CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1213-0 |
1218-0 |
5-0 |
0.4% |
1202-0 |
| High |
1233-4 |
1239-0 |
5-4 |
0.4% |
1233-4 |
| Low |
1212-0 |
1218-0 |
6-0 |
0.5% |
1181-0 |
| Close |
1225-4 |
1232-4 |
7-0 |
0.6% |
1225-4 |
| Range |
21-4 |
21-0 |
-0-4 |
-2.3% |
52-4 |
| ATR |
25-6 |
25-3 |
-0-3 |
-1.3% |
0-0 |
| Volume |
92,737 |
83,368 |
-9,369 |
-10.1% |
418,769 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1292-7 |
1283-5 |
1244-0 |
|
| R3 |
1271-7 |
1262-5 |
1238-2 |
|
| R2 |
1250-7 |
1250-7 |
1236-3 |
|
| R1 |
1241-5 |
1241-5 |
1234-3 |
1246-2 |
| PP |
1229-7 |
1229-7 |
1229-7 |
1232-1 |
| S1 |
1220-5 |
1220-5 |
1230-5 |
1225-2 |
| S2 |
1208-7 |
1208-7 |
1228-5 |
|
| S3 |
1187-7 |
1199-5 |
1226-6 |
|
| S4 |
1166-7 |
1178-5 |
1221-0 |
|
|
| 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 |
1239-0 |
1181-0 |
58-0 |
4.7% |
22-2 |
1.8% |
89% |
True |
False |
86,006 |
| 10 |
1239-0 |
1156-4 |
82-4 |
6.7% |
22-5 |
1.8% |
92% |
True |
False |
82,422 |
| 20 |
1239-0 |
1093-0 |
146-0 |
11.8% |
21-6 |
1.8% |
96% |
True |
False |
82,292 |
| 40 |
1239-0 |
982-4 |
256-4 |
20.8% |
21-7 |
1.8% |
97% |
True |
False |
85,293 |
| 60 |
1239-0 |
868-0 |
371-0 |
30.1% |
20-2 |
1.6% |
98% |
True |
False |
67,915 |
| 80 |
1239-0 |
842-0 |
397-0 |
32.2% |
19-6 |
1.6% |
98% |
True |
False |
56,002 |
| 100 |
1239-0 |
842-0 |
397-0 |
32.2% |
20-5 |
1.7% |
98% |
True |
False |
48,634 |
| 120 |
1239-0 |
842-0 |
397-0 |
32.2% |
20-6 |
1.7% |
98% |
True |
False |
42,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1328-2 |
|
2.618 |
1294-0 |
|
1.618 |
1273-0 |
|
1.000 |
1260-0 |
|
0.618 |
1252-0 |
|
HIGH |
1239-0 |
|
0.618 |
1231-0 |
|
0.500 |
1228-4 |
|
0.382 |
1226-0 |
|
LOW |
1218-0 |
|
0.618 |
1205-0 |
|
1.000 |
1197-0 |
|
1.618 |
1184-0 |
|
2.618 |
1163-0 |
|
4.250 |
1128-6 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1231-1 |
1227-1 |
| PP |
1229-7 |
1221-5 |
| S1 |
1228-4 |
1216-2 |
|