |
465-0 |
46.9% |
23-2 |
2.3% |
42% |
False |
False |
6,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1093-3 |
|
2.618 |
1061-4 |
|
1.618 |
1042-0 |
|
1.000 |
1030-0 |
|
0.618 |
1022-4 |
|
HIGH |
1010-4 |
|
0.618 |
1003-0 |
|
0.500 |
1000-6 |
|
0.382 |
998-4 |
|
LOW |
991-0 |
|
0.618 |
979-0 |
|
1.000 |
971-4 |
|
1.618 |
959-4 |
|
2.618 |
940-0 |
|
4.250 |
908-1 |
|
|
| Fisher Pivots for day following 13-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1000-6 |
1022-5 |
| PP |
997-4 |
1012-1 |
| S1 |
994-2 |
1001-4 |
|