CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 23-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1035-0 |
1025-0 |
-10-0 |
-1.0% |
1038-0 |
| High |
1035-4 |
1046-0 |
10-4 |
1.0% |
1048-0 |
| Low |
1017-0 |
1020-0 |
3-0 |
0.3% |
999-0 |
| Close |
1027-4 |
1023-2 |
-4-2 |
-0.4% |
1023-2 |
| Range |
18-4 |
26-0 |
7-4 |
40.5% |
49-0 |
| ATR |
30-5 |
30-2 |
-0-3 |
-1.1% |
0-0 |
| Volume |
11,762 |
21,454 |
9,692 |
82.4% |
70,163 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1107-6 |
1091-4 |
1037-4 |
|
| R3 |
1081-6 |
1065-4 |
1030-3 |
|
| R2 |
1055-6 |
1055-6 |
1028-0 |
|
| R1 |
1039-4 |
1039-4 |
1025-5 |
1034-5 |
| PP |
1029-6 |
1029-6 |
1029-6 |
1027-2 |
| S1 |
1013-4 |
1013-4 |
1020-7 |
1008-5 |
| S2 |
1003-6 |
1003-6 |
1018-4 |
|
| S3 |
977-6 |
987-4 |
1016-1 |
|
| S4 |
951-6 |
961-4 |
1009-0 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1170-3 |
1145-7 |
1050-2 |
|
| R3 |
1121-3 |
1096-7 |
1036-6 |
|
| R2 |
1072-3 |
1072-3 |
1032-2 |
|
| R1 |
1047-7 |
1047-7 |
1027-6 |
1035-5 |
| PP |
1023-3 |
1023-3 |
1023-3 |
1017-2 |
| S1 |
998-7 |
998-7 |
1018-6 |
986-5 |
| S2 |
974-3 |
974-3 |
1014-2 |
|
| S3 |
925-3 |
949-7 |
1009-6 |
|
| S4 |
876-3 |
900-7 |
996-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1048-0 |
999-0 |
49-0 |
4.8% |
27-0 |
2.6% |
49% |
False |
False |
19,912 |
| 10 |
1059-0 |
980-0 |
79-0 |
7.7% |
29-1 |
2.9% |
55% |
False |
False |
18,404 |
| 20 |
1059-0 |
928-0 |
131-0 |
12.8% |
26-0 |
2.5% |
73% |
False |
False |
13,483 |
| 40 |
1059-0 |
797-0 |
262-0 |
25.6% |
21-7 |
2.1% |
86% |
False |
False |
9,881 |
| 60 |
1059-0 |
797-0 |
262-0 |
25.6% |
23-1 |
2.3% |
86% |
False |
False |
8,080 |
| 80 |
1130-0 |
797-0 |
333-0 |
32.5% |
23-6 |
2.3% |
68% |
False |
False |
7,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1156-4 |
|
2.618 |
1114-1 |
|
1.618 |
1088-1 |
|
1.000 |
1072-0 |
|
0.618 |
1062-1 |
|
HIGH |
1046-0 |
|
0.618 |
1036-1 |
|
0.500 |
1033-0 |
|
0.382 |
1029-7 |
|
LOW |
1020-0 |
|
0.618 |
1003-7 |
|
1.000 |
994-0 |
|
1.618 |
977-7 |
|
2.618 |
951-7 |
|
4.250 |
909-4 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1033-0 |
1028-0 |
| PP |
1029-6 |
1026-3 |
| S1 |
1026-4 |
1024-7 |
|