CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
993-0 |
985-0 |
-8-0 |
-0.8% |
1038-0 |
| High |
1003-0 |
1006-0 |
3-0 |
0.3% |
1048-0 |
| Low |
989-0 |
985-0 |
-4-0 |
-0.4% |
999-0 |
| Close |
991-6 |
997-4 |
5-6 |
0.6% |
1023-2 |
| Range |
14-0 |
21-0 |
7-0 |
50.0% |
49-0 |
| ATR |
31-2 |
30-4 |
-0-6 |
-2.3% |
0-0 |
| Volume |
18,096 |
22,318 |
4,222 |
23.3% |
70,163 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1059-1 |
1049-3 |
1009-0 |
|
| R3 |
1038-1 |
1028-3 |
1003-2 |
|
| R2 |
1017-1 |
1017-1 |
1001-3 |
|
| R1 |
1007-3 |
1007-3 |
999-3 |
1012-2 |
| PP |
996-1 |
996-1 |
996-1 |
998-5 |
| S1 |
986-3 |
986-3 |
995-5 |
991-2 |
| S2 |
975-1 |
975-1 |
993-5 |
|
| S3 |
954-1 |
965-3 |
991-6 |
|
| S4 |
933-1 |
944-3 |
986-0 |
|
|
| 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 |
985-0 |
69-4 |
7.0% |
24-0 |
2.4% |
18% |
False |
True |
20,627 |
| 10 |
1054-4 |
980-0 |
74-4 |
7.5% |
28-2 |
2.8% |
23% |
False |
False |
19,996 |
| 20 |
1059-0 |
965-0 |
94-0 |
9.4% |
25-2 |
2.5% |
35% |
False |
False |
16,413 |
| 40 |
1059-0 |
797-0 |
262-0 |
26.3% |
22-6 |
2.3% |
77% |
False |
False |
11,329 |
| 60 |
1059-0 |
797-0 |
262-0 |
26.3% |
22-3 |
2.2% |
77% |
False |
False |
8,953 |
| 80 |
1069-0 |
797-0 |
272-0 |
27.3% |
23-5 |
2.4% |
74% |
False |
False |
8,160 |
| 100 |
1262-0 |
797-0 |
465-0 |
46.6% |
24-3 |
2.4% |
43% |
False |
False |
7,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1095-2 |
|
2.618 |
1061-0 |
|
1.618 |
1040-0 |
|
1.000 |
1027-0 |
|
0.618 |
1019-0 |
|
HIGH |
1006-0 |
|
0.618 |
998-0 |
|
0.500 |
995-4 |
|
0.382 |
993-0 |
|
LOW |
985-0 |
|
0.618 |
972-0 |
|
1.000 |
964-0 |
|
1.618 |
951-0 |
|
2.618 |
930-0 |
|
4.250 |
895-6 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
996-7 |
1019-6 |
| PP |
996-1 |
1012-3 |
| S1 |
995-4 |
1004-7 |
|