CME Pit-Traded Soybean Future July 2009
Trading Metrics calculated at close of trading on 07-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
1220-0 |
1195-0 |
-25-0 |
-2.0% |
1204-4 |
High |
1220-0 |
1195-0 |
-25-0 |
-2.0% |
1263-0 |
Low |
1199-0 |
1129-0 |
-70-0 |
-5.8% |
1196-0 |
Close |
1200-0 |
1133-4 |
-66-4 |
-5.5% |
1243-0 |
Range |
21-0 |
66-0 |
45-0 |
214.3% |
67-0 |
ATR |
28-4 |
31-4 |
3-0 |
10.7% |
0-0 |
Volume |
4,075 |
2,378 |
-1,697 |
-41.6% |
127,322 |
|
Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1350-4 |
1308-0 |
1169-6 |
|
R3 |
1284-4 |
1242-0 |
1151-5 |
|
R2 |
1218-4 |
1218-4 |
1145-5 |
|
R1 |
1176-0 |
1176-0 |
1139-4 |
1164-2 |
PP |
1152-4 |
1152-4 |
1152-4 |
1146-5 |
S1 |
1110-0 |
1110-0 |
1127-4 |
1098-2 |
S2 |
1086-4 |
1086-4 |
1121-3 |
|
S3 |
1020-4 |
1044-0 |
1115-3 |
|
S4 |
954-4 |
978-0 |
1097-2 |
|
|
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 |
1129-0 |
134-0 |
11.8% |
33-1 |
2.9% |
3% |
False |
True |
16,894 |
10 |
1263-0 |
1129-0 |
134-0 |
11.8% |
25-1 |
2.2% |
3% |
False |
True |
33,234 |
20 |
1291-0 |
1129-0 |
162-0 |
14.3% |
25-7 |
2.3% |
3% |
False |
True |
57,680 |
40 |
1291-0 |
1093-0 |
198-0 |
17.5% |
23-7 |
2.1% |
20% |
False |
False |
69,986 |
60 |
1291-0 |
982-4 |
308-4 |
27.2% |
23-2 |
2.1% |
49% |
False |
False |
76,088 |
80 |
1291-0 |
868-0 |
423-0 |
37.3% |
21-5 |
1.9% |
63% |
False |
False |
65,356 |
100 |
1291-0 |
842-0 |
449-0 |
39.6% |
21-0 |
1.9% |
65% |
False |
False |
56,338 |
120 |
1291-0 |
842-0 |
449-0 |
39.6% |
21-4 |
1.9% |
65% |
False |
False |
50,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1475-4 |
2.618 |
1367-6 |
1.618 |
1301-6 |
1.000 |
1261-0 |
0.618 |
1235-6 |
HIGH |
1195-0 |
0.618 |
1169-6 |
0.500 |
1162-0 |
0.382 |
1154-2 |
LOW |
1129-0 |
0.618 |
1088-2 |
1.000 |
1063-0 |
1.618 |
1022-2 |
2.618 |
956-2 |
4.250 |
848-4 |
|
|
Fisher Pivots for day following 07-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
1162-0 |
1192-4 |
PP |
1152-4 |
1172-7 |
S1 |
1143-0 |
1153-1 |
|