CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1195-0 |
1121-0 |
-74-0 |
-6.2% |
1204-4 |
| High |
1195-0 |
1124-0 |
-71-0 |
-5.9% |
1263-0 |
| Low |
1129-0 |
1084-0 |
-45-0 |
-4.0% |
1196-0 |
| Close |
1133-4 |
1084-0 |
-49-4 |
-4.4% |
1243-0 |
| Range |
66-0 |
40-0 |
-26-0 |
-39.4% |
67-0 |
| ATR |
31-4 |
32-6 |
1-2 |
4.1% |
0-0 |
| Volume |
2,378 |
4,203 |
1,825 |
76.7% |
127,322 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1217-3 |
1190-5 |
1106-0 |
|
| R3 |
1177-3 |
1150-5 |
1095-0 |
|
| R2 |
1137-3 |
1137-3 |
1091-3 |
|
| R1 |
1110-5 |
1110-5 |
1087-5 |
1104-0 |
| PP |
1097-3 |
1097-3 |
1097-3 |
1094-0 |
| S1 |
1070-5 |
1070-5 |
1080-3 |
1064-0 |
| S2 |
1057-3 |
1057-3 |
1076-5 |
|
| S3 |
1017-3 |
1030-5 |
1073-0 |
|
| S4 |
977-3 |
990-5 |
1062-0 |
|
|
| 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 |
1084-0 |
179-0 |
16.5% |
35-1 |
3.2% |
0% |
False |
True |
8,344 |
| 10 |
1263-0 |
1084-0 |
179-0 |
16.5% |
26-6 |
2.5% |
0% |
False |
True |
27,107 |
| 20 |
1291-0 |
1084-0 |
207-0 |
19.1% |
27-0 |
2.5% |
0% |
False |
True |
53,503 |
| 40 |
1291-0 |
1084-0 |
207-0 |
19.1% |
24-2 |
2.2% |
0% |
False |
True |
68,327 |
| 60 |
1291-0 |
982-4 |
308-4 |
28.5% |
23-5 |
2.2% |
33% |
False |
False |
75,232 |
| 80 |
1291-0 |
881-0 |
410-0 |
37.8% |
21-7 |
2.0% |
50% |
False |
False |
65,231 |
| 100 |
1291-0 |
842-0 |
449-0 |
41.4% |
21-2 |
2.0% |
54% |
False |
False |
56,235 |
| 120 |
1291-0 |
842-0 |
449-0 |
41.4% |
21-5 |
2.0% |
54% |
False |
False |
50,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1294-0 |
|
2.618 |
1228-6 |
|
1.618 |
1188-6 |
|
1.000 |
1164-0 |
|
0.618 |
1148-6 |
|
HIGH |
1124-0 |
|
0.618 |
1108-6 |
|
0.500 |
1104-0 |
|
0.382 |
1099-2 |
|
LOW |
1084-0 |
|
0.618 |
1059-2 |
|
1.000 |
1044-0 |
|
1.618 |
1019-2 |
|
2.618 |
979-2 |
|
4.250 |
914-0 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1104-0 |
1152-0 |
| PP |
1097-3 |
1129-3 |
| S1 |
1090-5 |
1106-5 |
|