CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 15-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
997-4 |
990-0 |
-7-4 |
-0.8% |
998-0 |
High |
1000-4 |
1041-0 |
40-4 |
4.0% |
1059-0 |
Low |
980-0 |
990-0 |
10-0 |
1.0% |
998-0 |
Close |
990-0 |
1013-2 |
23-2 |
2.3% |
1056-2 |
Range |
20-4 |
51-0 |
30-4 |
148.8% |
61-0 |
ATR |
28-7 |
30-4 |
1-5 |
5.5% |
0-0 |
Volume |
12,230 |
18,250 |
6,020 |
49.2% |
63,818 |
|
Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1167-6 |
1141-4 |
1041-2 |
|
R3 |
1116-6 |
1090-4 |
1027-2 |
|
R2 |
1065-6 |
1065-6 |
1022-5 |
|
R1 |
1039-4 |
1039-4 |
1017-7 |
1052-5 |
PP |
1014-6 |
1014-6 |
1014-6 |
1021-2 |
S1 |
988-4 |
988-4 |
1008-5 |
1001-5 |
S2 |
963-6 |
963-6 |
1003-7 |
|
S3 |
912-6 |
937-4 |
999-2 |
|
S4 |
861-6 |
886-4 |
985-2 |
|
|
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 |
980-0 |
79-0 |
7.8% |
31-3 |
3.1% |
42% |
False |
False |
16,897 |
10 |
1059-0 |
980-0 |
79-0 |
7.8% |
25-1 |
2.5% |
42% |
False |
False |
13,844 |
20 |
1059-0 |
879-4 |
179-4 |
17.7% |
23-0 |
2.3% |
75% |
False |
False |
9,900 |
40 |
1059-0 |
797-0 |
262-0 |
25.9% |
21-3 |
2.1% |
83% |
False |
False |
7,959 |
60 |
1059-0 |
797-0 |
262-0 |
25.9% |
23-1 |
2.3% |
83% |
False |
False |
6,831 |
80 |
1255-0 |
797-0 |
458-0 |
45.2% |
23-3 |
2.3% |
47% |
False |
False |
6,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1257-6 |
2.618 |
1174-4 |
1.618 |
1123-4 |
1.000 |
1092-0 |
0.618 |
1072-4 |
HIGH |
1041-0 |
0.618 |
1021-4 |
0.500 |
1015-4 |
0.382 |
1009-4 |
LOW |
990-0 |
0.618 |
958-4 |
1.000 |
939-0 |
1.618 |
907-4 |
2.618 |
856-4 |
4.250 |
773-2 |
|
|
Fisher Pivots for day following 15-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1015-4 |
1012-3 |
PP |
1014-6 |
1011-3 |
S1 |
1014-0 |
1010-4 |
|