CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 14-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1120-0 |
1090-0 |
-30-0 |
-2.7% |
1220-0 |
| High |
1120-0 |
1090-0 |
-30-0 |
-2.7% |
1220-0 |
| Low |
1080-0 |
1065-0 |
-15-0 |
-1.4% |
1080-0 |
| Close |
1091-4 |
1074-0 |
-17-4 |
-1.6% |
1128-2 |
| Range |
40-0 |
25-0 |
-15-0 |
-37.5% |
140-0 |
| ATR |
35-4 |
34-7 |
-0-5 |
-1.8% |
0-0 |
| Volume |
1,298 |
820 |
-478 |
-36.8% |
14,336 |
|
| Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1151-3 |
1137-5 |
1087-6 |
|
| R3 |
1126-3 |
1112-5 |
1080-7 |
|
| R2 |
1101-3 |
1101-3 |
1078-5 |
|
| R1 |
1087-5 |
1087-5 |
1076-2 |
1082-0 |
| PP |
1076-3 |
1076-3 |
1076-3 |
1073-4 |
| S1 |
1062-5 |
1062-5 |
1071-6 |
1057-0 |
| S2 |
1051-3 |
1051-3 |
1069-3 |
|
| S3 |
1026-3 |
1037-5 |
1067-1 |
|
| S4 |
1001-3 |
1012-5 |
1060-2 |
|
|
| 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 |
1137-0 |
1065-0 |
72-0 |
6.7% |
39-2 |
3.6% |
13% |
False |
True |
2,000 |
| 10 |
1263-0 |
1065-0 |
198-0 |
18.4% |
36-1 |
3.4% |
5% |
False |
True |
9,447 |
| 20 |
1263-0 |
1065-0 |
198-0 |
18.4% |
29-2 |
2.7% |
5% |
False |
True |
34,412 |
| 40 |
1291-0 |
1065-0 |
226-0 |
21.0% |
26-0 |
2.4% |
4% |
False |
True |
60,070 |
| 60 |
1291-0 |
982-4 |
308-4 |
28.7% |
25-0 |
2.3% |
30% |
False |
False |
71,599 |
| 80 |
1291-0 |
896-0 |
395-0 |
36.8% |
22-7 |
2.1% |
45% |
False |
False |
63,985 |
| 100 |
1291-0 |
842-0 |
449-0 |
41.8% |
22-0 |
2.0% |
52% |
False |
False |
55,540 |
| 120 |
1291-0 |
842-0 |
449-0 |
41.8% |
21-6 |
2.0% |
52% |
False |
False |
49,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1196-2 |
|
2.618 |
1155-4 |
|
1.618 |
1130-4 |
|
1.000 |
1115-0 |
|
0.618 |
1105-4 |
|
HIGH |
1090-0 |
|
0.618 |
1080-4 |
|
0.500 |
1077-4 |
|
0.382 |
1074-4 |
|
LOW |
1065-0 |
|
0.618 |
1049-4 |
|
1.000 |
1040-0 |
|
1.618 |
1024-4 |
|
2.618 |
999-4 |
|
4.250 |
958-6 |
|
|
| Fisher Pivots for day following 14-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1077-4 |
1101-0 |
| PP |
1076-3 |
1092-0 |
| S1 |
1075-1 |
1083-0 |
|