CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1183-0 |
1166-0 |
-17-0 |
-1.4% |
1127-0 |
| High |
1183-0 |
1186-4 |
3-4 |
0.3% |
1187-4 |
| Low |
1164-4 |
1156-4 |
-8-0 |
-0.7% |
1127-0 |
| Close |
1166-0 |
1185-4 |
19-4 |
1.7% |
1166-0 |
| Range |
18-4 |
30-0 |
11-4 |
62.2% |
60-4 |
| ATR |
23-4 |
24-0 |
0-4 |
2.0% |
0-0 |
| Volume |
77,541 |
67,138 |
-10,403 |
-13.4% |
415,004 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1266-1 |
1255-7 |
1202-0 |
|
| R3 |
1236-1 |
1225-7 |
1193-6 |
|
| R2 |
1206-1 |
1206-1 |
1191-0 |
|
| R1 |
1195-7 |
1195-7 |
1188-2 |
1201-0 |
| PP |
1176-1 |
1176-1 |
1176-1 |
1178-6 |
| S1 |
1165-7 |
1165-7 |
1182-6 |
1171-0 |
| S2 |
1146-1 |
1146-1 |
1180-0 |
|
| S3 |
1116-1 |
1135-7 |
1177-2 |
|
| S4 |
1086-1 |
1105-7 |
1169-0 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1341-5 |
1314-3 |
1199-2 |
|
| R3 |
1281-1 |
1253-7 |
1182-5 |
|
| R2 |
1220-5 |
1220-5 |
1177-1 |
|
| R1 |
1193-3 |
1193-3 |
1171-4 |
1207-0 |
| PP |
1160-1 |
1160-1 |
1160-1 |
1167-0 |
| S1 |
1132-7 |
1132-7 |
1160-4 |
1146-4 |
| S2 |
1099-5 |
1099-5 |
1154-7 |
|
| S3 |
1039-1 |
1072-3 |
1149-3 |
|
| S4 |
978-5 |
1011-7 |
1132-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1187-4 |
1156-4 |
31-0 |
2.6% |
21-4 |
1.8% |
94% |
False |
True |
80,409 |
| 10 |
1187-4 |
1103-0 |
84-4 |
7.1% |
21-5 |
1.8% |
98% |
False |
False |
81,820 |
| 20 |
1187-4 |
982-4 |
205-0 |
17.3% |
23-0 |
1.9% |
99% |
False |
False |
92,654 |
| 40 |
1187-4 |
896-0 |
291-4 |
24.6% |
20-6 |
1.7% |
99% |
False |
False |
75,494 |
| 60 |
1187-4 |
842-0 |
345-4 |
29.1% |
19-4 |
1.6% |
99% |
False |
False |
58,679 |
| 80 |
1187-4 |
842-0 |
345-4 |
29.1% |
19-5 |
1.7% |
99% |
False |
False |
48,656 |
| 100 |
1187-4 |
842-0 |
345-4 |
29.1% |
20-6 |
1.7% |
99% |
False |
False |
42,222 |
| 120 |
1187-4 |
797-0 |
390-4 |
32.9% |
20-5 |
1.7% |
99% |
False |
False |
36,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1314-0 |
|
2.618 |
1265-0 |
|
1.618 |
1235-0 |
|
1.000 |
1216-4 |
|
0.618 |
1205-0 |
|
HIGH |
1186-4 |
|
0.618 |
1175-0 |
|
0.500 |
1171-4 |
|
0.382 |
1168-0 |
|
LOW |
1156-4 |
|
0.618 |
1138-0 |
|
1.000 |
1126-4 |
|
1.618 |
1108-0 |
|
2.618 |
1078-0 |
|
4.250 |
1029-0 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1180-7 |
1180-7 |
| PP |
1176-1 |
1176-1 |
| S1 |
1171-4 |
1171-4 |
|