CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 22-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1221-0 |
1166-0 |
-55-0 |
-4.5% |
1221-0 |
| High |
1222-0 |
1166-0 |
-56-0 |
-4.6% |
1227-0 |
| Low |
1175-4 |
1150-4 |
-25-0 |
-2.1% |
1175-4 |
| Close |
1179-0 |
1151-4 |
-27-4 |
-2.3% |
1179-0 |
| Range |
46-4 |
15-4 |
-31-0 |
-66.7% |
51-4 |
| ATR |
28-5 |
28-5 |
0-0 |
0.0% |
0-0 |
| Volume |
57,248 |
67,108 |
9,860 |
17.2% |
361,651 |
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1202-4 |
1192-4 |
1160-0 |
|
| R3 |
1187-0 |
1177-0 |
1155-6 |
|
| R2 |
1171-4 |
1171-4 |
1154-3 |
|
| R1 |
1161-4 |
1161-4 |
1152-7 |
1158-6 |
| PP |
1156-0 |
1156-0 |
1156-0 |
1154-5 |
| S1 |
1146-0 |
1146-0 |
1150-1 |
1143-2 |
| S2 |
1140-4 |
1140-4 |
1148-5 |
|
| S3 |
1125-0 |
1130-4 |
1147-2 |
|
| S4 |
1109-4 |
1115-0 |
1143-0 |
|
|
| 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 |
1225-0 |
1150-4 |
74-4 |
6.5% |
27-6 |
2.4% |
1% |
False |
True |
69,178 |
| 10 |
1291-0 |
1150-4 |
140-4 |
12.2% |
26-5 |
2.3% |
1% |
False |
True |
82,125 |
| 20 |
1291-0 |
1150-4 |
140-4 |
12.2% |
24-5 |
2.1% |
1% |
False |
True |
82,273 |
| 40 |
1291-0 |
982-4 |
308-4 |
26.8% |
24-0 |
2.1% |
55% |
False |
False |
87,974 |
| 60 |
1291-0 |
896-0 |
395-0 |
34.3% |
21-6 |
1.9% |
65% |
False |
False |
77,087 |
| 80 |
1291-0 |
842-0 |
449-0 |
39.0% |
20-5 |
1.8% |
69% |
False |
False |
64,027 |
| 100 |
1291-0 |
842-0 |
449-0 |
39.0% |
20-3 |
1.8% |
69% |
False |
False |
54,847 |
| 120 |
1291-0 |
842-0 |
449-0 |
39.0% |
21-2 |
1.8% |
69% |
False |
False |
48,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1231-7 |
|
2.618 |
1206-5 |
|
1.618 |
1191-1 |
|
1.000 |
1181-4 |
|
0.618 |
1175-5 |
|
HIGH |
1166-0 |
|
0.618 |
1160-1 |
|
0.500 |
1158-2 |
|
0.382 |
1156-3 |
|
LOW |
1150-4 |
|
0.618 |
1140-7 |
|
1.000 |
1135-0 |
|
1.618 |
1125-3 |
|
2.618 |
1109-7 |
|
4.250 |
1084-5 |
|
|
| Fisher Pivots for day following 22-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1158-2 |
1187-6 |
| PP |
1156-0 |
1175-5 |
| S1 |
1153-6 |
1163-5 |
|