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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-2
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

These figures are updated between 7pm and 10pm EST after a trading day.

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