CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 16-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
1221-0 |
1217-0 |
-4-0 |
-0.3% |
1218-0 |
High |
1227-0 |
1218-0 |
-9-0 |
-0.7% |
1291-0 |
Low |
1197-0 |
1188-0 |
-9-0 |
-0.8% |
1218-0 |
Close |
1197-0 |
1201-2 |
4-2 |
0.4% |
1245-4 |
Range |
30-0 |
30-0 |
0-0 |
0.0% |
73-0 |
ATR |
27-6 |
27-7 |
0-1 |
0.6% |
0-0 |
Volume |
82,868 |
78,277 |
-4,591 |
-5.5% |
475,863 |
|
Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1292-3 |
1276-7 |
1217-6 |
|
R3 |
1262-3 |
1246-7 |
1209-4 |
|
R2 |
1232-3 |
1232-3 |
1206-6 |
|
R1 |
1216-7 |
1216-7 |
1204-0 |
1209-5 |
PP |
1202-3 |
1202-3 |
1202-3 |
1198-6 |
S1 |
1186-7 |
1186-7 |
1198-4 |
1179-5 |
S2 |
1172-3 |
1172-3 |
1195-6 |
|
S3 |
1142-3 |
1156-7 |
1193-0 |
|
S4 |
1112-3 |
1126-7 |
1184-6 |
|
|
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 |
1188-0 |
103-0 |
8.6% |
28-1 |
2.3% |
13% |
False |
True |
93,179 |
10 |
1291-0 |
1181-0 |
110-0 |
9.2% |
25-1 |
2.1% |
18% |
False |
False |
88,570 |
20 |
1291-0 |
1156-4 |
134-4 |
11.2% |
23-0 |
1.9% |
33% |
False |
False |
85,638 |
40 |
1291-0 |
982-4 |
308-4 |
25.7% |
23-2 |
1.9% |
71% |
False |
False |
89,947 |
60 |
1291-0 |
896-0 |
395-0 |
32.9% |
21-1 |
1.8% |
77% |
False |
False |
74,613 |
80 |
1291-0 |
842-0 |
449-0 |
37.4% |
20-2 |
1.7% |
80% |
False |
False |
61,523 |
100 |
1291-0 |
842-0 |
449-0 |
37.4% |
20-3 |
1.7% |
80% |
False |
False |
53,085 |
120 |
1291-0 |
842-0 |
449-0 |
37.4% |
21-2 |
1.8% |
80% |
False |
False |
46,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1345-4 |
2.618 |
1296-4 |
1.618 |
1266-4 |
1.000 |
1248-0 |
0.618 |
1236-4 |
HIGH |
1218-0 |
0.618 |
1206-4 |
0.500 |
1203-0 |
0.382 |
1199-4 |
LOW |
1188-0 |
0.618 |
1169-4 |
1.000 |
1158-0 |
1.618 |
1139-4 |
2.618 |
1109-4 |
4.250 |
1060-4 |
|
|
Fisher Pivots for day following 16-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
1203-0 |
1226-6 |
PP |
1202-3 |
1218-2 |
S1 |
1201-7 |
1209-6 |
|