CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1218-0 |
1241-0 |
23-0 |
1.9% |
1202-0 |
| High |
1239-0 |
1249-0 |
10-0 |
0.8% |
1233-4 |
| Low |
1218-0 |
1232-4 |
14-4 |
1.2% |
1181-0 |
| Close |
1232-4 |
1243-4 |
11-0 |
0.9% |
1225-4 |
| Range |
21-0 |
16-4 |
-4-4 |
-21.4% |
52-4 |
| ATR |
25-3 |
24-6 |
-0-5 |
-2.5% |
0-0 |
| Volume |
83,368 |
87,744 |
4,376 |
5.2% |
418,769 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1291-1 |
1283-7 |
1252-5 |
|
| R3 |
1274-5 |
1267-3 |
1248-0 |
|
| R2 |
1258-1 |
1258-1 |
1246-4 |
|
| R1 |
1250-7 |
1250-7 |
1245-0 |
1254-4 |
| PP |
1241-5 |
1241-5 |
1241-5 |
1243-4 |
| S1 |
1234-3 |
1234-3 |
1242-0 |
1238-0 |
| S2 |
1225-1 |
1225-1 |
1240-4 |
|
| S3 |
1208-5 |
1217-7 |
1239-0 |
|
| S4 |
1192-1 |
1201-3 |
1234-3 |
|
|
| 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 |
1249-0 |
1181-0 |
68-0 |
5.5% |
22-1 |
1.8% |
92% |
True |
False |
83,962 |
| 10 |
1249-0 |
1176-0 |
73-0 |
5.9% |
21-2 |
1.7% |
92% |
True |
False |
84,482 |
| 20 |
1249-0 |
1103-0 |
146-0 |
11.7% |
21-4 |
1.7% |
96% |
True |
False |
83,151 |
| 40 |
1249-0 |
982-4 |
266-4 |
21.4% |
21-7 |
1.8% |
98% |
True |
False |
86,097 |
| 60 |
1249-0 |
881-0 |
368-0 |
29.6% |
20-2 |
1.6% |
99% |
True |
False |
69,141 |
| 80 |
1249-0 |
842-0 |
407-0 |
32.7% |
19-6 |
1.6% |
99% |
True |
False |
56,918 |
| 100 |
1249-0 |
842-0 |
407-0 |
32.7% |
20-4 |
1.7% |
99% |
True |
False |
49,389 |
| 120 |
1249-0 |
842-0 |
407-0 |
32.7% |
20-5 |
1.7% |
99% |
True |
False |
42,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1319-1 |
|
2.618 |
1292-2 |
|
1.618 |
1275-6 |
|
1.000 |
1265-4 |
|
0.618 |
1259-2 |
|
HIGH |
1249-0 |
|
0.618 |
1242-6 |
|
0.500 |
1240-6 |
|
0.382 |
1238-6 |
|
LOW |
1232-4 |
|
0.618 |
1222-2 |
|
1.000 |
1216-0 |
|
1.618 |
1205-6 |
|
2.618 |
1189-2 |
|
4.250 |
1162-3 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1242-5 |
1239-1 |
| PP |
1241-5 |
1234-7 |
| S1 |
1240-6 |
1230-4 |
|