CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 14-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
996-0 |
997-4 |
1-4 |
0.2% |
998-0 |
| High |
1010-4 |
1000-4 |
-10-0 |
-1.0% |
1059-0 |
| Low |
991-0 |
980-0 |
-11-0 |
-1.1% |
998-0 |
| Close |
991-0 |
990-0 |
-1-0 |
-0.1% |
1056-2 |
| Range |
19-4 |
20-4 |
1-0 |
5.1% |
61-0 |
| ATR |
29-4 |
28-7 |
-0-5 |
-2.2% |
0-0 |
| Volume |
17,732 |
12,230 |
-5,502 |
-31.0% |
63,818 |
|
| Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1051-5 |
1041-3 |
1001-2 |
|
| R3 |
1031-1 |
1020-7 |
995-5 |
|
| R2 |
1010-5 |
1010-5 |
993-6 |
|
| R1 |
1000-3 |
1000-3 |
991-7 |
995-2 |
| PP |
990-1 |
990-1 |
990-1 |
987-5 |
| S1 |
979-7 |
979-7 |
988-1 |
974-6 |
| S2 |
969-5 |
969-5 |
986-2 |
|
| S3 |
949-1 |
959-3 |
984-3 |
|
| S4 |
928-5 |
938-7 |
978-6 |
|
|
| 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 |
980-0 |
79-0 |
8.0% |
25-4 |
2.6% |
13% |
False |
True |
15,462 |
| 10 |
1059-0 |
972-0 |
87-0 |
8.8% |
23-2 |
2.3% |
21% |
False |
False |
12,805 |
| 20 |
1059-0 |
872-0 |
187-0 |
18.9% |
21-2 |
2.1% |
63% |
False |
False |
9,508 |
| 40 |
1059-0 |
797-0 |
262-0 |
26.5% |
20-4 |
2.1% |
74% |
False |
False |
7,562 |
| 60 |
1059-0 |
797-0 |
262-0 |
26.5% |
22-4 |
2.3% |
74% |
False |
False |
6,627 |
| 80 |
1262-0 |
797-0 |
465-0 |
47.0% |
23-1 |
2.3% |
42% |
False |
False |
6,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1087-5 |
|
2.618 |
1054-1 |
|
1.618 |
1033-5 |
|
1.000 |
1021-0 |
|
0.618 |
1013-1 |
|
HIGH |
1000-4 |
|
0.618 |
992-5 |
|
0.500 |
990-2 |
|
0.382 |
987-7 |
|
LOW |
980-0 |
|
0.618 |
967-3 |
|
1.000 |
959-4 |
|
1.618 |
946-7 |
|
2.618 |
926-3 |
|
4.250 |
892-7 |
|
|
| Fisher Pivots for day following 14-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
990-2 |
1004-0 |
| PP |
990-1 |
999-3 |
| S1 |
990-1 |
994-5 |
|