CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 30-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
991-0 |
973-0 |
-18-0 |
-1.8% |
980-0 |
| High |
994-0 |
984-0 |
-10-0 |
-1.0% |
1016-4 |
| Low |
981-0 |
944-0 |
-37-0 |
-3.8% |
971-0 |
| Close |
983-4 |
981-0 |
-2-4 |
-0.3% |
991-0 |
| Range |
13-0 |
40-0 |
27-0 |
207.7% |
45-4 |
| ATR |
22-2 |
23-4 |
1-2 |
5.7% |
0-0 |
| Volume |
56,587 |
59,558 |
2,971 |
5.3% |
284,114 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1089-5 |
1075-3 |
1003-0 |
|
| R3 |
1049-5 |
1035-3 |
992-0 |
|
| R2 |
1009-5 |
1009-5 |
988-3 |
|
| R1 |
995-3 |
995-3 |
984-5 |
1002-4 |
| PP |
969-5 |
969-5 |
969-5 |
973-2 |
| S1 |
955-3 |
955-3 |
977-3 |
962-4 |
| S2 |
929-5 |
929-5 |
973-5 |
|
| S3 |
889-5 |
915-3 |
970-0 |
|
| S4 |
849-5 |
875-3 |
959-0 |
|
|
| 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 |
944-0 |
72-4 |
7.4% |
20-4 |
2.1% |
51% |
False |
True |
58,368 |
| 10 |
1053-4 |
944-0 |
109-4 |
11.2% |
22-6 |
2.3% |
34% |
False |
True |
52,403 |
| 20 |
1099-0 |
944-0 |
155-0 |
15.8% |
21-1 |
2.2% |
24% |
False |
True |
50,353 |
| 40 |
1099-0 |
944-0 |
155-0 |
15.8% |
17-7 |
1.8% |
24% |
False |
True |
39,817 |
| 60 |
1099-0 |
892-4 |
206-4 |
21.0% |
17-4 |
1.8% |
43% |
False |
False |
34,564 |
| 80 |
1099-0 |
816-0 |
283-0 |
28.8% |
17-3 |
1.8% |
58% |
False |
False |
30,015 |
| 100 |
1099-0 |
784-0 |
315-0 |
32.1% |
17-0 |
1.7% |
63% |
False |
False |
26,045 |
| 120 |
1099-0 |
784-0 |
315-0 |
32.1% |
18-0 |
1.8% |
63% |
False |
False |
23,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1154-0 |
|
2.618 |
1088-6 |
|
1.618 |
1048-6 |
|
1.000 |
1024-0 |
|
0.618 |
1008-6 |
|
HIGH |
984-0 |
|
0.618 |
968-6 |
|
0.500 |
964-0 |
|
0.382 |
959-2 |
|
LOW |
944-0 |
|
0.618 |
919-2 |
|
1.000 |
904-0 |
|
1.618 |
879-2 |
|
2.618 |
839-2 |
|
4.250 |
774-0 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
975-3 |
979-0 |
| PP |
969-5 |
977-0 |
| S1 |
964-0 |
975-0 |
|