CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1028-0 |
1048-4 |
20-4 |
2.0% |
1050-0 |
| High |
1050-4 |
1053-4 |
3-0 |
0.3% |
1099-0 |
| Low |
1023-4 |
1039-0 |
15-4 |
1.5% |
1043-0 |
| Close |
1050-0 |
1043-4 |
-6-4 |
-0.6% |
1076-4 |
| Range |
27-0 |
14-4 |
-12-4 |
-46.3% |
56-0 |
| ATR |
23-0 |
22-3 |
-0-5 |
-2.6% |
0-0 |
| Volume |
36,044 |
49,341 |
13,297 |
36.9% |
274,118 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1088-7 |
1080-5 |
1051-4 |
|
| R3 |
1074-3 |
1066-1 |
1047-4 |
|
| R2 |
1059-7 |
1059-7 |
1046-1 |
|
| R1 |
1051-5 |
1051-5 |
1044-7 |
1048-4 |
| PP |
1045-3 |
1045-3 |
1045-3 |
1043-6 |
| S1 |
1037-1 |
1037-1 |
1042-1 |
1034-0 |
| S2 |
1030-7 |
1030-7 |
1040-7 |
|
| S3 |
1016-3 |
1022-5 |
1039-4 |
|
| S4 |
1001-7 |
1008-1 |
1035-4 |
|
|
| 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 |
1091-4 |
1020-4 |
71-0 |
6.8% |
21-6 |
2.1% |
32% |
False |
False |
49,406 |
| 10 |
1099-0 |
1020-4 |
78-4 |
7.5% |
19-2 |
1.8% |
29% |
False |
False |
49,910 |
| 20 |
1099-0 |
1004-4 |
94-4 |
9.1% |
16-6 |
1.6% |
41% |
False |
False |
41,706 |
| 40 |
1099-0 |
892-4 |
206-4 |
19.8% |
17-2 |
1.7% |
73% |
False |
False |
33,872 |
| 60 |
1099-0 |
838-0 |
261-0 |
25.0% |
16-2 |
1.6% |
79% |
False |
False |
29,885 |
| 80 |
1099-0 |
784-0 |
315-0 |
30.2% |
16-5 |
1.6% |
82% |
False |
False |
25,704 |
| 100 |
1099-0 |
784-0 |
315-0 |
30.2% |
16-5 |
1.6% |
82% |
False |
False |
22,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1115-1 |
|
2.618 |
1091-4 |
|
1.618 |
1077-0 |
|
1.000 |
1068-0 |
|
0.618 |
1062-4 |
|
HIGH |
1053-4 |
|
0.618 |
1048-0 |
|
0.500 |
1046-2 |
|
0.382 |
1044-4 |
|
LOW |
1039-0 |
|
0.618 |
1030-0 |
|
1.000 |
1024-4 |
|
1.618 |
1015-4 |
|
2.618 |
1001-0 |
|
4.250 |
977-3 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1046-2 |
1041-3 |
| PP |
1045-3 |
1039-1 |
| S1 |
1044-3 |
1037-0 |
|