CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 19-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
1208-0 |
1221-0 |
13-0 |
1.1% |
1221-0 |
High |
1225-0 |
1222-0 |
-3-0 |
-0.2% |
1227-0 |
Low |
1203-0 |
1175-4 |
-27-4 |
-2.3% |
1175-4 |
Close |
1213-6 |
1179-0 |
-34-6 |
-2.9% |
1179-0 |
Range |
22-0 |
46-4 |
24-4 |
111.4% |
51-4 |
ATR |
27-2 |
28-5 |
1-3 |
5.0% |
0-0 |
Volume |
72,146 |
57,248 |
-14,898 |
-20.6% |
361,651 |
|
Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1331-5 |
1301-7 |
1204-5 |
|
R3 |
1285-1 |
1255-3 |
1191-6 |
|
R2 |
1238-5 |
1238-5 |
1187-4 |
|
R1 |
1208-7 |
1208-7 |
1183-2 |
1200-4 |
PP |
1192-1 |
1192-1 |
1192-1 |
1188-0 |
S1 |
1162-3 |
1162-3 |
1174-6 |
1154-0 |
S2 |
1145-5 |
1145-5 |
1170-4 |
|
S3 |
1099-1 |
1115-7 |
1166-2 |
|
S4 |
1052-5 |
1069-3 |
1153-3 |
|
|
Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1348-3 |
1315-1 |
1207-3 |
|
R3 |
1296-7 |
1263-5 |
1193-1 |
|
R2 |
1245-3 |
1245-3 |
1188-4 |
|
R1 |
1212-1 |
1212-1 |
1183-6 |
1203-0 |
PP |
1193-7 |
1193-7 |
1193-7 |
1189-2 |
S1 |
1160-5 |
1160-5 |
1174-2 |
1151-4 |
S2 |
1142-3 |
1142-3 |
1169-4 |
|
S3 |
1090-7 |
1109-1 |
1164-7 |
|
S4 |
1039-3 |
1057-5 |
1150-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1227-0 |
1175-4 |
51-4 |
4.4% |
30-6 |
2.6% |
7% |
False |
True |
72,330 |
10 |
1291-0 |
1175-4 |
115-4 |
9.8% |
27-1 |
2.3% |
3% |
False |
True |
83,751 |
20 |
1291-0 |
1156-4 |
134-4 |
11.4% |
24-6 |
2.1% |
17% |
False |
False |
82,795 |
40 |
1291-0 |
982-4 |
308-4 |
26.2% |
24-0 |
2.0% |
64% |
False |
False |
88,725 |
60 |
1291-0 |
896-0 |
395-0 |
33.5% |
21-6 |
1.8% |
72% |
False |
False |
76,622 |
80 |
1291-0 |
842-0 |
449-0 |
38.1% |
20-7 |
1.8% |
75% |
False |
False |
63,375 |
100 |
1291-0 |
842-0 |
449-0 |
38.1% |
20-4 |
1.7% |
75% |
False |
False |
54,399 |
120 |
1291-0 |
842-0 |
449-0 |
38.1% |
21-3 |
1.8% |
75% |
False |
False |
47,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1419-5 |
2.618 |
1343-6 |
1.618 |
1297-2 |
1.000 |
1268-4 |
0.618 |
1250-6 |
HIGH |
1222-0 |
0.618 |
1204-2 |
0.500 |
1198-6 |
0.382 |
1193-2 |
LOW |
1175-4 |
0.618 |
1146-6 |
1.000 |
1129-0 |
1.618 |
1100-2 |
2.618 |
1053-6 |
4.250 |
977-7 |
|
|
Fisher Pivots for day following 19-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
1198-6 |
1200-2 |
PP |
1192-1 |
1193-1 |
S1 |
1185-5 |
1186-1 |
|