CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 05-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1062-0 |
1060-0 |
-2-0 |
-0.2% |
1076-0 |
| High |
1082-4 |
1075-0 |
-7-4 |
-0.7% |
1085-0 |
| Low |
1060-4 |
1057-0 |
-3-4 |
-0.3% |
1045-0 |
| Close |
1081-4 |
1061-6 |
-19-6 |
-1.8% |
1061-6 |
| Range |
22-0 |
18-0 |
-4-0 |
-18.2% |
40-0 |
| ATR |
20-2 |
20-4 |
0-2 |
1.5% |
0-0 |
| Volume |
39,306 |
44,115 |
4,809 |
12.2% |
183,073 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1118-5 |
1108-1 |
1071-5 |
|
| R3 |
1100-5 |
1090-1 |
1066-6 |
|
| R2 |
1082-5 |
1082-5 |
1065-0 |
|
| R1 |
1072-1 |
1072-1 |
1063-3 |
1077-3 |
| PP |
1064-5 |
1064-5 |
1064-5 |
1067-2 |
| S1 |
1054-1 |
1054-1 |
1060-1 |
1059-3 |
| S2 |
1046-5 |
1046-5 |
1058-4 |
|
| S3 |
1028-5 |
1036-1 |
1056-6 |
|
| S4 |
1010-5 |
1018-1 |
1051-7 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1183-7 |
1162-7 |
1083-6 |
|
| R3 |
1143-7 |
1122-7 |
1072-6 |
|
| R2 |
1103-7 |
1103-7 |
1069-1 |
|
| R1 |
1082-7 |
1082-7 |
1065-3 |
1073-3 |
| PP |
1063-7 |
1063-7 |
1063-7 |
1059-2 |
| S1 |
1042-7 |
1042-7 |
1058-1 |
1033-3 |
| S2 |
1023-7 |
1023-7 |
1054-3 |
|
| S3 |
983-7 |
1002-7 |
1050-6 |
|
| S4 |
943-7 |
962-7 |
1039-6 |
|
|
| 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 |
3.8% |
16-3 |
1.5% |
42% |
False |
False |
36,614 |
| 10 |
1085-0 |
1028-4 |
56-4 |
5.3% |
14-2 |
1.3% |
59% |
False |
False |
33,515 |
| 20 |
1085-0 |
961-0 |
124-0 |
11.7% |
14-7 |
1.4% |
81% |
False |
False |
30,692 |
| 40 |
1085-0 |
892-4 |
192-4 |
18.1% |
16-3 |
1.5% |
88% |
False |
False |
27,628 |
| 60 |
1085-0 |
820-0 |
265-0 |
25.0% |
16-1 |
1.5% |
91% |
False |
False |
24,661 |
| 80 |
1085-0 |
784-0 |
301-0 |
28.3% |
15-7 |
1.5% |
92% |
False |
False |
21,038 |
| 100 |
1085-0 |
784-0 |
301-0 |
28.3% |
17-1 |
1.6% |
92% |
False |
False |
18,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1151-4 |
|
2.618 |
1122-1 |
|
1.618 |
1104-1 |
|
1.000 |
1093-0 |
|
0.618 |
1086-1 |
|
HIGH |
1075-0 |
|
0.618 |
1068-1 |
|
0.500 |
1066-0 |
|
0.382 |
1063-7 |
|
LOW |
1057-0 |
|
0.618 |
1045-7 |
|
1.000 |
1039-0 |
|
1.618 |
1027-7 |
|
2.618 |
1009-7 |
|
4.250 |
980-4 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1066-0 |
1063-6 |
| PP |
1064-5 |
1063-1 |
| S1 |
1063-1 |
1062-3 |
|