CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 26-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1008-0 |
1004-0 |
-4-0 |
-0.4% |
980-0 |
| High |
1012-4 |
1006-0 |
-6-4 |
-0.6% |
1016-4 |
| Low |
994-0 |
990-0 |
-4-0 |
-0.4% |
971-0 |
| Close |
1002-0 |
991-0 |
-11-0 |
-1.1% |
991-0 |
| Range |
18-4 |
16-0 |
-2-4 |
-13.5% |
45-4 |
| ATR |
23-4 |
23-0 |
-0-4 |
-2.3% |
0-0 |
| Volume |
59,365 |
64,492 |
5,127 |
8.6% |
284,114 |
|
| Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1043-5 |
1033-3 |
999-6 |
|
| R3 |
1027-5 |
1017-3 |
995-3 |
|
| R2 |
1011-5 |
1011-5 |
993-7 |
|
| R1 |
1001-3 |
1001-3 |
992-4 |
998-4 |
| PP |
995-5 |
995-5 |
995-5 |
994-2 |
| S1 |
985-3 |
985-3 |
989-4 |
982-4 |
| S2 |
979-5 |
979-5 |
988-1 |
|
| S3 |
963-5 |
969-3 |
986-5 |
|
| S4 |
947-5 |
953-3 |
982-2 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1129-3 |
1105-5 |
1016-0 |
|
| R3 |
1083-7 |
1060-1 |
1003-4 |
|
| R2 |
1038-3 |
1038-3 |
999-3 |
|
| R1 |
1014-5 |
1014-5 |
995-1 |
1026-4 |
| PP |
992-7 |
992-7 |
992-7 |
998-6 |
| S1 |
969-1 |
969-1 |
986-7 |
981-0 |
| S2 |
947-3 |
947-3 |
982-5 |
|
| S3 |
901-7 |
923-5 |
978-4 |
|
| S4 |
856-3 |
878-1 |
966-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1016-4 |
971-0 |
45-4 |
4.6% |
18-2 |
1.8% |
44% |
False |
False |
56,822 |
| 10 |
1053-4 |
971-0 |
82-4 |
8.3% |
22-0 |
2.2% |
24% |
False |
False |
50,338 |
| 20 |
1099-0 |
971-0 |
128-0 |
12.9% |
19-4 |
2.0% |
16% |
False |
False |
48,028 |
| 40 |
1099-0 |
945-0 |
154-0 |
15.5% |
17-7 |
1.8% |
30% |
False |
False |
38,605 |
| 60 |
1099-0 |
892-4 |
206-4 |
20.8% |
17-1 |
1.7% |
48% |
False |
False |
33,349 |
| 80 |
1099-0 |
799-4 |
299-4 |
30.2% |
17-0 |
1.7% |
64% |
False |
False |
28,918 |
| 100 |
1099-0 |
784-0 |
315-0 |
31.8% |
16-7 |
1.7% |
66% |
False |
False |
25,116 |
| 120 |
1099-0 |
784-0 |
315-0 |
31.8% |
17-6 |
1.8% |
66% |
False |
False |
22,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1074-0 |
|
2.618 |
1047-7 |
|
1.618 |
1031-7 |
|
1.000 |
1022-0 |
|
0.618 |
1015-7 |
|
HIGH |
1006-0 |
|
0.618 |
999-7 |
|
0.500 |
998-0 |
|
0.382 |
996-1 |
|
LOW |
990-0 |
|
0.618 |
980-1 |
|
1.000 |
974-0 |
|
1.618 |
964-1 |
|
2.618 |
948-1 |
|
4.250 |
922-0 |
|
|
| Fisher Pivots for day following 26-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
998-0 |
1003-2 |
| PP |
995-5 |
999-1 |
| S1 |
993-3 |
995-1 |
|