CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1225-0 |
1220-0 |
-5-0 |
-0.4% |
1204-4 |
| High |
1256-0 |
1220-0 |
-36-0 |
-2.9% |
1263-0 |
| Low |
1225-0 |
1199-0 |
-26-0 |
-2.1% |
1196-0 |
| Close |
1243-0 |
1200-0 |
-43-0 |
-3.5% |
1243-0 |
| Range |
31-0 |
21-0 |
-10-0 |
-32.3% |
67-0 |
| ATR |
27-2 |
28-4 |
1-2 |
4.4% |
0-0 |
| Volume |
10,156 |
4,075 |
-6,081 |
-59.9% |
127,322 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1269-3 |
1255-5 |
1211-4 |
|
| R3 |
1248-3 |
1234-5 |
1205-6 |
|
| R2 |
1227-3 |
1227-3 |
1203-7 |
|
| R1 |
1213-5 |
1213-5 |
1201-7 |
1210-0 |
| PP |
1206-3 |
1206-3 |
1206-3 |
1204-4 |
| S1 |
1192-5 |
1192-5 |
1198-1 |
1189-0 |
| S2 |
1185-3 |
1185-3 |
1196-1 |
|
| S3 |
1164-3 |
1171-5 |
1194-2 |
|
| S4 |
1143-3 |
1150-5 |
1188-4 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1435-0 |
1406-0 |
1279-7 |
|
| R3 |
1368-0 |
1339-0 |
1261-3 |
|
| R2 |
1301-0 |
1301-0 |
1255-2 |
|
| R1 |
1272-0 |
1272-0 |
1249-1 |
1286-4 |
| PP |
1234-0 |
1234-0 |
1234-0 |
1241-2 |
| S1 |
1205-0 |
1205-0 |
1236-7 |
1219-4 |
| S2 |
1167-0 |
1167-0 |
1230-6 |
|
| S3 |
1100-0 |
1138-0 |
1224-5 |
|
| S4 |
1033-0 |
1071-0 |
1206-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1263-0 |
1196-0 |
67-0 |
5.6% |
24-7 |
2.1% |
6% |
False |
False |
26,279 |
| 10 |
1263-0 |
1150-4 |
112-4 |
9.4% |
20-1 |
1.7% |
44% |
False |
False |
39,707 |
| 20 |
1291-0 |
1150-4 |
140-4 |
11.7% |
23-5 |
2.0% |
35% |
False |
False |
61,729 |
| 40 |
1291-0 |
1093-0 |
198-0 |
16.5% |
22-4 |
1.9% |
54% |
False |
False |
72,420 |
| 60 |
1291-0 |
982-4 |
308-4 |
25.7% |
22-4 |
1.9% |
71% |
False |
False |
77,024 |
| 80 |
1291-0 |
865-0 |
426-0 |
35.5% |
21-0 |
1.8% |
79% |
False |
False |
65,528 |
| 100 |
1291-0 |
842-0 |
449-0 |
37.4% |
20-4 |
1.7% |
80% |
False |
False |
56,449 |
| 120 |
1291-0 |
842-0 |
449-0 |
37.4% |
21-1 |
1.8% |
80% |
False |
False |
50,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1309-2 |
|
2.618 |
1275-0 |
|
1.618 |
1254-0 |
|
1.000 |
1241-0 |
|
0.618 |
1233-0 |
|
HIGH |
1220-0 |
|
0.618 |
1212-0 |
|
0.500 |
1209-4 |
|
0.382 |
1207-0 |
|
LOW |
1199-0 |
|
0.618 |
1186-0 |
|
1.000 |
1178-0 |
|
1.618 |
1165-0 |
|
2.618 |
1144-0 |
|
4.250 |
1109-6 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1209-4 |
1231-0 |
| PP |
1206-3 |
1220-5 |
| S1 |
1203-1 |
1210-3 |
|