CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1060-0 |
1050-0 |
-10-0 |
-0.9% |
1076-0 |
| High |
1075-0 |
1058-4 |
-16-4 |
-1.5% |
1085-0 |
| Low |
1057-0 |
1043-0 |
-14-0 |
-1.3% |
1045-0 |
| Close |
1061-6 |
1051-6 |
-10-0 |
-0.9% |
1061-6 |
| Range |
18-0 |
15-4 |
-2-4 |
-13.9% |
40-0 |
| ATR |
20-4 |
20-3 |
-0-1 |
-0.6% |
0-0 |
| Volume |
44,115 |
46,161 |
2,046 |
4.6% |
183,073 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1097-5 |
1090-1 |
1060-2 |
|
| R3 |
1082-1 |
1074-5 |
1056-0 |
|
| R2 |
1066-5 |
1066-5 |
1054-5 |
|
| R1 |
1059-1 |
1059-1 |
1053-1 |
1062-7 |
| PP |
1051-1 |
1051-1 |
1051-1 |
1053-0 |
| S1 |
1043-5 |
1043-5 |
1050-3 |
1047-3 |
| S2 |
1035-5 |
1035-5 |
1048-7 |
|
| S3 |
1020-1 |
1028-1 |
1047-4 |
|
| S4 |
1004-5 |
1012-5 |
1043-2 |
|
|
| 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 |
1084-4 |
1043-0 |
41-4 |
3.9% |
17-6 |
1.7% |
21% |
False |
True |
40,129 |
| 10 |
1085-0 |
1030-0 |
55-0 |
5.2% |
14-6 |
1.4% |
40% |
False |
False |
35,744 |
| 20 |
1085-0 |
961-0 |
124-0 |
11.8% |
15-1 |
1.4% |
73% |
False |
False |
31,446 |
| 40 |
1085-0 |
892-4 |
192-4 |
18.3% |
16-2 |
1.6% |
83% |
False |
False |
28,304 |
| 60 |
1085-0 |
820-0 |
265-0 |
25.2% |
16-1 |
1.5% |
87% |
False |
False |
25,251 |
| 80 |
1085-0 |
784-0 |
301-0 |
28.6% |
15-7 |
1.5% |
89% |
False |
False |
21,528 |
| 100 |
1085-0 |
784-0 |
301-0 |
28.6% |
17-1 |
1.6% |
89% |
False |
False |
19,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1124-3 |
|
2.618 |
1099-1 |
|
1.618 |
1083-5 |
|
1.000 |
1074-0 |
|
0.618 |
1068-1 |
|
HIGH |
1058-4 |
|
0.618 |
1052-5 |
|
0.500 |
1050-6 |
|
0.382 |
1048-7 |
|
LOW |
1043-0 |
|
0.618 |
1033-3 |
|
1.000 |
1027-4 |
|
1.618 |
1017-7 |
|
2.618 |
1002-3 |
|
4.250 |
977-1 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1051-3 |
1062-6 |
| PP |
1051-1 |
1059-1 |
| S1 |
1050-6 |
1055-3 |
|