CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 01-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
973-0 |
1000-0 |
27-0 |
2.8% |
980-0 |
| High |
984-0 |
1028-0 |
44-0 |
4.5% |
1016-4 |
| Low |
944-0 |
997-0 |
53-0 |
5.6% |
971-0 |
| Close |
981-0 |
1015-4 |
34-4 |
3.5% |
991-0 |
| Range |
40-0 |
31-0 |
-9-0 |
-22.5% |
45-4 |
| ATR |
23-4 |
25-2 |
1-5 |
7.1% |
0-0 |
| Volume |
59,558 |
96,746 |
37,188 |
62.4% |
284,114 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1106-4 |
1092-0 |
1032-4 |
|
| R3 |
1075-4 |
1061-0 |
1024-0 |
|
| R2 |
1044-4 |
1044-4 |
1021-1 |
|
| R1 |
1030-0 |
1030-0 |
1018-3 |
1037-2 |
| PP |
1013-4 |
1013-4 |
1013-4 |
1017-1 |
| S1 |
999-0 |
999-0 |
1012-5 |
1006-2 |
| S2 |
982-4 |
982-4 |
1009-7 |
|
| S3 |
951-4 |
968-0 |
1007-0 |
|
| S4 |
920-4 |
937-0 |
998-4 |
|
|
| 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 |
1028-0 |
944-0 |
84-0 |
8.3% |
23-6 |
2.3% |
85% |
True |
False |
67,349 |
| 10 |
1053-4 |
944-0 |
109-4 |
10.8% |
23-2 |
2.3% |
65% |
False |
False |
58,474 |
| 20 |
1099-0 |
944-0 |
155-0 |
15.3% |
21-5 |
2.1% |
46% |
False |
False |
53,690 |
| 40 |
1099-0 |
944-0 |
155-0 |
15.3% |
18-1 |
1.8% |
46% |
False |
False |
41,476 |
| 60 |
1099-0 |
892-4 |
206-4 |
20.3% |
17-7 |
1.8% |
60% |
False |
False |
35,751 |
| 80 |
1099-0 |
816-0 |
283-0 |
27.9% |
17-4 |
1.7% |
70% |
False |
False |
31,122 |
| 100 |
1099-0 |
784-0 |
315-0 |
31.0% |
17-0 |
1.7% |
73% |
False |
False |
26,936 |
| 120 |
1099-0 |
784-0 |
315-0 |
31.0% |
18-0 |
1.8% |
73% |
False |
False |
24,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1159-6 |
|
2.618 |
1109-1 |
|
1.618 |
1078-1 |
|
1.000 |
1059-0 |
|
0.618 |
1047-1 |
|
HIGH |
1028-0 |
|
0.618 |
1016-1 |
|
0.500 |
1012-4 |
|
0.382 |
1008-7 |
|
LOW |
997-0 |
|
0.618 |
977-7 |
|
1.000 |
966-0 |
|
1.618 |
946-7 |
|
2.618 |
915-7 |
|
4.250 |
865-2 |
|
|
| Fisher Pivots for day following 01-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1014-4 |
1005-5 |
| PP |
1013-4 |
995-7 |
| S1 |
1012-4 |
986-0 |
|