CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 30-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
986-0 |
986-4 |
0-4 |
0.1% |
1042-0 |
High |
991-0 |
1003-0 |
12-0 |
1.2% |
1054-4 |
Low |
981-0 |
985-0 |
4-0 |
0.4% |
981-0 |
Close |
985-0 |
993-6 |
8-6 |
0.9% |
993-6 |
Range |
10-0 |
18-0 |
8-0 |
80.0% |
73-4 |
ATR |
29-4 |
28-6 |
-0-7 |
-2.8% |
0-0 |
Volume |
13,926 |
8,786 |
-5,140 |
-36.9% |
92,632 |
|
Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1047-7 |
1038-7 |
1003-5 |
|
R3 |
1029-7 |
1020-7 |
998-6 |
|
R2 |
1011-7 |
1011-7 |
997-0 |
|
R1 |
1002-7 |
1002-7 |
995-3 |
1007-3 |
PP |
993-7 |
993-7 |
993-7 |
996-2 |
S1 |
984-7 |
984-7 |
992-1 |
989-3 |
S2 |
975-7 |
975-7 |
990-4 |
|
S3 |
957-7 |
966-7 |
988-6 |
|
S4 |
939-7 |
948-7 |
983-7 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1230-2 |
1185-4 |
1034-1 |
|
R3 |
1156-6 |
1112-0 |
1014-0 |
|
R2 |
1083-2 |
1083-2 |
1007-2 |
|
R1 |
1038-4 |
1038-4 |
1000-4 |
1024-1 |
PP |
1009-6 |
1009-6 |
1009-6 |
1002-4 |
S1 |
965-0 |
965-0 |
987-0 |
950-5 |
S2 |
936-2 |
936-2 |
980-2 |
|
S3 |
862-6 |
891-4 |
973-4 |
|
S4 |
789-2 |
818-0 |
953-3 |
|
|
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 |
7.4% |
20-6 |
2.1% |
17% |
False |
False |
18,526 |
10 |
1054-4 |
981-0 |
73-4 |
7.4% |
23-7 |
2.4% |
17% |
False |
False |
19,219 |
20 |
1059-0 |
980-0 |
79-0 |
7.9% |
24-4 |
2.5% |
17% |
False |
False |
16,531 |
40 |
1059-0 |
797-0 |
262-0 |
26.4% |
22-2 |
2.2% |
75% |
False |
False |
11,619 |
60 |
1059-0 |
797-0 |
262-0 |
26.4% |
22-2 |
2.2% |
75% |
False |
False |
9,220 |
80 |
1059-0 |
797-0 |
262-0 |
26.4% |
23-3 |
2.4% |
75% |
False |
False |
8,203 |
100 |
1262-0 |
797-0 |
465-0 |
46.8% |
24-1 |
2.4% |
42% |
False |
False |
7,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1079-4 |
2.618 |
1050-1 |
1.618 |
1032-1 |
1.000 |
1021-0 |
0.618 |
1014-1 |
HIGH |
1003-0 |
0.618 |
996-1 |
0.500 |
994-0 |
0.382 |
991-7 |
LOW |
985-0 |
0.618 |
973-7 |
1.000 |
967-0 |
1.618 |
955-7 |
2.618 |
937-7 |
4.250 |
908-4 |
|
|
Fisher Pivots for day following 30-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
994-0 |
993-5 |
PP |
993-7 |
993-5 |
S1 |
993-7 |
993-4 |
|