CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 29-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
985-0 |
986-0 |
1-0 |
0.1% |
1038-0 |
| High |
1006-0 |
991-0 |
-15-0 |
-1.5% |
1048-0 |
| Low |
985-0 |
981-0 |
-4-0 |
-0.4% |
999-0 |
| Close |
997-4 |
985-0 |
-12-4 |
-1.3% |
1023-2 |
| Range |
21-0 |
10-0 |
-11-0 |
-52.4% |
49-0 |
| ATR |
30-4 |
29-4 |
-1-0 |
-3.3% |
0-0 |
| Volume |
22,318 |
13,926 |
-8,392 |
-37.6% |
70,163 |
|
| Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1015-5 |
1010-3 |
990-4 |
|
| R3 |
1005-5 |
1000-3 |
987-6 |
|
| R2 |
995-5 |
995-5 |
986-7 |
|
| R1 |
990-3 |
990-3 |
985-7 |
988-0 |
| PP |
985-5 |
985-5 |
985-5 |
984-4 |
| S1 |
980-3 |
980-3 |
984-1 |
978-0 |
| S2 |
975-5 |
975-5 |
983-1 |
|
| S3 |
965-5 |
970-3 |
982-2 |
|
| S4 |
955-5 |
960-3 |
979-4 |
|
|
| 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 |
981-0 |
73-4 |
7.5% |
22-2 |
2.3% |
5% |
False |
True |
21,060 |
| 10 |
1054-4 |
981-0 |
73-4 |
7.5% |
27-1 |
2.8% |
5% |
False |
True |
20,165 |
| 20 |
1059-0 |
972-0 |
87-0 |
8.8% |
25-2 |
2.6% |
15% |
False |
False |
16,485 |
| 40 |
1059-0 |
797-0 |
262-0 |
26.6% |
22-5 |
2.3% |
72% |
False |
False |
11,592 |
| 60 |
1059-0 |
797-0 |
262-0 |
26.6% |
22-2 |
2.3% |
72% |
False |
False |
9,123 |
| 80 |
1059-0 |
797-0 |
262-0 |
26.6% |
23-3 |
2.4% |
72% |
False |
False |
8,192 |
| 100 |
1262-0 |
797-0 |
465-0 |
47.2% |
24-1 |
2.4% |
40% |
False |
False |
7,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1033-4 |
|
2.618 |
1017-1 |
|
1.618 |
1007-1 |
|
1.000 |
1001-0 |
|
0.618 |
997-1 |
|
HIGH |
991-0 |
|
0.618 |
987-1 |
|
0.500 |
986-0 |
|
0.382 |
984-7 |
|
LOW |
981-0 |
|
0.618 |
974-7 |
|
1.000 |
971-0 |
|
1.618 |
964-7 |
|
2.618 |
954-7 |
|
4.250 |
938-4 |
|
|
| Fisher Pivots for day following 29-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
986-0 |
993-4 |
| PP |
985-5 |
990-5 |
| S1 |
985-3 |
987-7 |
|