CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 10-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
902-0 |
897-0 |
-5-0 |
-0.6% |
973-0 |
| High |
917-4 |
918-0 |
0-4 |
0.1% |
982-4 |
| Low |
900-0 |
888-4 |
-11-4 |
-1.3% |
882-0 |
| Close |
916-0 |
917-0 |
1-0 |
0.1% |
917-0 |
| Range |
17-4 |
29-4 |
12-0 |
68.6% |
100-4 |
| ATR |
29-5 |
29-5 |
0-0 |
0.0% |
0-0 |
| Volume |
109,525 |
77,979 |
-31,546 |
-28.8% |
459,980 |
|
| Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
996-3 |
986-1 |
933-2 |
|
| R3 |
966-7 |
956-5 |
925-1 |
|
| R2 |
937-3 |
937-3 |
922-3 |
|
| R1 |
927-1 |
927-1 |
919-6 |
932-2 |
| PP |
907-7 |
907-7 |
907-7 |
910-3 |
| S1 |
897-5 |
897-5 |
914-2 |
902-6 |
| S2 |
878-3 |
878-3 |
911-5 |
|
| S3 |
848-7 |
868-1 |
908-7 |
|
| S4 |
819-3 |
838-5 |
900-6 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1228-5 |
1173-3 |
972-2 |
|
| R3 |
1128-1 |
1072-7 |
944-5 |
|
| R2 |
1027-5 |
1027-5 |
935-3 |
|
| R1 |
972-3 |
972-3 |
926-2 |
949-6 |
| PP |
927-1 |
927-1 |
927-1 |
915-7 |
| S1 |
871-7 |
871-7 |
907-6 |
849-2 |
| S2 |
826-5 |
826-5 |
898-5 |
|
| S3 |
726-1 |
771-3 |
889-3 |
|
| S4 |
625-5 |
670-7 |
861-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
982-4 |
882-0 |
100-4 |
11.0% |
34-2 |
3.7% |
35% |
False |
False |
91,996 |
| 10 |
1028-0 |
882-0 |
146-0 |
15.9% |
29-6 |
3.2% |
24% |
False |
False |
82,966 |
| 20 |
1091-4 |
882-0 |
209-4 |
22.8% |
26-1 |
2.9% |
17% |
False |
False |
66,735 |
| 40 |
1099-0 |
882-0 |
217-0 |
23.7% |
20-4 |
2.2% |
16% |
False |
False |
51,431 |
| 60 |
1099-0 |
882-0 |
217-0 |
23.7% |
19-7 |
2.2% |
16% |
False |
False |
42,678 |
| 80 |
1099-0 |
838-0 |
261-0 |
28.5% |
18-3 |
2.0% |
30% |
False |
False |
37,063 |
| 100 |
1099-0 |
784-0 |
315-0 |
34.4% |
18-0 |
2.0% |
42% |
False |
False |
31,936 |
| 120 |
1099-0 |
784-0 |
315-0 |
34.4% |
18-3 |
2.0% |
42% |
False |
False |
28,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1043-3 |
|
2.618 |
995-2 |
|
1.618 |
965-6 |
|
1.000 |
947-4 |
|
0.618 |
936-2 |
|
HIGH |
918-0 |
|
0.618 |
906-6 |
|
0.500 |
903-2 |
|
0.382 |
899-6 |
|
LOW |
888-4 |
|
0.618 |
870-2 |
|
1.000 |
859-0 |
|
1.618 |
840-6 |
|
2.618 |
811-2 |
|
4.250 |
763-1 |
|
|
| Fisher Pivots for day following 10-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
912-3 |
911-3 |
| PP |
907-7 |
905-5 |
| S1 |
903-2 |
900-0 |
|