CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1062-0 |
1075-0 |
13-0 |
1.2% |
1076-0 |
| High |
1075-0 |
1081-0 |
6-0 |
0.6% |
1085-0 |
| Low |
1055-0 |
1067-0 |
12-0 |
1.1% |
1045-0 |
| Close |
1072-4 |
1079-2 |
6-6 |
0.6% |
1061-6 |
| Range |
20-0 |
14-0 |
-6-0 |
-30.0% |
40-0 |
| ATR |
20-5 |
20-1 |
-0-4 |
-2.3% |
0-0 |
| Volume |
45,012 |
54,226 |
9,214 |
20.5% |
183,073 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1117-6 |
1112-4 |
1087-0 |
|
| R3 |
1103-6 |
1098-4 |
1083-1 |
|
| R2 |
1089-6 |
1089-6 |
1081-7 |
|
| R1 |
1084-4 |
1084-4 |
1080-4 |
1087-1 |
| PP |
1075-6 |
1075-6 |
1075-6 |
1077-0 |
| S1 |
1070-4 |
1070-4 |
1078-0 |
1073-1 |
| S2 |
1061-6 |
1061-6 |
1076-5 |
|
| S3 |
1047-6 |
1056-4 |
1075-3 |
|
| S4 |
1033-6 |
1042-4 |
1071-4 |
|
|
| 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% |
17-7 |
1.7% |
92% |
False |
False |
45,764 |
| 10 |
1085-0 |
1043-0 |
42-0 |
3.9% |
15-4 |
1.4% |
86% |
False |
False |
39,144 |
| 20 |
1085-0 |
970-0 |
115-0 |
10.7% |
15-0 |
1.4% |
95% |
False |
False |
34,511 |
| 40 |
1085-0 |
892-4 |
192-4 |
17.8% |
16-5 |
1.5% |
97% |
False |
False |
29,816 |
| 60 |
1085-0 |
838-0 |
247-0 |
22.9% |
15-5 |
1.4% |
98% |
False |
False |
26,439 |
| 80 |
1085-0 |
784-0 |
301-0 |
27.9% |
16-0 |
1.5% |
98% |
False |
False |
22,547 |
| 100 |
1085-0 |
784-0 |
301-0 |
27.9% |
16-7 |
1.6% |
98% |
False |
False |
20,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1140-4 |
|
2.618 |
1117-5 |
|
1.618 |
1103-5 |
|
1.000 |
1095-0 |
|
0.618 |
1089-5 |
|
HIGH |
1081-0 |
|
0.618 |
1075-5 |
|
0.500 |
1074-0 |
|
0.382 |
1072-3 |
|
LOW |
1067-0 |
|
0.618 |
1058-3 |
|
1.000 |
1053-0 |
|
1.618 |
1044-3 |
|
2.618 |
1030-3 |
|
4.250 |
1007-4 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1077-4 |
1073-4 |
| PP |
1075-6 |
1067-6 |
| S1 |
1074-0 |
1062-0 |
|