CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 24-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
986-0 |
1004-0 |
18-0 |
1.8% |
1043-0 |
| High |
1005-0 |
1016-4 |
11-4 |
1.1% |
1053-4 |
| Low |
986-0 |
1001-4 |
15-4 |
1.6% |
1004-4 |
| Close |
1004-4 |
1008-0 |
3-4 |
0.3% |
1006-0 |
| Range |
19-0 |
15-0 |
-4-0 |
-21.1% |
49-0 |
| ATR |
24-5 |
23-7 |
-0-5 |
-2.8% |
0-0 |
| Volume |
62,914 |
51,838 |
-11,076 |
-17.6% |
219,269 |
|
| Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1053-5 |
1045-7 |
1016-2 |
|
| R3 |
1038-5 |
1030-7 |
1012-1 |
|
| R2 |
1023-5 |
1023-5 |
1010-6 |
|
| R1 |
1015-7 |
1015-7 |
1009-3 |
1019-6 |
| PP |
1008-5 |
1008-5 |
1008-5 |
1010-5 |
| S1 |
1000-7 |
1000-7 |
1006-5 |
1004-6 |
| S2 |
993-5 |
993-5 |
1005-2 |
|
| S3 |
978-5 |
985-7 |
1003-7 |
|
| S4 |
963-5 |
970-7 |
999-6 |
|
|
| 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% |
22-6 |
2.3% |
45% |
False |
False |
49,598 |
| 10 |
1099-0 |
971-0 |
128-0 |
12.7% |
22-4 |
2.2% |
29% |
False |
False |
50,824 |
| 20 |
1099-0 |
971-0 |
128-0 |
12.7% |
19-0 |
1.9% |
29% |
False |
False |
44,984 |
| 40 |
1099-0 |
911-0 |
188-0 |
18.7% |
17-7 |
1.8% |
52% |
False |
False |
36,689 |
| 60 |
1099-0 |
870-0 |
229-0 |
22.7% |
17-1 |
1.7% |
60% |
False |
False |
32,050 |
| 80 |
1099-0 |
784-0 |
315-0 |
31.3% |
16-7 |
1.7% |
71% |
False |
False |
27,640 |
| 100 |
1099-0 |
784-0 |
315-0 |
31.3% |
17-0 |
1.7% |
71% |
False |
False |
24,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1080-2 |
|
2.618 |
1055-6 |
|
1.618 |
1040-6 |
|
1.000 |
1031-4 |
|
0.618 |
1025-6 |
|
HIGH |
1016-4 |
|
0.618 |
1010-6 |
|
0.500 |
1009-0 |
|
0.382 |
1007-2 |
|
LOW |
1001-4 |
|
0.618 |
992-2 |
|
1.000 |
986-4 |
|
1.618 |
977-2 |
|
2.618 |
962-2 |
|
4.250 |
937-6 |
|
|
| Fisher Pivots for day following 24-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1009-0 |
1003-2 |
| PP |
1008-5 |
998-4 |
| S1 |
1008-3 |
993-6 |
|