CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 15-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
1261-0 |
1221-0 |
-40-0 |
-3.2% |
1218-0 |
High |
1265-4 |
1227-0 |
-38-4 |
-3.0% |
1291-0 |
Low |
1236-0 |
1197-0 |
-39-0 |
-3.2% |
1218-0 |
Close |
1245-4 |
1197-0 |
-48-4 |
-3.9% |
1245-4 |
Range |
29-4 |
30-0 |
0-4 |
1.7% |
73-0 |
ATR |
26-1 |
27-6 |
1-5 |
6.1% |
0-0 |
Volume |
114,543 |
82,868 |
-31,675 |
-27.7% |
475,863 |
|
Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1297-0 |
1277-0 |
1213-4 |
|
R3 |
1267-0 |
1247-0 |
1205-2 |
|
R2 |
1237-0 |
1237-0 |
1202-4 |
|
R1 |
1217-0 |
1217-0 |
1199-6 |
1212-0 |
PP |
1207-0 |
1207-0 |
1207-0 |
1204-4 |
S1 |
1187-0 |
1187-0 |
1194-2 |
1182-0 |
S2 |
1177-0 |
1177-0 |
1191-4 |
|
S3 |
1147-0 |
1157-0 |
1188-6 |
|
S4 |
1117-0 |
1127-0 |
1180-4 |
|
|
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 |
1197-0 |
94-0 |
7.9% |
25-3 |
2.1% |
0% |
False |
True |
95,072 |
10 |
1291-0 |
1181-0 |
110-0 |
9.2% |
23-7 |
2.0% |
15% |
False |
False |
90,539 |
20 |
1291-0 |
1127-0 |
164-0 |
13.7% |
22-5 |
1.9% |
43% |
False |
False |
85,729 |
40 |
1291-0 |
982-4 |
308-4 |
25.8% |
22-7 |
1.9% |
70% |
False |
False |
90,193 |
60 |
1291-0 |
896-0 |
395-0 |
33.0% |
20-6 |
1.7% |
76% |
False |
False |
73,843 |
80 |
1291-0 |
842-0 |
449-0 |
37.5% |
20-1 |
1.7% |
79% |
False |
False |
60,822 |
100 |
1291-0 |
842-0 |
449-0 |
37.5% |
20-2 |
1.7% |
79% |
False |
False |
52,420 |
120 |
1291-0 |
842-0 |
449-0 |
37.5% |
21-1 |
1.8% |
79% |
False |
False |
45,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1354-4 |
2.618 |
1305-4 |
1.618 |
1275-4 |
1.000 |
1257-0 |
0.618 |
1245-4 |
HIGH |
1227-0 |
0.618 |
1215-4 |
0.500 |
1212-0 |
0.382 |
1208-4 |
LOW |
1197-0 |
0.618 |
1178-4 |
1.000 |
1167-0 |
1.618 |
1148-4 |
2.618 |
1118-4 |
4.250 |
1069-4 |
|
|
Fisher Pivots for day following 15-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
1212-0 |
1244-0 |
PP |
1207-0 |
1228-3 |
S1 |
1202-0 |
1212-5 |
|