CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1050-0 |
1062-0 |
12-0 |
1.1% |
1076-0 |
| High |
1058-4 |
1075-0 |
16-4 |
1.6% |
1085-0 |
| Low |
1043-0 |
1055-0 |
12-0 |
1.2% |
1045-0 |
| Close |
1051-6 |
1072-4 |
20-6 |
2.0% |
1061-6 |
| Range |
15-4 |
20-0 |
4-4 |
29.0% |
40-0 |
| ATR |
20-3 |
20-5 |
0-2 |
1.0% |
0-0 |
| Volume |
46,161 |
45,012 |
-1,149 |
-2.5% |
183,073 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1127-4 |
1120-0 |
1083-4 |
|
| R3 |
1107-4 |
1100-0 |
1078-0 |
|
| R2 |
1087-4 |
1087-4 |
1076-1 |
|
| R1 |
1080-0 |
1080-0 |
1074-3 |
1083-6 |
| PP |
1067-4 |
1067-4 |
1067-4 |
1069-3 |
| S1 |
1060-0 |
1060-0 |
1070-5 |
1063-6 |
| S2 |
1047-4 |
1047-4 |
1068-7 |
|
| S3 |
1027-4 |
1040-0 |
1067-0 |
|
| S4 |
1007-4 |
1020-0 |
1061-4 |
|
|
| 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 |
1082-4 |
1043-0 |
39-4 |
3.7% |
19-4 |
1.8% |
75% |
False |
False |
40,920 |
| 10 |
1085-0 |
1043-0 |
42-0 |
3.9% |
15-4 |
1.4% |
70% |
False |
False |
37,148 |
| 20 |
1085-0 |
970-0 |
115-0 |
10.7% |
15-0 |
1.4% |
89% |
False |
False |
32,665 |
| 40 |
1085-0 |
892-4 |
192-4 |
17.9% |
16-4 |
1.5% |
94% |
False |
False |
28,859 |
| 60 |
1085-0 |
826-0 |
259-0 |
24.1% |
15-7 |
1.5% |
95% |
False |
False |
25,837 |
| 80 |
1085-0 |
784-0 |
301-0 |
28.1% |
16-0 |
1.5% |
96% |
False |
False |
22,002 |
| 100 |
1085-0 |
784-0 |
301-0 |
28.1% |
17-0 |
1.6% |
96% |
False |
False |
19,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1160-0 |
|
2.618 |
1127-3 |
|
1.618 |
1107-3 |
|
1.000 |
1095-0 |
|
0.618 |
1087-3 |
|
HIGH |
1075-0 |
|
0.618 |
1067-3 |
|
0.500 |
1065-0 |
|
0.382 |
1062-5 |
|
LOW |
1055-0 |
|
0.618 |
1042-5 |
|
1.000 |
1035-0 |
|
1.618 |
1022-5 |
|
2.618 |
1002-5 |
|
4.250 |
970-0 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1070-0 |
1068-0 |
| PP |
1067-4 |
1063-4 |
| S1 |
1065-0 |
1059-0 |
|