CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 20-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1028-0 |
1038-0 |
10-0 |
1.0% |
1020-0 |
| High |
1039-0 |
1048-0 |
9-0 |
0.9% |
1041-0 |
| Low |
1026-0 |
999-0 |
-27-0 |
-2.6% |
980-0 |
| Close |
1038-4 |
1011-0 |
-27-4 |
-2.6% |
1038-4 |
| Range |
13-0 |
49-0 |
36-0 |
276.9% |
61-0 |
| ATR |
30-1 |
31-4 |
1-3 |
4.5% |
0-0 |
| Volume |
29,397 |
17,133 |
-12,264 |
-41.7% |
97,329 |
|
| Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1166-3 |
1137-5 |
1038-0 |
|
| R3 |
1117-3 |
1088-5 |
1024-4 |
|
| R2 |
1068-3 |
1068-3 |
1020-0 |
|
| R1 |
1039-5 |
1039-5 |
1015-4 |
1029-4 |
| PP |
1019-3 |
1019-3 |
1019-3 |
1014-2 |
| S1 |
990-5 |
990-5 |
1006-4 |
980-4 |
| S2 |
970-3 |
970-3 |
1002-0 |
|
| S3 |
921-3 |
941-5 |
997-4 |
|
| S4 |
872-3 |
892-5 |
984-0 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1202-7 |
1181-5 |
1072-0 |
|
| R3 |
1141-7 |
1120-5 |
1055-2 |
|
| R2 |
1080-7 |
1080-7 |
1049-5 |
|
| R1 |
1059-5 |
1059-5 |
1044-1 |
1070-2 |
| PP |
1019-7 |
1019-7 |
1019-7 |
1025-1 |
| S1 |
998-5 |
998-5 |
1032-7 |
1009-2 |
| S2 |
958-7 |
958-7 |
1027-3 |
|
| S3 |
897-7 |
937-5 |
1021-6 |
|
| S4 |
836-7 |
876-5 |
1005-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1048-0 |
980-0 |
68-0 |
6.7% |
30-5 |
3.0% |
46% |
True |
False |
18,948 |
| 10 |
1059-0 |
980-0 |
79-0 |
7.8% |
27-5 |
2.7% |
39% |
False |
False |
17,065 |
| 20 |
1059-0 |
890-0 |
169-0 |
16.7% |
24-2 |
2.4% |
72% |
False |
False |
11,517 |
| 40 |
1059-0 |
797-0 |
262-0 |
25.9% |
22-0 |
2.2% |
82% |
False |
False |
8,947 |
| 60 |
1059-0 |
797-0 |
262-0 |
25.9% |
23-5 |
2.3% |
82% |
False |
False |
7,444 |
| 80 |
1250-0 |
797-0 |
453-0 |
44.8% |
23-5 |
2.3% |
47% |
False |
False |
6,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1256-2 |
|
2.618 |
1176-2 |
|
1.618 |
1127-2 |
|
1.000 |
1097-0 |
|
0.618 |
1078-2 |
|
HIGH |
1048-0 |
|
0.618 |
1029-2 |
|
0.500 |
1023-4 |
|
0.382 |
1017-6 |
|
LOW |
999-0 |
|
0.618 |
968-6 |
|
1.000 |
950-0 |
|
1.618 |
919-6 |
|
2.618 |
870-6 |
|
4.250 |
790-6 |
|
|
| Fisher Pivots for day following 20-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1023-4 |
1019-0 |
| PP |
1019-3 |
1016-3 |
| S1 |
1015-1 |
1013-5 |
|