CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
995-0 |
973-0 |
-22-0 |
-2.2% |
991-0 |
| High |
1015-4 |
982-4 |
-33-0 |
-3.2% |
1028-0 |
| Low |
989-0 |
960-0 |
-29-0 |
-2.9% |
944-0 |
| Close |
1006-0 |
963-0 |
-43-0 |
-4.3% |
1006-0 |
| Range |
26-4 |
22-4 |
-4-0 |
-15.1% |
84-0 |
| ATR |
25-2 |
26-6 |
1-4 |
5.8% |
0-0 |
| Volume |
92,299 |
62,374 |
-29,925 |
-32.4% |
305,190 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1036-0 |
1022-0 |
975-3 |
|
| R3 |
1013-4 |
999-4 |
969-2 |
|
| R2 |
991-0 |
991-0 |
967-1 |
|
| R1 |
977-0 |
977-0 |
965-0 |
972-6 |
| PP |
968-4 |
968-4 |
968-4 |
966-3 |
| S1 |
954-4 |
954-4 |
961-0 |
950-2 |
| S2 |
946-0 |
946-0 |
958-7 |
|
| S3 |
923-4 |
932-0 |
956-6 |
|
| S4 |
901-0 |
909-4 |
950-5 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1244-5 |
1209-3 |
1052-2 |
|
| R3 |
1160-5 |
1125-3 |
1029-1 |
|
| R2 |
1076-5 |
1076-5 |
1021-3 |
|
| R1 |
1041-3 |
1041-3 |
1013-6 |
1059-0 |
| PP |
992-5 |
992-5 |
992-5 |
1001-4 |
| S1 |
957-3 |
957-3 |
998-2 |
975-0 |
| S2 |
908-5 |
908-5 |
990-5 |
|
| S3 |
824-5 |
873-3 |
982-7 |
|
| S4 |
740-5 |
789-3 |
959-6 |
|
|
| 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 |
8.7% |
26-5 |
2.8% |
23% |
False |
False |
73,512 |
| 10 |
1028-0 |
944-0 |
84-0 |
8.7% |
22-3 |
2.3% |
23% |
False |
False |
65,167 |
| 20 |
1099-0 |
944-0 |
155-0 |
16.1% |
22-1 |
2.3% |
12% |
False |
False |
57,253 |
| 40 |
1099-0 |
944-0 |
155-0 |
16.1% |
18-4 |
1.9% |
12% |
False |
False |
43,972 |
| 60 |
1099-0 |
892-4 |
206-4 |
21.4% |
18-2 |
1.9% |
34% |
False |
False |
37,503 |
| 80 |
1099-0 |
820-0 |
279-0 |
29.0% |
17-5 |
1.8% |
51% |
False |
False |
32,809 |
| 100 |
1099-0 |
784-0 |
315-0 |
32.7% |
17-1 |
1.8% |
57% |
False |
False |
28,281 |
| 120 |
1099-0 |
784-0 |
315-0 |
32.7% |
17-7 |
1.9% |
57% |
False |
False |
25,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1078-1 |
|
2.618 |
1041-3 |
|
1.618 |
1018-7 |
|
1.000 |
1005-0 |
|
0.618 |
996-3 |
|
HIGH |
982-4 |
|
0.618 |
973-7 |
|
0.500 |
971-2 |
|
0.382 |
968-5 |
|
LOW |
960-0 |
|
0.618 |
946-1 |
|
1.000 |
937-4 |
|
1.618 |
923-5 |
|
2.618 |
901-1 |
|
4.250 |
864-3 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
971-2 |
994-0 |
| PP |
968-4 |
983-5 |
| S1 |
965-6 |
973-3 |
|