CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 06-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
998-0 |
1021-4 |
23-4 |
2.4% |
995-0 |
| High |
1013-0 |
1042-0 |
29-0 |
2.9% |
1014-0 |
| Low |
998-0 |
1019-0 |
21-0 |
2.1% |
961-0 |
| Close |
1009-2 |
1038-2 |
29-0 |
2.9% |
1000-0 |
| Range |
15-0 |
23-0 |
8-0 |
53.3% |
53-0 |
| ATR |
25-0 |
25-4 |
0-4 |
2.2% |
0-0 |
| Volume |
7,626 |
9,351 |
1,725 |
22.6% |
31,707 |
|
| Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1102-1 |
1093-1 |
1050-7 |
|
| R3 |
1079-1 |
1070-1 |
1044-5 |
|
| R2 |
1056-1 |
1056-1 |
1042-4 |
|
| R1 |
1047-1 |
1047-1 |
1040-3 |
1051-5 |
| PP |
1033-1 |
1033-1 |
1033-1 |
1035-2 |
| S1 |
1024-1 |
1024-1 |
1036-1 |
1028-5 |
| S2 |
1010-1 |
1010-1 |
1034-0 |
|
| S3 |
987-1 |
1001-1 |
1031-7 |
|
| S4 |
964-1 |
978-1 |
1025-5 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1150-5 |
1128-3 |
1029-1 |
|
| R3 |
1097-5 |
1075-3 |
1014-5 |
|
| R2 |
1044-5 |
1044-5 |
1009-6 |
|
| R1 |
1022-3 |
1022-3 |
1004-7 |
1033-4 |
| PP |
991-5 |
991-5 |
991-5 |
997-2 |
| S1 |
969-3 |
969-3 |
995-1 |
980-4 |
| S2 |
938-5 |
938-5 |
990-2 |
|
| S3 |
885-5 |
916-3 |
985-3 |
|
| S4 |
832-5 |
863-3 |
970-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1042-0 |
965-0 |
77-0 |
7.4% |
20-6 |
2.0% |
95% |
True |
False |
8,803 |
| 10 |
1042-0 |
906-0 |
136-0 |
13.1% |
22-4 |
2.2% |
97% |
True |
False |
6,349 |
| 20 |
1042-0 |
835-0 |
207-0 |
19.9% |
20-2 |
2.0% |
98% |
True |
False |
6,833 |
| 40 |
1042-0 |
797-0 |
245-0 |
23.6% |
20-3 |
2.0% |
98% |
True |
False |
5,845 |
| 60 |
1042-0 |
797-0 |
245-0 |
23.6% |
22-6 |
2.2% |
98% |
True |
False |
5,519 |
| 80 |
1262-0 |
797-0 |
465-0 |
44.8% |
24-0 |
2.3% |
52% |
False |
False |
5,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1139-6 |
|
2.618 |
1102-2 |
|
1.618 |
1079-2 |
|
1.000 |
1065-0 |
|
0.618 |
1056-2 |
|
HIGH |
1042-0 |
|
0.618 |
1033-2 |
|
0.500 |
1030-4 |
|
0.382 |
1027-6 |
|
LOW |
1019-0 |
|
0.618 |
1004-6 |
|
1.000 |
996-0 |
|
1.618 |
981-6 |
|
2.618 |
958-6 |
|
4.250 |
921-2 |
|
|
| Fisher Pivots for day following 06-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1035-5 |
1031-1 |
| PP |
1033-1 |
1024-1 |
| S1 |
1030-4 |
1017-0 |
|