CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 02-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1076-0 |
1081-0 |
5-0 |
0.5% |
1032-0 |
| High |
1085-0 |
1084-4 |
-0-4 |
0.0% |
1065-0 |
| Low |
1076-0 |
1073-4 |
-2-4 |
-0.2% |
1030-0 |
| Close |
1086-0 |
1082-4 |
-3-4 |
-0.3% |
1062-4 |
| Range |
9-0 |
11-0 |
2-0 |
22.2% |
35-0 |
| ATR |
18-0 |
17-5 |
-0-3 |
-2.2% |
0-0 |
| Volume |
28,589 |
41,056 |
12,467 |
43.6% |
128,213 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1113-1 |
1108-7 |
1088-4 |
|
| R3 |
1102-1 |
1097-7 |
1085-4 |
|
| R2 |
1091-1 |
1091-1 |
1084-4 |
|
| R1 |
1086-7 |
1086-7 |
1083-4 |
1089-0 |
| PP |
1080-1 |
1080-1 |
1080-1 |
1081-2 |
| S1 |
1075-7 |
1075-7 |
1081-4 |
1078-0 |
| S2 |
1069-1 |
1069-1 |
1080-4 |
|
| S3 |
1058-1 |
1064-7 |
1079-4 |
|
| S4 |
1047-1 |
1053-7 |
1076-4 |
|
|
| 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 |
1044-0 |
41-0 |
3.8% |
11-3 |
1.1% |
94% |
False |
False |
33,377 |
| 10 |
1085-0 |
993-0 |
92-0 |
8.5% |
11-5 |
1.1% |
97% |
False |
False |
32,020 |
| 20 |
1085-0 |
952-4 |
132-4 |
12.2% |
14-5 |
1.3% |
98% |
False |
False |
29,280 |
| 40 |
1085-0 |
892-4 |
192-4 |
17.8% |
15-6 |
1.5% |
99% |
False |
False |
26,670 |
| 60 |
1085-0 |
816-0 |
269-0 |
24.8% |
16-1 |
1.5% |
99% |
False |
False |
23,235 |
| 80 |
1085-0 |
784-0 |
301-0 |
27.8% |
15-7 |
1.5% |
99% |
False |
False |
19,968 |
| 100 |
1085-0 |
784-0 |
301-0 |
27.8% |
17-3 |
1.6% |
99% |
False |
False |
18,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1131-2 |
|
2.618 |
1113-2 |
|
1.618 |
1102-2 |
|
1.000 |
1095-4 |
|
0.618 |
1091-2 |
|
HIGH |
1084-4 |
|
0.618 |
1080-2 |
|
0.500 |
1079-0 |
|
0.382 |
1077-6 |
|
LOW |
1073-4 |
|
0.618 |
1066-6 |
|
1.000 |
1062-4 |
|
1.618 |
1055-6 |
|
2.618 |
1044-6 |
|
4.250 |
1026-6 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1081-3 |
1077-5 |
| PP |
1080-1 |
1072-7 |
| S1 |
1079-0 |
1068-0 |
|