CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 29-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1186-0 |
1193-0 |
7-0 |
0.6% |
1166-0 |
| High |
1197-0 |
1193-0 |
-4-0 |
-0.3% |
1200-0 |
| Low |
1176-0 |
1176-0 |
0-0 |
0.0% |
1156-4 |
| Close |
1179-0 |
1184-0 |
5-0 |
0.4% |
1184-0 |
| Range |
21-0 |
17-0 |
-4-0 |
-19.0% |
43-4 |
| ATR |
23-5 |
23-1 |
-0-4 |
-2.0% |
0-0 |
| Volume |
94,011 |
77,914 |
-16,097 |
-17.1% |
322,083 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1235-3 |
1226-5 |
1193-3 |
|
| R3 |
1218-3 |
1209-5 |
1188-5 |
|
| R2 |
1201-3 |
1201-3 |
1187-1 |
|
| R1 |
1192-5 |
1192-5 |
1185-4 |
1188-4 |
| PP |
1184-3 |
1184-3 |
1184-3 |
1182-2 |
| S1 |
1175-5 |
1175-5 |
1182-4 |
1171-4 |
| S2 |
1167-3 |
1167-3 |
1180-7 |
|
| S3 |
1150-3 |
1158-5 |
1179-3 |
|
| S4 |
1133-3 |
1141-5 |
1174-5 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1310-5 |
1290-7 |
1207-7 |
|
| R3 |
1267-1 |
1247-3 |
1196-0 |
|
| R2 |
1223-5 |
1223-5 |
1192-0 |
|
| R1 |
1203-7 |
1203-7 |
1188-0 |
1213-6 |
| PP |
1180-1 |
1180-1 |
1180-1 |
1185-1 |
| S1 |
1160-3 |
1160-3 |
1180-0 |
1170-2 |
| S2 |
1136-5 |
1136-5 |
1176-0 |
|
| S3 |
1093-1 |
1116-7 |
1172-0 |
|
| S4 |
1049-5 |
1073-3 |
1160-1 |
|
|
| 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% |
21-6 |
1.8% |
63% |
False |
False |
79,924 |
| 10 |
1200-0 |
1125-0 |
75-0 |
6.3% |
21-4 |
1.8% |
79% |
False |
False |
82,960 |
| 20 |
1200-0 |
1055-0 |
145-0 |
12.2% |
22-2 |
1.9% |
89% |
False |
False |
88,640 |
| 40 |
1200-0 |
974-4 |
225-4 |
19.0% |
21-1 |
1.8% |
93% |
False |
False |
79,557 |
| 60 |
1200-0 |
845-0 |
355-0 |
30.0% |
19-7 |
1.7% |
95% |
False |
False |
61,569 |
| 80 |
1200-0 |
842-0 |
358-0 |
30.2% |
19-6 |
1.7% |
96% |
False |
False |
51,371 |
| 100 |
1200-0 |
842-0 |
358-0 |
30.2% |
20-5 |
1.7% |
96% |
False |
False |
44,549 |
| 120 |
1200-0 |
797-0 |
403-0 |
34.0% |
20-5 |
1.7% |
96% |
False |
False |
38,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1265-2 |
|
2.618 |
1237-4 |
|
1.618 |
1220-4 |
|
1.000 |
1210-0 |
|
0.618 |
1203-4 |
|
HIGH |
1193-0 |
|
0.618 |
1186-4 |
|
0.500 |
1184-4 |
|
0.382 |
1182-4 |
|
LOW |
1176-0 |
|
0.618 |
1165-4 |
|
1.000 |
1159-0 |
|
1.618 |
1148-4 |
|
2.618 |
1131-4 |
|
4.250 |
1103-6 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1184-4 |
1188-0 |
| PP |
1184-3 |
1186-5 |
| S1 |
1184-1 |
1185-3 |
|