CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1121-0 |
1081-0 |
-40-0 |
-3.6% |
1204-4 |
| High |
1124-0 |
1115-0 |
-9-0 |
-0.8% |
1263-0 |
| Low |
1084-0 |
1081-0 |
-3-0 |
-0.3% |
1196-0 |
| Close |
1084-0 |
1110-4 |
26-4 |
2.4% |
1243-0 |
| Range |
40-0 |
34-0 |
-6-0 |
-15.0% |
67-0 |
| ATR |
32-6 |
32-7 |
0-1 |
0.3% |
0-0 |
| Volume |
4,203 |
2,531 |
-1,672 |
-39.8% |
127,322 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1204-1 |
1191-3 |
1129-2 |
|
| R3 |
1170-1 |
1157-3 |
1119-7 |
|
| R2 |
1136-1 |
1136-1 |
1116-6 |
|
| R1 |
1123-3 |
1123-3 |
1113-5 |
1129-6 |
| PP |
1102-1 |
1102-1 |
1102-1 |
1105-3 |
| S1 |
1089-3 |
1089-3 |
1107-3 |
1095-6 |
| S2 |
1068-1 |
1068-1 |
1104-2 |
|
| S3 |
1034-1 |
1055-3 |
1101-1 |
|
| S4 |
1000-1 |
1021-3 |
1091-6 |
|
|
| 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 |
1256-0 |
1081-0 |
175-0 |
15.8% |
38-3 |
3.5% |
17% |
False |
True |
4,668 |
| 10 |
1263-0 |
1081-0 |
182-0 |
16.4% |
28-4 |
2.6% |
16% |
False |
True |
23,239 |
| 20 |
1291-0 |
1081-0 |
210-0 |
18.9% |
27-7 |
2.5% |
14% |
False |
True |
49,083 |
| 40 |
1291-0 |
1081-0 |
210-0 |
18.9% |
24-5 |
2.2% |
14% |
False |
True |
66,794 |
| 60 |
1291-0 |
982-4 |
308-4 |
27.8% |
23-7 |
2.2% |
41% |
False |
False |
74,679 |
| 80 |
1291-0 |
896-0 |
395-0 |
35.6% |
21-7 |
2.0% |
54% |
False |
False |
64,957 |
| 100 |
1291-0 |
842-0 |
449-0 |
40.4% |
21-3 |
1.9% |
60% |
False |
False |
56,088 |
| 120 |
1291-0 |
842-0 |
449-0 |
40.4% |
21-4 |
1.9% |
60% |
False |
False |
49,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1259-4 |
|
2.618 |
1204-0 |
|
1.618 |
1170-0 |
|
1.000 |
1149-0 |
|
0.618 |
1136-0 |
|
HIGH |
1115-0 |
|
0.618 |
1102-0 |
|
0.500 |
1098-0 |
|
0.382 |
1094-0 |
|
LOW |
1081-0 |
|
0.618 |
1060-0 |
|
1.000 |
1047-0 |
|
1.618 |
1026-0 |
|
2.618 |
992-0 |
|
4.250 |
936-4 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1106-3 |
1138-0 |
| PP |
1102-1 |
1128-7 |
| S1 |
1098-0 |
1119-5 |
|