CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 26-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1190-0 |
1206-0 |
16-0 |
1.3% |
1166-0 |
| High |
1201-4 |
1206-0 |
4-4 |
0.4% |
1206-0 |
| Low |
1189-0 |
1197-4 |
8-4 |
0.7% |
1150-4 |
| Close |
1196-0 |
1201-0 |
5-0 |
0.4% |
1201-0 |
| Range |
12-4 |
8-4 |
-4-0 |
-32.0% |
55-4 |
| ATR |
27-0 |
25-6 |
-1-2 |
-4.5% |
0-0 |
| Volume |
42,577 |
49,306 |
6,729 |
15.8% |
265,681 |
|
| Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1227-0 |
1222-4 |
1205-5 |
|
| R3 |
1218-4 |
1214-0 |
1203-3 |
|
| R2 |
1210-0 |
1210-0 |
1202-4 |
|
| R1 |
1205-4 |
1205-4 |
1201-6 |
1203-4 |
| PP |
1201-4 |
1201-4 |
1201-4 |
1200-4 |
| S1 |
1197-0 |
1197-0 |
1200-2 |
1195-0 |
| S2 |
1193-0 |
1193-0 |
1199-4 |
|
| S3 |
1184-4 |
1188-4 |
1198-5 |
|
| S4 |
1176-0 |
1180-0 |
1196-3 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1352-3 |
1332-1 |
1231-4 |
|
| R3 |
1296-7 |
1276-5 |
1216-2 |
|
| R2 |
1241-3 |
1241-3 |
1211-1 |
|
| R1 |
1221-1 |
1221-1 |
1206-1 |
1231-2 |
| PP |
1185-7 |
1185-7 |
1185-7 |
1190-7 |
| S1 |
1165-5 |
1165-5 |
1195-7 |
1175-6 |
| S2 |
1130-3 |
1130-3 |
1190-7 |
|
| S3 |
1074-7 |
1110-1 |
1185-6 |
|
| S4 |
1019-3 |
1054-5 |
1170-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1206-0 |
1150-4 |
55-4 |
4.6% |
15-2 |
1.3% |
91% |
True |
False |
53,136 |
| 10 |
1227-0 |
1150-4 |
76-4 |
6.4% |
23-0 |
1.9% |
66% |
False |
False |
62,733 |
| 20 |
1291-0 |
1150-4 |
140-4 |
11.7% |
23-1 |
1.9% |
36% |
False |
False |
76,098 |
| 40 |
1291-0 |
1055-0 |
236-0 |
19.7% |
22-5 |
1.9% |
62% |
False |
False |
82,369 |
| 60 |
1291-0 |
974-4 |
316-4 |
26.4% |
21-6 |
1.8% |
72% |
False |
False |
78,404 |
| 80 |
1291-0 |
845-0 |
446-0 |
37.1% |
20-6 |
1.7% |
80% |
False |
False |
65,202 |
| 100 |
1291-0 |
842-0 |
449-0 |
37.4% |
20-3 |
1.7% |
80% |
False |
False |
56,316 |
| 120 |
1291-0 |
842-0 |
449-0 |
37.4% |
21-1 |
1.8% |
80% |
False |
False |
49,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1242-1 |
|
2.618 |
1228-2 |
|
1.618 |
1219-6 |
|
1.000 |
1214-4 |
|
0.618 |
1211-2 |
|
HIGH |
1206-0 |
|
0.618 |
1202-6 |
|
0.500 |
1201-6 |
|
0.382 |
1200-6 |
|
LOW |
1197-4 |
|
0.618 |
1192-2 |
|
1.000 |
1189-0 |
|
1.618 |
1183-6 |
|
2.618 |
1175-2 |
|
4.250 |
1161-3 |
|
|
| Fisher Pivots for day following 26-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1201-6 |
1198-0 |
| PP |
1201-4 |
1195-0 |
| S1 |
1201-2 |
1192-0 |
|