CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 23-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
980-0 |
986-0 |
6-0 |
0.6% |
1043-0 |
| High |
993-4 |
1005-0 |
11-4 |
1.2% |
1053-4 |
| Low |
971-0 |
986-0 |
15-0 |
1.5% |
1004-4 |
| Close |
981-0 |
1004-4 |
23-4 |
2.4% |
1006-0 |
| Range |
22-4 |
19-0 |
-3-4 |
-15.6% |
49-0 |
| ATR |
24-5 |
24-5 |
0-0 |
-0.2% |
0-0 |
| Volume |
45,505 |
62,914 |
17,409 |
38.3% |
219,269 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1055-4 |
1049-0 |
1015-0 |
|
| R3 |
1036-4 |
1030-0 |
1009-6 |
|
| R2 |
1017-4 |
1017-4 |
1008-0 |
|
| R1 |
1011-0 |
1011-0 |
1006-2 |
1014-2 |
| PP |
998-4 |
998-4 |
998-4 |
1000-1 |
| S1 |
992-0 |
992-0 |
1002-6 |
995-2 |
| S2 |
979-4 |
979-4 |
1001-0 |
|
| S3 |
960-4 |
973-0 |
999-2 |
|
| S4 |
941-4 |
954-0 |
994-0 |
|
|
| 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 |
971-0 |
82-4 |
8.2% |
25-1 |
2.5% |
41% |
False |
False |
46,439 |
| 10 |
1099-0 |
971-0 |
128-0 |
12.7% |
22-3 |
2.2% |
26% |
False |
False |
51,063 |
| 20 |
1099-0 |
971-0 |
128-0 |
12.7% |
18-7 |
1.9% |
26% |
False |
False |
44,105 |
| 40 |
1099-0 |
899-4 |
199-4 |
19.9% |
18-0 |
1.8% |
53% |
False |
False |
35,941 |
| 60 |
1099-0 |
838-0 |
261-0 |
26.0% |
17-1 |
1.7% |
64% |
False |
False |
31,500 |
| 80 |
1099-0 |
784-0 |
315-0 |
31.4% |
17-0 |
1.7% |
70% |
False |
False |
27,144 |
| 100 |
1099-0 |
784-0 |
315-0 |
31.4% |
17-0 |
1.7% |
70% |
False |
False |
23,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1085-6 |
|
2.618 |
1054-6 |
|
1.618 |
1035-6 |
|
1.000 |
1024-0 |
|
0.618 |
1016-6 |
|
HIGH |
1005-0 |
|
0.618 |
997-6 |
|
0.500 |
995-4 |
|
0.382 |
993-2 |
|
LOW |
986-0 |
|
0.618 |
974-2 |
|
1.000 |
967-0 |
|
1.618 |
955-2 |
|
2.618 |
936-2 |
|
4.250 |
905-2 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1001-4 |
1009-0 |
| PP |
998-4 |
1007-4 |
| S1 |
995-4 |
1006-0 |
|