CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 16-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
1043-0 |
1045-0 |
2-0 |
0.2% |
1050-0 |
High |
1044-0 |
1045-0 |
1-0 |
0.1% |
1099-0 |
Low |
1024-0 |
1020-4 |
-3-4 |
-0.3% |
1043-0 |
Close |
1024-6 |
1028-4 |
3-6 |
0.4% |
1076-4 |
Range |
20-0 |
24-4 |
4-4 |
22.5% |
56-0 |
ATR |
22-4 |
22-6 |
0-1 |
0.6% |
0-0 |
Volume |
48,438 |
47,052 |
-1,386 |
-2.9% |
274,118 |
|
Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1104-7 |
1091-1 |
1042-0 |
|
R3 |
1080-3 |
1066-5 |
1035-2 |
|
R2 |
1055-7 |
1055-7 |
1033-0 |
|
R1 |
1042-1 |
1042-1 |
1030-6 |
1036-6 |
PP |
1031-3 |
1031-3 |
1031-3 |
1028-5 |
S1 |
1017-5 |
1017-5 |
1026-2 |
1012-2 |
S2 |
1006-7 |
1006-7 |
1024-0 |
|
S3 |
982-3 |
993-1 |
1021-6 |
|
S4 |
957-7 |
968-5 |
1015-0 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1240-7 |
1214-5 |
1107-2 |
|
R3 |
1184-7 |
1158-5 |
1091-7 |
|
R2 |
1128-7 |
1128-7 |
1086-6 |
|
R1 |
1102-5 |
1102-5 |
1081-5 |
1115-6 |
PP |
1072-7 |
1072-7 |
1072-7 |
1079-3 |
S1 |
1046-5 |
1046-5 |
1071-3 |
1059-6 |
S2 |
1016-7 |
1016-7 |
1066-2 |
|
S3 |
960-7 |
990-5 |
1061-1 |
|
S4 |
904-7 |
934-5 |
1045-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1099-0 |
1020-4 |
78-4 |
7.6% |
19-5 |
1.9% |
10% |
False |
True |
55,687 |
10 |
1099-0 |
1020-4 |
78-4 |
7.6% |
19-4 |
1.9% |
10% |
False |
True |
48,303 |
20 |
1099-0 |
993-0 |
106-0 |
10.3% |
15-5 |
1.5% |
33% |
False |
False |
40,162 |
40 |
1099-0 |
892-4 |
206-4 |
20.1% |
17-4 |
1.7% |
66% |
False |
False |
32,908 |
60 |
1099-0 |
838-0 |
261-0 |
25.4% |
16-1 |
1.6% |
73% |
False |
False |
28,919 |
80 |
1099-0 |
784-0 |
315-0 |
30.6% |
16-3 |
1.6% |
78% |
False |
False |
24,833 |
100 |
1099-0 |
784-0 |
315-0 |
30.6% |
16-6 |
1.6% |
78% |
False |
False |
21,816 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1149-1 |
2.618 |
1109-1 |
1.618 |
1084-5 |
1.000 |
1069-4 |
0.618 |
1060-1 |
HIGH |
1045-0 |
0.618 |
1035-5 |
0.500 |
1032-6 |
0.382 |
1029-7 |
LOW |
1020-4 |
0.618 |
1005-3 |
1.000 |
996-0 |
1.618 |
980-7 |
2.618 |
956-3 |
4.250 |
916-3 |
|
|
Fisher Pivots for day following 16-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
1032-6 |
1056-0 |
PP |
1031-3 |
1046-7 |
S1 |
1029-7 |
1037-5 |
|