CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 30-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1204-4 |
1215-0 |
10-4 |
0.9% |
1166-0 |
| High |
1225-0 |
1226-2 |
1-2 |
0.1% |
1206-0 |
| Low |
1200-4 |
1196-0 |
-4-4 |
-0.4% |
1150-4 |
| Close |
1215-0 |
1226-2 |
11-2 |
0.9% |
1201-0 |
| Range |
24-4 |
30-2 |
5-6 |
23.5% |
55-4 |
| ATR |
25-5 |
26-0 |
0-3 |
1.3% |
0-0 |
| Volume |
49,303 |
46,951 |
-2,352 |
-4.8% |
265,681 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1306-7 |
1296-7 |
1242-7 |
|
| R3 |
1276-5 |
1266-5 |
1234-5 |
|
| R2 |
1246-3 |
1246-3 |
1231-6 |
|
| R1 |
1236-3 |
1236-3 |
1229-0 |
1241-3 |
| PP |
1216-1 |
1216-1 |
1216-1 |
1218-6 |
| S1 |
1206-1 |
1206-1 |
1223-4 |
1211-1 |
| S2 |
1185-7 |
1185-7 |
1220-6 |
|
| S3 |
1155-5 |
1175-7 |
1217-7 |
|
| S4 |
1125-3 |
1145-5 |
1209-5 |
|
|
| 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 |
1226-2 |
1178-0 |
48-2 |
3.9% |
18-3 |
1.5% |
100% |
True |
False |
45,869 |
| 10 |
1226-2 |
1150-4 |
75-6 |
6.2% |
22-4 |
1.8% |
100% |
True |
False |
56,244 |
| 20 |
1291-0 |
1150-4 |
140-4 |
11.5% |
23-6 |
1.9% |
54% |
False |
False |
72,407 |
| 40 |
1291-0 |
1092-4 |
198-4 |
16.2% |
22-2 |
1.8% |
67% |
False |
False |
78,860 |
| 60 |
1291-0 |
982-4 |
308-4 |
25.2% |
22-1 |
1.8% |
79% |
False |
False |
78,857 |
| 80 |
1291-0 |
857-0 |
434-0 |
35.4% |
21-0 |
1.7% |
85% |
False |
False |
65,722 |
| 100 |
1291-0 |
842-0 |
449-0 |
36.6% |
20-4 |
1.7% |
86% |
False |
False |
56,701 |
| 120 |
1291-0 |
842-0 |
449-0 |
36.6% |
21-2 |
1.7% |
86% |
False |
False |
50,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1354-6 |
|
2.618 |
1305-4 |
|
1.618 |
1275-2 |
|
1.000 |
1256-4 |
|
0.618 |
1245-0 |
|
HIGH |
1226-2 |
|
0.618 |
1214-6 |
|
0.500 |
1211-1 |
|
0.382 |
1207-4 |
|
LOW |
1196-0 |
|
0.618 |
1177-2 |
|
1.000 |
1165-6 |
|
1.618 |
1147-0 |
|
2.618 |
1116-6 |
|
4.250 |
1067-4 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1221-2 |
1221-2 |
| PP |
1216-1 |
1216-1 |
| S1 |
1211-1 |
1211-1 |
|