CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 29-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1206-0 |
1204-4 |
-1-4 |
-0.1% |
1166-0 |
| High |
1206-0 |
1225-0 |
19-0 |
1.6% |
1206-0 |
| Low |
1197-4 |
1200-4 |
3-0 |
0.3% |
1150-4 |
| Close |
1201-0 |
1215-0 |
14-0 |
1.2% |
1201-0 |
| Range |
8-4 |
24-4 |
16-0 |
188.2% |
55-4 |
| ATR |
25-6 |
25-5 |
-0-1 |
-0.3% |
0-0 |
| Volume |
49,306 |
49,303 |
-3 |
0.0% |
265,681 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1287-0 |
1275-4 |
1228-4 |
|
| R3 |
1262-4 |
1251-0 |
1221-6 |
|
| R2 |
1238-0 |
1238-0 |
1219-4 |
|
| R1 |
1226-4 |
1226-4 |
1217-2 |
1232-2 |
| PP |
1213-4 |
1213-4 |
1213-4 |
1216-3 |
| S1 |
1202-0 |
1202-0 |
1212-6 |
1207-6 |
| S2 |
1189-0 |
1189-0 |
1210-4 |
|
| S3 |
1164-4 |
1177-4 |
1208-2 |
|
| S4 |
1140-0 |
1153-0 |
1201-4 |
|
|
| 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 |
1225-0 |
1157-0 |
68-0 |
5.6% |
17-1 |
1.4% |
85% |
True |
False |
49,575 |
| 10 |
1225-0 |
1150-4 |
74-4 |
6.1% |
22-4 |
1.8% |
87% |
True |
False |
59,376 |
| 20 |
1291-0 |
1150-4 |
140-4 |
11.6% |
23-1 |
1.9% |
46% |
False |
False |
74,958 |
| 40 |
1291-0 |
1088-0 |
203-0 |
16.7% |
22-3 |
1.8% |
63% |
False |
False |
80,284 |
| 60 |
1291-0 |
976-0 |
315-0 |
25.9% |
22-0 |
1.8% |
76% |
False |
False |
78,725 |
| 80 |
1291-0 |
855-0 |
436-0 |
35.9% |
20-7 |
1.7% |
83% |
False |
False |
65,489 |
| 100 |
1291-0 |
842-0 |
449-0 |
37.0% |
20-4 |
1.7% |
83% |
False |
False |
56,532 |
| 120 |
1291-0 |
842-0 |
449-0 |
37.0% |
21-1 |
1.7% |
83% |
False |
False |
50,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1329-1 |
|
2.618 |
1289-1 |
|
1.618 |
1264-5 |
|
1.000 |
1249-4 |
|
0.618 |
1240-1 |
|
HIGH |
1225-0 |
|
0.618 |
1215-5 |
|
0.500 |
1212-6 |
|
0.382 |
1209-7 |
|
LOW |
1200-4 |
|
0.618 |
1185-3 |
|
1.000 |
1176-0 |
|
1.618 |
1160-7 |
|
2.618 |
1136-3 |
|
4.250 |
1096-3 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1214-2 |
1212-3 |
| PP |
1213-4 |
1209-5 |
| S1 |
1212-6 |
1207-0 |
|