CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 07-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
973-0 |
957-0 |
-16-0 |
-1.6% |
991-0 |
| High |
982-4 |
963-0 |
-19-4 |
-2.0% |
1028-0 |
| Low |
960-0 |
893-0 |
-67-0 |
-7.0% |
944-0 |
| Close |
963-0 |
895-0 |
-68-0 |
-7.1% |
1006-0 |
| Range |
22-4 |
70-0 |
47-4 |
211.1% |
84-0 |
| ATR |
26-6 |
29-7 |
3-1 |
11.5% |
0-0 |
| Volume |
62,374 |
63,602 |
1,228 |
2.0% |
305,190 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1127-0 |
1081-0 |
933-4 |
|
| R3 |
1057-0 |
1011-0 |
914-2 |
|
| R2 |
987-0 |
987-0 |
907-7 |
|
| R1 |
941-0 |
941-0 |
901-3 |
929-0 |
| PP |
917-0 |
917-0 |
917-0 |
911-0 |
| S1 |
871-0 |
871-0 |
888-5 |
859-0 |
| S2 |
847-0 |
847-0 |
882-1 |
|
| S3 |
777-0 |
801-0 |
875-6 |
|
| S4 |
707-0 |
731-0 |
856-4 |
|
|
| 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 |
893-0 |
135-0 |
15.1% |
38-0 |
4.2% |
1% |
False |
True |
74,915 |
| 10 |
1028-0 |
893-0 |
135-0 |
15.1% |
27-1 |
3.0% |
1% |
False |
True |
66,977 |
| 20 |
1099-0 |
893-0 |
206-0 |
23.0% |
24-6 |
2.8% |
1% |
False |
True |
58,125 |
| 40 |
1099-0 |
893-0 |
206-0 |
23.0% |
20-0 |
2.2% |
1% |
False |
True |
44,785 |
| 60 |
1099-0 |
892-4 |
206-4 |
23.1% |
19-1 |
2.1% |
1% |
False |
False |
38,245 |
| 80 |
1099-0 |
820-0 |
279-0 |
31.2% |
18-2 |
2.0% |
27% |
False |
False |
33,469 |
| 100 |
1099-0 |
784-0 |
315-0 |
35.2% |
17-6 |
2.0% |
35% |
False |
False |
28,847 |
| 120 |
1099-0 |
784-0 |
315-0 |
35.2% |
18-3 |
2.1% |
35% |
False |
False |
25,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1260-4 |
|
2.618 |
1146-2 |
|
1.618 |
1076-2 |
|
1.000 |
1033-0 |
|
0.618 |
1006-2 |
|
HIGH |
963-0 |
|
0.618 |
936-2 |
|
0.500 |
928-0 |
|
0.382 |
919-6 |
|
LOW |
893-0 |
|
0.618 |
849-6 |
|
1.000 |
823-0 |
|
1.618 |
779-6 |
|
2.618 |
709-6 |
|
4.250 |
595-4 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
928-0 |
954-2 |
| PP |
917-0 |
934-4 |
| S1 |
906-0 |
914-6 |
|