CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 16-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
990-0 |
1028-0 |
38-0 |
3.8% |
1020-0 |
| High |
1041-0 |
1039-0 |
-2-0 |
-0.2% |
1041-0 |
| Low |
990-0 |
1026-0 |
36-0 |
3.6% |
980-0 |
| Close |
1013-2 |
1038-4 |
25-2 |
2.5% |
1038-4 |
| Range |
51-0 |
13-0 |
-38-0 |
-74.5% |
61-0 |
| ATR |
30-4 |
30-1 |
-0-3 |
-1.1% |
0-0 |
| Volume |
18,250 |
29,397 |
11,147 |
61.1% |
97,329 |
|
| Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1073-4 |
1069-0 |
1045-5 |
|
| R3 |
1060-4 |
1056-0 |
1042-1 |
|
| R2 |
1047-4 |
1047-4 |
1040-7 |
|
| R1 |
1043-0 |
1043-0 |
1039-6 |
1045-2 |
| PP |
1034-4 |
1034-4 |
1034-4 |
1035-5 |
| S1 |
1030-0 |
1030-0 |
1037-2 |
1032-2 |
| S2 |
1021-4 |
1021-4 |
1036-1 |
|
| S3 |
1008-4 |
1017-0 |
1034-7 |
|
| S4 |
995-4 |
1004-0 |
1031-3 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1202-7 |
1181-5 |
1072-0 |
|
| R3 |
1141-7 |
1120-5 |
1055-2 |
|
| R2 |
1080-7 |
1080-7 |
1049-5 |
|
| R1 |
1059-5 |
1059-5 |
1044-1 |
1070-2 |
| PP |
1019-7 |
1019-7 |
1019-7 |
1025-1 |
| S1 |
998-5 |
998-5 |
1032-7 |
1009-2 |
| S2 |
958-7 |
958-7 |
1027-3 |
|
| S3 |
897-7 |
937-5 |
1021-6 |
|
| S4 |
836-7 |
876-5 |
1005-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1041-0 |
980-0 |
61-0 |
5.9% |
29-1 |
2.8% |
96% |
False |
False |
19,465 |
| 10 |
1059-0 |
980-0 |
79-0 |
7.6% |
24-2 |
2.3% |
74% |
False |
False |
16,114 |
| 20 |
1059-0 |
885-0 |
174-0 |
16.8% |
22-4 |
2.2% |
88% |
False |
False |
11,123 |
| 40 |
1059-0 |
797-0 |
262-0 |
25.2% |
21-3 |
2.1% |
92% |
False |
False |
8,588 |
| 60 |
1059-0 |
797-0 |
262-0 |
25.2% |
23-0 |
2.2% |
92% |
False |
False |
7,243 |
| 80 |
1255-0 |
797-0 |
458-0 |
44.1% |
23-2 |
2.2% |
53% |
False |
False |
6,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1094-2 |
|
2.618 |
1073-0 |
|
1.618 |
1060-0 |
|
1.000 |
1052-0 |
|
0.618 |
1047-0 |
|
HIGH |
1039-0 |
|
0.618 |
1034-0 |
|
0.500 |
1032-4 |
|
0.382 |
1031-0 |
|
LOW |
1026-0 |
|
0.618 |
1018-0 |
|
1.000 |
1013-0 |
|
1.618 |
1005-0 |
|
2.618 |
992-0 |
|
4.250 |
970-6 |
|
|
| Fisher Pivots for day following 16-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1036-4 |
1029-1 |
| PP |
1034-4 |
1019-7 |
| S1 |
1032-4 |
1010-4 |
|