CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 02-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1202-0 |
1216-0 |
14-0 |
1.2% |
1166-0 |
| High |
1226-0 |
1218-0 |
-8-0 |
-0.7% |
1200-0 |
| Low |
1202-0 |
1200-4 |
-1-4 |
-0.1% |
1156-4 |
| Close |
1218-4 |
1209-0 |
-9-4 |
-0.8% |
1184-0 |
| Range |
24-0 |
17-4 |
-6-4 |
-27.1% |
43-4 |
| ATR |
24-4 |
24-0 |
-0-4 |
-1.9% |
0-0 |
| Volume |
72,105 |
97,966 |
25,861 |
35.9% |
322,083 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1261-5 |
1252-7 |
1218-5 |
|
| R3 |
1244-1 |
1235-3 |
1213-6 |
|
| R2 |
1226-5 |
1226-5 |
1212-2 |
|
| R1 |
1217-7 |
1217-7 |
1210-5 |
1213-4 |
| PP |
1209-1 |
1209-1 |
1209-1 |
1207-0 |
| S1 |
1200-3 |
1200-3 |
1207-3 |
1196-0 |
| S2 |
1191-5 |
1191-5 |
1205-6 |
|
| S3 |
1174-1 |
1182-7 |
1204-2 |
|
| S4 |
1156-5 |
1165-3 |
1199-3 |
|
|
| 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 |
1176-0 |
50-0 |
4.1% |
20-3 |
1.7% |
66% |
False |
False |
85,003 |
| 10 |
1226-0 |
1156-4 |
69-4 |
5.7% |
21-0 |
1.7% |
76% |
False |
False |
82,706 |
| 20 |
1226-0 |
1092-4 |
133-4 |
11.0% |
20-6 |
1.7% |
87% |
False |
False |
85,313 |
| 40 |
1226-0 |
982-4 |
243-4 |
20.1% |
21-3 |
1.8% |
93% |
False |
False |
82,082 |
| 60 |
1226-0 |
857-0 |
369-0 |
30.5% |
20-1 |
1.7% |
95% |
False |
False |
63,494 |
| 80 |
1226-0 |
842-0 |
384-0 |
31.8% |
19-5 |
1.6% |
96% |
False |
False |
52,774 |
| 100 |
1226-0 |
842-0 |
384-0 |
31.8% |
20-6 |
1.7% |
96% |
False |
False |
45,964 |
| 120 |
1226-0 |
836-0 |
390-0 |
32.3% |
20-5 |
1.7% |
96% |
False |
False |
39,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1292-3 |
|
2.618 |
1263-7 |
|
1.618 |
1246-3 |
|
1.000 |
1235-4 |
|
0.618 |
1228-7 |
|
HIGH |
1218-0 |
|
0.618 |
1211-3 |
|
0.500 |
1209-2 |
|
0.382 |
1207-1 |
|
LOW |
1200-4 |
|
0.618 |
1189-5 |
|
1.000 |
1183-0 |
|
1.618 |
1172-1 |
|
2.618 |
1154-5 |
|
4.250 |
1126-1 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1209-2 |
1206-3 |
| PP |
1209-1 |
1203-5 |
| S1 |
1209-1 |
1201-0 |
|