CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1193-0 |
1202-0 |
9-0 |
0.8% |
1166-0 |
| High |
1193-0 |
1226-0 |
33-0 |
2.8% |
1200-0 |
| Low |
1176-0 |
1202-0 |
26-0 |
2.2% |
1156-4 |
| Close |
1184-0 |
1218-4 |
34-4 |
2.9% |
1184-0 |
| Range |
17-0 |
24-0 |
7-0 |
41.2% |
43-4 |
| ATR |
23-1 |
24-4 |
1-3 |
5.8% |
0-0 |
| Volume |
77,914 |
72,105 |
-5,809 |
-7.5% |
322,083 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1287-4 |
1277-0 |
1231-6 |
|
| R3 |
1263-4 |
1253-0 |
1225-1 |
|
| R2 |
1239-4 |
1239-4 |
1222-7 |
|
| R1 |
1229-0 |
1229-0 |
1220-6 |
1234-2 |
| PP |
1215-4 |
1215-4 |
1215-4 |
1218-1 |
| S1 |
1205-0 |
1205-0 |
1216-2 |
1210-2 |
| S2 |
1191-4 |
1191-4 |
1214-1 |
|
| S3 |
1167-4 |
1181-0 |
1211-7 |
|
| S4 |
1143-4 |
1157-0 |
1205-2 |
|
|
| 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 |
1226-0 |
1156-4 |
69-4 |
5.7% |
22-7 |
1.9% |
89% |
True |
False |
78,837 |
| 10 |
1226-0 |
1127-0 |
99-0 |
8.1% |
21-2 |
1.7% |
92% |
True |
False |
80,919 |
| 20 |
1226-0 |
1088-0 |
138-0 |
11.3% |
21-4 |
1.8% |
95% |
True |
False |
85,611 |
| 40 |
1226-0 |
976-0 |
250-0 |
20.5% |
21-3 |
1.8% |
97% |
True |
False |
80,608 |
| 60 |
1226-0 |
855-0 |
371-0 |
30.4% |
20-1 |
1.6% |
98% |
True |
False |
62,333 |
| 80 |
1226-0 |
842-0 |
384-0 |
31.5% |
19-6 |
1.6% |
98% |
True |
False |
51,925 |
| 100 |
1226-0 |
842-0 |
384-0 |
31.5% |
20-5 |
1.7% |
98% |
True |
False |
45,177 |
| 120 |
1226-0 |
835-0 |
391-0 |
32.1% |
20-5 |
1.7% |
98% |
True |
False |
38,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1328-0 |
|
2.618 |
1288-7 |
|
1.618 |
1264-7 |
|
1.000 |
1250-0 |
|
0.618 |
1240-7 |
|
HIGH |
1226-0 |
|
0.618 |
1216-7 |
|
0.500 |
1214-0 |
|
0.382 |
1211-1 |
|
LOW |
1202-0 |
|
0.618 |
1187-1 |
|
1.000 |
1178-0 |
|
1.618 |
1163-1 |
|
2.618 |
1139-1 |
|
4.250 |
1100-0 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1217-0 |
1212-5 |
| PP |
1215-4 |
1206-7 |
| S1 |
1214-0 |
1201-0 |
|