CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1064-0 |
1076-0 |
12-0 |
1.1% |
1032-0 |
| High |
1065-0 |
1085-0 |
20-0 |
1.9% |
1065-0 |
| Low |
1051-0 |
1076-0 |
25-0 |
2.4% |
1030-0 |
| Close |
1062-4 |
1086-0 |
23-4 |
2.2% |
1062-4 |
| Range |
14-0 |
9-0 |
-5-0 |
-35.7% |
35-0 |
| ATR |
17-5 |
18-0 |
0-3 |
2.0% |
0-0 |
| Volume |
28,917 |
28,589 |
-328 |
-1.1% |
128,213 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1109-3 |
1106-5 |
1091-0 |
|
| R3 |
1100-3 |
1097-5 |
1088-4 |
|
| R2 |
1091-3 |
1091-3 |
1087-5 |
|
| R1 |
1088-5 |
1088-5 |
1086-7 |
1090-0 |
| PP |
1082-3 |
1082-3 |
1082-3 |
1083-0 |
| S1 |
1079-5 |
1079-5 |
1085-1 |
1081-0 |
| S2 |
1073-3 |
1073-3 |
1084-3 |
|
| S3 |
1064-3 |
1070-5 |
1083-4 |
|
| S4 |
1055-3 |
1061-5 |
1081-0 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1157-4 |
1145-0 |
1081-6 |
|
| R3 |
1122-4 |
1110-0 |
1072-1 |
|
| R2 |
1087-4 |
1087-4 |
1068-7 |
|
| R1 |
1075-0 |
1075-0 |
1065-6 |
1081-2 |
| PP |
1052-4 |
1052-4 |
1052-4 |
1055-5 |
| S1 |
1040-0 |
1040-0 |
1059-2 |
1046-2 |
| S2 |
1017-4 |
1017-4 |
1056-1 |
|
| S3 |
982-4 |
1005-0 |
1052-7 |
|
| S4 |
947-4 |
970-0 |
1043-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1085-0 |
1030-0 |
55-0 |
5.1% |
11-6 |
1.1% |
102% |
True |
False |
31,360 |
| 10 |
1085-0 |
970-0 |
115-0 |
10.6% |
12-3 |
1.1% |
101% |
True |
False |
30,266 |
| 20 |
1085-0 |
952-4 |
132-4 |
12.2% |
15-2 |
1.4% |
101% |
True |
False |
28,787 |
| 40 |
1085-0 |
892-4 |
192-4 |
17.7% |
15-7 |
1.5% |
101% |
True |
False |
26,286 |
| 60 |
1085-0 |
802-4 |
282-4 |
26.0% |
16-1 |
1.5% |
100% |
True |
False |
22,780 |
| 80 |
1085-0 |
784-0 |
301-0 |
27.7% |
16-1 |
1.5% |
100% |
True |
False |
19,613 |
| 100 |
1085-0 |
784-0 |
301-0 |
27.7% |
17-3 |
1.6% |
100% |
True |
False |
17,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1123-2 |
|
2.618 |
1108-4 |
|
1.618 |
1099-4 |
|
1.000 |
1094-0 |
|
0.618 |
1090-4 |
|
HIGH |
1085-0 |
|
0.618 |
1081-4 |
|
0.500 |
1080-4 |
|
0.382 |
1079-4 |
|
LOW |
1076-0 |
|
0.618 |
1070-4 |
|
1.000 |
1067-0 |
|
1.618 |
1061-4 |
|
2.618 |
1052-4 |
|
4.250 |
1037-6 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1084-1 |
1079-4 |
| PP |
1082-3 |
1073-0 |
| S1 |
1080-4 |
1066-4 |
|