CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1195-0 |
1186-0 |
-9-0 |
-0.8% |
1127-0 |
| High |
1200-0 |
1197-0 |
-3-0 |
-0.3% |
1187-4 |
| Low |
1177-4 |
1176-0 |
-1-4 |
-0.1% |
1127-0 |
| Close |
1187-0 |
1179-0 |
-8-0 |
-0.7% |
1166-0 |
| Range |
22-4 |
21-0 |
-1-4 |
-6.7% |
60-4 |
| ATR |
23-7 |
23-5 |
-0-2 |
-0.9% |
0-0 |
| Volume |
83,020 |
94,011 |
10,991 |
13.2% |
415,004 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1247-0 |
1234-0 |
1190-4 |
|
| R3 |
1226-0 |
1213-0 |
1184-6 |
|
| R2 |
1205-0 |
1205-0 |
1182-7 |
|
| R1 |
1192-0 |
1192-0 |
1180-7 |
1188-0 |
| PP |
1184-0 |
1184-0 |
1184-0 |
1182-0 |
| S1 |
1171-0 |
1171-0 |
1177-1 |
1167-0 |
| S2 |
1163-0 |
1163-0 |
1175-1 |
|
| S3 |
1142-0 |
1150-0 |
1173-2 |
|
| S4 |
1121-0 |
1129-0 |
1167-4 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1341-5 |
1314-3 |
1199-2 |
|
| R3 |
1281-1 |
1253-7 |
1182-5 |
|
| R2 |
1220-5 |
1220-5 |
1177-1 |
|
| R1 |
1193-3 |
1193-3 |
1171-4 |
1207-0 |
| PP |
1160-1 |
1160-1 |
1160-1 |
1167-0 |
| S1 |
1132-7 |
1132-7 |
1160-4 |
1146-4 |
| S2 |
1099-5 |
1099-5 |
1154-7 |
|
| S3 |
1039-1 |
1072-3 |
1149-3 |
|
| S4 |
978-5 |
1011-7 |
1132-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1200-0 |
1156-4 |
43-4 |
3.7% |
22-4 |
1.9% |
52% |
False |
False |
84,720 |
| 10 |
1200-0 |
1125-0 |
75-0 |
6.4% |
22-1 |
1.9% |
72% |
False |
False |
84,841 |
| 20 |
1200-0 |
1041-4 |
158-4 |
13.4% |
22-1 |
1.9% |
87% |
False |
False |
89,921 |
| 40 |
1200-0 |
948-0 |
252-0 |
21.4% |
20-7 |
1.8% |
92% |
False |
False |
78,648 |
| 60 |
1200-0 |
845-0 |
355-0 |
30.1% |
19-7 |
1.7% |
94% |
False |
False |
60,904 |
| 80 |
1200-0 |
842-0 |
358-0 |
30.4% |
19-5 |
1.7% |
94% |
False |
False |
50,570 |
| 100 |
1200-0 |
842-0 |
358-0 |
30.4% |
20-5 |
1.8% |
94% |
False |
False |
43,846 |
| 120 |
1200-0 |
797-0 |
403-0 |
34.2% |
20-4 |
1.7% |
95% |
False |
False |
37,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1286-2 |
|
2.618 |
1252-0 |
|
1.618 |
1231-0 |
|
1.000 |
1218-0 |
|
0.618 |
1210-0 |
|
HIGH |
1197-0 |
|
0.618 |
1189-0 |
|
0.500 |
1186-4 |
|
0.382 |
1184-0 |
|
LOW |
1176-0 |
|
0.618 |
1163-0 |
|
1.000 |
1155-0 |
|
1.618 |
1142-0 |
|
2.618 |
1121-0 |
|
4.250 |
1086-6 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1186-4 |
1178-6 |
| PP |
1184-0 |
1178-4 |
| S1 |
1181-4 |
1178-2 |
|