CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 26-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1025-0 |
1042-0 |
17-0 |
1.7% |
1038-0 |
| High |
1046-0 |
1054-4 |
8-4 |
0.8% |
1048-0 |
| Low |
1020-0 |
1014-0 |
-6-0 |
-0.6% |
999-0 |
| Close |
1023-2 |
1024-0 |
0-6 |
0.1% |
1023-2 |
| Range |
26-0 |
40-4 |
14-4 |
55.8% |
49-0 |
| ATR |
30-2 |
31-0 |
0-6 |
2.4% |
0-0 |
| Volume |
21,454 |
29,506 |
8,052 |
37.5% |
70,163 |
|
| Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1152-3 |
1128-5 |
1046-2 |
|
| R3 |
1111-7 |
1088-1 |
1035-1 |
|
| R2 |
1071-3 |
1071-3 |
1031-3 |
|
| R1 |
1047-5 |
1047-5 |
1027-6 |
1039-2 |
| PP |
1030-7 |
1030-7 |
1030-7 |
1026-5 |
| S1 |
1007-1 |
1007-1 |
1020-2 |
998-6 |
| S2 |
990-3 |
990-3 |
1016-5 |
|
| S3 |
949-7 |
966-5 |
1012-7 |
|
| S4 |
909-3 |
926-1 |
1001-6 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1170-3 |
1145-7 |
1050-2 |
|
| R3 |
1121-3 |
1096-7 |
1036-6 |
|
| R2 |
1072-3 |
1072-3 |
1032-2 |
|
| R1 |
1047-7 |
1047-7 |
1027-6 |
1035-5 |
| PP |
1023-3 |
1023-3 |
1023-3 |
1017-2 |
| S1 |
998-7 |
998-7 |
1018-6 |
986-5 |
| S2 |
974-3 |
974-3 |
1014-2 |
|
| S3 |
925-3 |
949-7 |
1009-6 |
|
| S4 |
876-3 |
900-7 |
996-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1054-4 |
999-0 |
55-4 |
5.4% |
32-4 |
3.2% |
45% |
True |
False |
19,933 |
| 10 |
1054-4 |
980-0 |
74-4 |
7.3% |
30-7 |
3.0% |
59% |
True |
False |
19,699 |
| 20 |
1059-0 |
946-0 |
113-0 |
11.0% |
27-4 |
2.7% |
69% |
False |
False |
14,784 |
| 40 |
1059-0 |
797-0 |
262-0 |
25.6% |
22-4 |
2.2% |
87% |
False |
False |
10,488 |
| 60 |
1059-0 |
797-0 |
262-0 |
25.6% |
22-6 |
2.2% |
87% |
False |
False |
8,499 |
| 80 |
1116-0 |
797-0 |
319-0 |
31.2% |
23-7 |
2.3% |
71% |
False |
False |
7,836 |
| 100 |
1325-0 |
797-0 |
528-0 |
51.6% |
24-5 |
2.4% |
43% |
False |
False |
6,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1226-5 |
|
2.618 |
1160-4 |
|
1.618 |
1120-0 |
|
1.000 |
1095-0 |
|
0.618 |
1079-4 |
|
HIGH |
1054-4 |
|
0.618 |
1039-0 |
|
0.500 |
1034-2 |
|
0.382 |
1029-4 |
|
LOW |
1014-0 |
|
0.618 |
989-0 |
|
1.000 |
973-4 |
|
1.618 |
948-4 |
|
2.618 |
908-0 |
|
4.250 |
841-7 |
|
|
| Fisher Pivots for day following 26-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1034-2 |
1034-2 |
| PP |
1030-7 |
1030-7 |
| S1 |
1027-3 |
1027-3 |
|