CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 27-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1042-0 |
993-0 |
-49-0 |
-4.7% |
1038-0 |
| High |
1054-4 |
1003-0 |
-51-4 |
-4.9% |
1048-0 |
| Low |
1014-0 |
989-0 |
-25-0 |
-2.5% |
999-0 |
| Close |
1024-0 |
991-6 |
-32-2 |
-3.1% |
1023-2 |
| Range |
40-4 |
14-0 |
-26-4 |
-65.4% |
49-0 |
| ATR |
31-0 |
31-2 |
0-2 |
0.9% |
0-0 |
| Volume |
29,506 |
18,096 |
-11,410 |
-38.7% |
70,163 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1036-5 |
1028-1 |
999-4 |
|
| R3 |
1022-5 |
1014-1 |
995-5 |
|
| R2 |
1008-5 |
1008-5 |
994-3 |
|
| R1 |
1000-1 |
1000-1 |
993-0 |
997-3 |
| PP |
994-5 |
994-5 |
994-5 |
993-2 |
| S1 |
986-1 |
986-1 |
990-4 |
983-3 |
| S2 |
980-5 |
980-5 |
989-1 |
|
| S3 |
966-5 |
972-1 |
987-7 |
|
| S4 |
952-5 |
958-1 |
984-0 |
|
|
| 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 |
1054-4 |
989-0 |
65-4 |
6.6% |
25-4 |
2.6% |
4% |
False |
True |
20,126 |
| 10 |
1054-4 |
980-0 |
74-4 |
7.5% |
28-0 |
2.8% |
16% |
False |
False |
19,537 |
| 20 |
1059-0 |
961-0 |
98-0 |
9.9% |
26-2 |
2.6% |
31% |
False |
False |
15,530 |
| 40 |
1059-0 |
797-0 |
262-0 |
26.4% |
22-4 |
2.3% |
74% |
False |
False |
10,838 |
| 60 |
1059-0 |
797-0 |
262-0 |
26.4% |
22-3 |
2.3% |
74% |
False |
False |
8,667 |
| 80 |
1089-0 |
797-0 |
292-0 |
29.4% |
23-7 |
2.4% |
67% |
False |
False |
7,966 |
| 100 |
1296-0 |
797-0 |
499-0 |
50.3% |
24-3 |
2.5% |
39% |
False |
False |
6,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1062-4 |
|
2.618 |
1039-5 |
|
1.618 |
1025-5 |
|
1.000 |
1017-0 |
|
0.618 |
1011-5 |
|
HIGH |
1003-0 |
|
0.618 |
997-5 |
|
0.500 |
996-0 |
|
0.382 |
994-3 |
|
LOW |
989-0 |
|
0.618 |
980-3 |
|
1.000 |
975-0 |
|
1.618 |
966-3 |
|
2.618 |
952-3 |
|
4.250 |
929-4 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
996-0 |
1021-6 |
| PP |
994-5 |
1011-6 |
| S1 |
993-1 |
1001-6 |
|