CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 09-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1003-0 |
1036-0 |
33-0 |
3.3% |
998-0 |
| High |
1025-0 |
1059-0 |
34-0 |
3.3% |
1059-0 |
| Low |
1003-0 |
1035-0 |
32-0 |
3.2% |
998-0 |
| Close |
1011-0 |
1056-2 |
45-2 |
4.5% |
1056-2 |
| Range |
22-0 |
24-0 |
2-0 |
9.1% |
61-0 |
| ATR |
25-2 |
26-7 |
1-5 |
6.4% |
0-0 |
| Volume |
11,072 |
16,556 |
5,484 |
49.5% |
63,818 |
|
| Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1122-1 |
1113-1 |
1069-4 |
|
| R3 |
1098-1 |
1089-1 |
1062-7 |
|
| R2 |
1074-1 |
1074-1 |
1060-5 |
|
| R1 |
1065-1 |
1065-1 |
1058-4 |
1069-5 |
| PP |
1050-1 |
1050-1 |
1050-1 |
1052-2 |
| S1 |
1041-1 |
1041-1 |
1054-0 |
1045-5 |
| S2 |
1026-1 |
1026-1 |
1051-7 |
|
| S3 |
1002-1 |
1017-1 |
1049-5 |
|
| S4 |
978-1 |
993-1 |
1043-0 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1220-6 |
1199-4 |
1089-6 |
|
| R3 |
1159-6 |
1138-4 |
1073-0 |
|
| R2 |
1098-6 |
1098-6 |
1067-3 |
|
| R1 |
1077-4 |
1077-4 |
1061-7 |
1088-1 |
| PP |
1037-6 |
1037-6 |
1037-6 |
1043-0 |
| S1 |
1016-4 |
1016-4 |
1050-5 |
1027-1 |
| S2 |
976-6 |
976-6 |
1045-1 |
|
| S3 |
915-6 |
955-4 |
1039-4 |
|
| S4 |
854-6 |
894-4 |
1022-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1059-0 |
998-0 |
61-0 |
5.8% |
19-2 |
1.8% |
95% |
True |
False |
12,763 |
| 10 |
1059-0 |
946-0 |
113-0 |
10.7% |
24-0 |
2.3% |
98% |
True |
False |
9,868 |
| 20 |
1059-0 |
850-0 |
209-0 |
19.8% |
21-2 |
2.0% |
99% |
True |
False |
7,937 |
| 40 |
1059-0 |
797-0 |
262-0 |
24.8% |
20-3 |
1.9% |
99% |
True |
False |
6,625 |
| 60 |
1059-0 |
797-0 |
262-0 |
24.8% |
22-7 |
2.2% |
99% |
True |
False |
6,064 |
| 80 |
1262-0 |
797-0 |
465-0 |
44.0% |
23-1 |
2.2% |
56% |
False |
False |
5,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1161-0 |
|
2.618 |
1121-7 |
|
1.618 |
1097-7 |
|
1.000 |
1083-0 |
|
0.618 |
1073-7 |
|
HIGH |
1059-0 |
|
0.618 |
1049-7 |
|
0.500 |
1047-0 |
|
0.382 |
1044-1 |
|
LOW |
1035-0 |
|
0.618 |
1020-1 |
|
1.000 |
1011-0 |
|
1.618 |
996-1 |
|
2.618 |
972-1 |
|
4.250 |
933-0 |
|
|
| Fisher Pivots for day following 09-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1053-1 |
1047-7 |
| PP |
1050-1 |
1039-3 |
| S1 |
1047-0 |
1031-0 |
|