CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1067-4 |
1062-0 |
-5-4 |
-0.5% |
1032-0 |
| High |
1067-0 |
1082-4 |
15-4 |
1.5% |
1065-0 |
| Low |
1045-0 |
1060-4 |
15-4 |
1.5% |
1030-0 |
| Close |
1047-0 |
1081-4 |
34-4 |
3.3% |
1062-4 |
| Range |
22-0 |
22-0 |
0-0 |
0.0% |
35-0 |
| ATR |
19-0 |
20-2 |
1-1 |
6.2% |
0-0 |
| Volume |
30,007 |
39,306 |
9,299 |
31.0% |
128,213 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1140-7 |
1133-1 |
1093-5 |
|
| R3 |
1118-7 |
1111-1 |
1087-4 |
|
| R2 |
1096-7 |
1096-7 |
1085-4 |
|
| R1 |
1089-1 |
1089-1 |
1083-4 |
1093-0 |
| PP |
1074-7 |
1074-7 |
1074-7 |
1076-6 |
| S1 |
1067-1 |
1067-1 |
1079-4 |
1071-0 |
| S2 |
1052-7 |
1052-7 |
1077-4 |
|
| S3 |
1030-7 |
1045-1 |
1075-4 |
|
| S4 |
1008-7 |
1023-1 |
1069-3 |
|
|
| 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 |
1045-0 |
40-0 |
3.7% |
15-5 |
1.4% |
91% |
False |
False |
33,575 |
| 10 |
1085-0 |
1004-4 |
80-4 |
7.4% |
14-2 |
1.3% |
96% |
False |
False |
33,502 |
| 20 |
1085-0 |
961-0 |
124-0 |
11.5% |
15-0 |
1.4% |
97% |
False |
False |
29,625 |
| 40 |
1085-0 |
892-4 |
192-4 |
17.8% |
16-2 |
1.5% |
98% |
False |
False |
27,175 |
| 60 |
1085-0 |
816-0 |
269-0 |
24.9% |
16-2 |
1.5% |
99% |
False |
False |
24,153 |
| 80 |
1085-0 |
784-0 |
301-0 |
27.8% |
15-7 |
1.5% |
99% |
False |
False |
20,582 |
| 100 |
1085-0 |
784-0 |
301-0 |
27.8% |
17-3 |
1.6% |
99% |
False |
False |
18,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1176-0 |
|
2.618 |
1140-1 |
|
1.618 |
1118-1 |
|
1.000 |
1104-4 |
|
0.618 |
1096-1 |
|
HIGH |
1082-4 |
|
0.618 |
1074-1 |
|
0.500 |
1071-4 |
|
0.382 |
1068-7 |
|
LOW |
1060-4 |
|
0.618 |
1046-7 |
|
1.000 |
1038-4 |
|
1.618 |
1024-7 |
|
2.618 |
1002-7 |
|
4.250 |
967-0 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1078-1 |
1075-7 |
| PP |
1074-7 |
1070-3 |
| S1 |
1071-4 |
1064-6 |
|