CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1090-0 |
1120-0 |
30-0 |
2.8% |
1220-0 |
| High |
1137-0 |
1120-0 |
-17-0 |
-1.5% |
1220-0 |
| Low |
1080-0 |
1080-0 |
0-0 |
0.0% |
1080-0 |
| Close |
1128-2 |
1091-4 |
-36-6 |
-3.3% |
1128-2 |
| Range |
57-0 |
40-0 |
-17-0 |
-29.8% |
140-0 |
| ATR |
34-5 |
35-4 |
1-0 |
2.8% |
0-0 |
| Volume |
1,149 |
1,298 |
149 |
13.0% |
14,336 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1217-1 |
1194-3 |
1113-4 |
|
| R3 |
1177-1 |
1154-3 |
1102-4 |
|
| R2 |
1137-1 |
1137-1 |
1098-7 |
|
| R1 |
1114-3 |
1114-3 |
1095-1 |
1105-6 |
| PP |
1097-1 |
1097-1 |
1097-1 |
1092-7 |
| S1 |
1074-3 |
1074-3 |
1087-7 |
1065-6 |
| S2 |
1057-1 |
1057-1 |
1084-1 |
|
| S3 |
1017-1 |
1034-3 |
1080-4 |
|
| S4 |
977-1 |
994-3 |
1069-4 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1562-6 |
1485-4 |
1205-2 |
|
| R3 |
1422-6 |
1345-4 |
1166-6 |
|
| R2 |
1282-6 |
1282-6 |
1153-7 |
|
| R1 |
1205-4 |
1205-4 |
1141-1 |
1174-1 |
| PP |
1142-6 |
1142-6 |
1142-6 |
1127-0 |
| S1 |
1065-4 |
1065-4 |
1115-3 |
1034-1 |
| S2 |
1002-6 |
1002-6 |
1102-5 |
|
| S3 |
862-6 |
925-4 |
1089-6 |
|
| S4 |
722-6 |
785-4 |
1051-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1195-0 |
1080-0 |
115-0 |
10.5% |
47-3 |
4.3% |
10% |
False |
True |
2,311 |
| 10 |
1263-0 |
1080-0 |
183-0 |
16.8% |
36-1 |
3.3% |
6% |
False |
True |
14,295 |
| 20 |
1263-0 |
1080-0 |
183-0 |
16.8% |
29-4 |
2.7% |
6% |
False |
True |
38,514 |
| 40 |
1291-0 |
1080-0 |
211-0 |
19.3% |
26-0 |
2.4% |
5% |
False |
True |
62,363 |
| 60 |
1291-0 |
982-4 |
308-4 |
28.3% |
25-0 |
2.3% |
35% |
False |
False |
72,753 |
| 80 |
1291-0 |
896-0 |
395-0 |
36.2% |
22-6 |
2.1% |
49% |
False |
False |
64,227 |
| 100 |
1291-0 |
842-0 |
449-0 |
41.1% |
21-7 |
2.0% |
56% |
False |
False |
55,759 |
| 120 |
1291-0 |
842-0 |
449-0 |
41.1% |
21-6 |
2.0% |
56% |
False |
False |
49,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1290-0 |
|
2.618 |
1224-6 |
|
1.618 |
1184-6 |
|
1.000 |
1160-0 |
|
0.618 |
1144-6 |
|
HIGH |
1120-0 |
|
0.618 |
1104-6 |
|
0.500 |
1100-0 |
|
0.382 |
1095-2 |
|
LOW |
1080-0 |
|
0.618 |
1055-2 |
|
1.000 |
1040-0 |
|
1.618 |
1015-2 |
|
2.618 |
975-2 |
|
4.250 |
910-0 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1100-0 |
1108-4 |
| PP |
1097-1 |
1102-7 |
| S1 |
1094-3 |
1097-1 |
|