CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 21-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1038-0 |
1010-0 |
-28-0 |
-2.7% |
1020-0 |
| High |
1048-0 |
1038-4 |
-9-4 |
-0.9% |
1041-0 |
| Low |
999-0 |
1010-0 |
11-0 |
1.1% |
980-0 |
| Close |
1011-0 |
1038-4 |
27-4 |
2.7% |
1038-4 |
| Range |
49-0 |
28-4 |
-20-4 |
-41.8% |
61-0 |
| ATR |
31-4 |
31-2 |
-0-2 |
-0.7% |
0-0 |
| Volume |
17,133 |
19,814 |
2,681 |
15.6% |
97,329 |
|
| Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1114-4 |
1105-0 |
1054-1 |
|
| R3 |
1086-0 |
1076-4 |
1046-3 |
|
| R2 |
1057-4 |
1057-4 |
1043-6 |
|
| R1 |
1048-0 |
1048-0 |
1041-1 |
1052-6 |
| PP |
1029-0 |
1029-0 |
1029-0 |
1031-3 |
| S1 |
1019-4 |
1019-4 |
1035-7 |
1024-2 |
| S2 |
1000-4 |
1000-4 |
1033-2 |
|
| S3 |
972-0 |
991-0 |
1030-5 |
|
| S4 |
943-4 |
962-4 |
1022-7 |
|
|
| 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 |
6.5% |
32-3 |
3.1% |
86% |
False |
False |
19,364 |
| 10 |
1059-0 |
980-0 |
79-0 |
7.6% |
28-1 |
2.7% |
74% |
False |
False |
18,111 |
| 20 |
1059-0 |
906-0 |
153-0 |
14.7% |
25-3 |
2.4% |
87% |
False |
False |
12,230 |
| 40 |
1059-0 |
797-0 |
262-0 |
25.2% |
22-2 |
2.1% |
92% |
False |
False |
9,340 |
| 60 |
1059-0 |
797-0 |
262-0 |
25.2% |
23-6 |
2.3% |
92% |
False |
False |
7,709 |
| 80 |
1229-0 |
797-0 |
432-0 |
41.6% |
23-5 |
2.3% |
56% |
False |
False |
7,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1159-5 |
|
2.618 |
1113-1 |
|
1.618 |
1084-5 |
|
1.000 |
1067-0 |
|
0.618 |
1056-1 |
|
HIGH |
1038-4 |
|
0.618 |
1027-5 |
|
0.500 |
1024-2 |
|
0.382 |
1020-7 |
|
LOW |
1010-0 |
|
0.618 |
992-3 |
|
1.000 |
981-4 |
|
1.618 |
963-7 |
|
2.618 |
935-3 |
|
4.250 |
888-7 |
|
|
| Fisher Pivots for day following 21-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1033-6 |
1033-4 |
| PP |
1029-0 |
1028-4 |
| S1 |
1024-2 |
1023-4 |
|