CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1260-0 |
1261-0 |
1-0 |
0.1% |
1218-0 |
| High |
1291-0 |
1265-4 |
-25-4 |
-2.0% |
1291-0 |
| Low |
1257-0 |
1236-0 |
-21-0 |
-1.7% |
1218-0 |
| Close |
1267-0 |
1245-4 |
-21-4 |
-1.7% |
1245-4 |
| Range |
34-0 |
29-4 |
-4-4 |
-13.2% |
73-0 |
| ATR |
25-6 |
26-1 |
0-3 |
1.5% |
0-0 |
| Volume |
99,293 |
114,543 |
15,250 |
15.4% |
475,863 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1337-4 |
1321-0 |
1261-6 |
|
| R3 |
1308-0 |
1291-4 |
1253-5 |
|
| R2 |
1278-4 |
1278-4 |
1250-7 |
|
| R1 |
1262-0 |
1262-0 |
1248-2 |
1255-4 |
| PP |
1249-0 |
1249-0 |
1249-0 |
1245-6 |
| S1 |
1232-4 |
1232-4 |
1242-6 |
1226-0 |
| S2 |
1219-4 |
1219-4 |
1240-1 |
|
| S3 |
1190-0 |
1203-0 |
1237-3 |
|
| S4 |
1160-4 |
1173-4 |
1229-2 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1470-4 |
1431-0 |
1285-5 |
|
| R3 |
1397-4 |
1358-0 |
1265-5 |
|
| R2 |
1324-4 |
1324-4 |
1258-7 |
|
| R1 |
1285-0 |
1285-0 |
1252-2 |
1304-6 |
| PP |
1251-4 |
1251-4 |
1251-4 |
1261-3 |
| S1 |
1212-0 |
1212-0 |
1238-6 |
1231-6 |
| S2 |
1178-4 |
1178-4 |
1232-1 |
|
| S3 |
1105-4 |
1139-0 |
1225-3 |
|
| S4 |
1032-4 |
1066-0 |
1205-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1291-0 |
1218-0 |
73-0 |
5.9% |
23-5 |
1.9% |
38% |
False |
False |
95,172 |
| 10 |
1291-0 |
1181-0 |
110-0 |
8.8% |
23-2 |
1.9% |
59% |
False |
False |
89,463 |
| 20 |
1291-0 |
1125-0 |
166-0 |
13.3% |
22-3 |
1.8% |
73% |
False |
False |
86,211 |
| 40 |
1291-0 |
982-4 |
308-4 |
24.8% |
22-6 |
1.8% |
85% |
False |
False |
89,873 |
| 60 |
1291-0 |
896-0 |
395-0 |
31.7% |
20-4 |
1.6% |
88% |
False |
False |
72,799 |
| 80 |
1291-0 |
842-0 |
449-0 |
36.0% |
20-0 |
1.6% |
90% |
False |
False |
60,070 |
| 100 |
1291-0 |
842-0 |
449-0 |
36.0% |
20-2 |
1.6% |
90% |
False |
False |
51,789 |
| 120 |
1291-0 |
842-0 |
449-0 |
36.0% |
20-7 |
1.7% |
90% |
False |
False |
45,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1390-7 |
|
2.618 |
1342-6 |
|
1.618 |
1313-2 |
|
1.000 |
1295-0 |
|
0.618 |
1283-6 |
|
HIGH |
1265-4 |
|
0.618 |
1254-2 |
|
0.500 |
1250-6 |
|
0.382 |
1247-2 |
|
LOW |
1236-0 |
|
0.618 |
1217-6 |
|
1.000 |
1206-4 |
|
1.618 |
1188-2 |
|
2.618 |
1158-6 |
|
4.250 |
1110-5 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1250-6 |
1263-4 |
| PP |
1249-0 |
1257-4 |
| S1 |
1247-2 |
1251-4 |
|