CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 22-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1010-0 |
1035-0 |
25-0 |
2.5% |
1020-0 |
| High |
1038-4 |
1035-4 |
-3-0 |
-0.3% |
1041-0 |
| Low |
1010-0 |
1017-0 |
7-0 |
0.7% |
980-0 |
| Close |
1038-4 |
1027-4 |
-11-0 |
-1.1% |
1038-4 |
| Range |
28-4 |
18-4 |
-10-0 |
-35.1% |
61-0 |
| ATR |
31-2 |
30-5 |
-0-6 |
-2.2% |
0-0 |
| Volume |
19,814 |
11,762 |
-8,052 |
-40.6% |
97,329 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1082-1 |
1073-3 |
1037-5 |
|
| R3 |
1063-5 |
1054-7 |
1032-5 |
|
| R2 |
1045-1 |
1045-1 |
1030-7 |
|
| R1 |
1036-3 |
1036-3 |
1029-2 |
1031-4 |
| PP |
1026-5 |
1026-5 |
1026-5 |
1024-2 |
| S1 |
1017-7 |
1017-7 |
1025-6 |
1013-0 |
| S2 |
1008-1 |
1008-1 |
1024-1 |
|
| S3 |
989-5 |
999-3 |
1022-3 |
|
| S4 |
971-1 |
980-7 |
1017-3 |
|
|
| 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 |
1048-0 |
990-0 |
58-0 |
5.6% |
32-0 |
3.1% |
65% |
False |
False |
19,271 |
| 10 |
1059-0 |
980-0 |
79-0 |
7.7% |
28-6 |
2.8% |
60% |
False |
False |
17,366 |
| 20 |
1059-0 |
910-0 |
149-0 |
14.5% |
25-5 |
2.5% |
79% |
False |
False |
12,648 |
| 40 |
1059-0 |
797-0 |
262-0 |
25.5% |
22-1 |
2.2% |
88% |
False |
False |
9,480 |
| 60 |
1059-0 |
797-0 |
262-0 |
25.5% |
23-2 |
2.3% |
88% |
False |
False |
7,789 |
| 80 |
1168-0 |
797-0 |
371-0 |
36.1% |
23-6 |
2.3% |
62% |
False |
False |
7,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1114-1 |
|
2.618 |
1083-7 |
|
1.618 |
1065-3 |
|
1.000 |
1054-0 |
|
0.618 |
1046-7 |
|
HIGH |
1035-4 |
|
0.618 |
1028-3 |
|
0.500 |
1026-2 |
|
0.382 |
1024-1 |
|
LOW |
1017-0 |
|
0.618 |
1005-5 |
|
1.000 |
998-4 |
|
1.618 |
987-1 |
|
2.618 |
968-5 |
|
4.250 |
938-3 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1027-1 |
1026-1 |
| PP |
1026-5 |
1024-7 |
| S1 |
1026-2 |
1023-4 |
|