CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 1197-0 1213-0 16-0 1.3% 1202-0
High 1231-0 1233-4 2-4 0.2% 1233-4
Low 1193-4 1212-0 18-4 1.6% 1181-0
Close 1230-0 1225-4 -4-4 -0.4% 1225-4
Range 37-4 21-4 -16-0 -42.7% 52-4
ATR 26-1 25-6 -0-3 -1.3% 0-0
Volume 84,924 92,737 7,813 9.2% 418,769
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 1288-1 1278-3 1237-3
R3 1266-5 1256-7 1231-3
R2 1245-1 1245-1 1229-4
R1 1235-3 1235-3 1227-4 1240-2
PP 1223-5 1223-5 1223-5 1226-1
S1 1213-7 1213-7 1223-4 1218-6
S2 1202-1 1202-1 1221-4
S3 1180-5 1192-3 1219-5
S4 1159-1 1170-7 1213-5
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 1370-7 1350-5 1254-3
R3 1318-3 1298-1 1240-0
R2 1265-7 1265-7 1235-1
R1 1245-5 1245-5 1230-2 1255-6
PP 1213-3 1213-3 1213-3 1218-3
S1 1193-1 1193-1 1220-6 1203-2
S2 1160-7 1160-7 1215-7
S3 1108-3 1140-5 1211-0
S4 1055-7 1088-1 1196-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1233-4 1181-0 52-4 4.3% 22-7 1.9% 85% True False 83,753
10 1233-4 1156-4 77-0 6.3% 22-3 1.8% 90% True False 81,839
20 1233-4 1093-0 140-4 11.5% 21-3 1.7% 94% True False 83,111
40 1233-4 982-4 251-0 20.5% 22-0 1.8% 97% True False 84,672
60 1233-4 865-0 368-4 30.1% 20-2 1.6% 98% True False 66,795
80 1233-4 842-0 391-4 31.9% 19-6 1.6% 98% True False 55,129
100 1233-4 842-0 391-4 31.9% 20-5 1.7% 98% True False 47,978
120 1233-4 842-0 391-4 31.9% 20-7 1.7% 98% True False 41,437
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1324-7
2.618 1289-6
1.618 1268-2
1.000 1255-0
0.618 1246-6
HIGH 1233-4
0.618 1225-2
0.500 1222-6
0.382 1220-2
LOW 1212-0
0.618 1198-6
1.000 1190-4
1.618 1177-2
2.618 1155-6
4.250 1120-5
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 1224-5 1219-3
PP 1223-5 1213-3
S1 1222-6 1207-2

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These figures are updated between 7pm and 10pm EST after a trading day.

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