CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 19-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1048-4 |
1044-4 |
-4-0 |
-0.4% |
1043-0 |
| High |
1053-4 |
1047-0 |
-6-4 |
-0.6% |
1053-4 |
| Low |
1039-0 |
1004-4 |
-34-4 |
-3.3% |
1004-4 |
| Close |
1043-4 |
1006-0 |
-37-4 |
-3.6% |
1006-0 |
| Range |
14-4 |
42-4 |
28-0 |
193.1% |
49-0 |
| ATR |
22-3 |
23-7 |
1-3 |
6.4% |
0-0 |
| Volume |
49,341 |
38,394 |
-10,947 |
-22.2% |
219,269 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1146-5 |
1118-7 |
1029-3 |
|
| R3 |
1104-1 |
1076-3 |
1017-6 |
|
| R2 |
1061-5 |
1061-5 |
1013-6 |
|
| R1 |
1033-7 |
1033-7 |
1009-7 |
1026-4 |
| PP |
1019-1 |
1019-1 |
1019-1 |
1015-4 |
| S1 |
991-3 |
991-3 |
1002-1 |
984-0 |
| S2 |
976-5 |
976-5 |
998-2 |
|
| S3 |
934-1 |
948-7 |
994-2 |
|
| S4 |
891-5 |
906-3 |
982-5 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1168-3 |
1136-1 |
1033-0 |
|
| R3 |
1119-3 |
1087-1 |
1019-4 |
|
| R2 |
1070-3 |
1070-3 |
1015-0 |
|
| R1 |
1038-1 |
1038-1 |
1010-4 |
1029-6 |
| PP |
1021-3 |
1021-3 |
1021-3 |
1017-1 |
| S1 |
989-1 |
989-1 |
1001-4 |
980-6 |
| S2 |
972-3 |
972-3 |
997-0 |
|
| S3 |
923-3 |
940-1 |
992-4 |
|
| S4 |
874-3 |
891-1 |
979-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1053-4 |
1004-4 |
49-0 |
4.9% |
25-6 |
2.6% |
3% |
False |
True |
43,853 |
| 10 |
1099-0 |
1004-4 |
94-4 |
9.4% |
21-6 |
2.2% |
2% |
False |
True |
49,338 |
| 20 |
1099-0 |
1004-4 |
94-4 |
9.4% |
18-0 |
1.8% |
2% |
False |
True |
41,427 |
| 40 |
1099-0 |
892-4 |
206-4 |
20.5% |
17-7 |
1.8% |
55% |
False |
False |
34,290 |
| 60 |
1099-0 |
838-0 |
261-0 |
25.9% |
16-6 |
1.7% |
64% |
False |
False |
30,262 |
| 80 |
1099-0 |
784-0 |
315-0 |
31.3% |
16-7 |
1.7% |
70% |
False |
False |
26,111 |
| 100 |
1099-0 |
784-0 |
315-0 |
31.3% |
16-7 |
1.7% |
70% |
False |
False |
22,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1227-5 |
|
2.618 |
1158-2 |
|
1.618 |
1115-6 |
|
1.000 |
1089-4 |
|
0.618 |
1073-2 |
|
HIGH |
1047-0 |
|
0.618 |
1030-6 |
|
0.500 |
1025-6 |
|
0.382 |
1020-6 |
|
LOW |
1004-4 |
|
0.618 |
978-2 |
|
1.000 |
962-0 |
|
1.618 |
935-6 |
|
2.618 |
893-2 |
|
4.250 |
823-7 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1025-6 |
1029-0 |
| PP |
1019-1 |
1021-3 |
| S1 |
1012-5 |
1013-5 |
|