CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1166-0 |
1195-0 |
29-0 |
2.5% |
1127-0 |
| High |
1186-4 |
1200-0 |
13-4 |
1.1% |
1187-4 |
| Low |
1156-4 |
1177-4 |
21-0 |
1.8% |
1127-0 |
| Close |
1185-4 |
1187-0 |
1-4 |
0.1% |
1166-0 |
| Range |
30-0 |
22-4 |
-7-4 |
-25.0% |
60-4 |
| ATR |
24-0 |
23-7 |
-0-1 |
-0.4% |
0-0 |
| Volume |
67,138 |
83,020 |
15,882 |
23.7% |
415,004 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1255-5 |
1243-7 |
1199-3 |
|
| R3 |
1233-1 |
1221-3 |
1193-2 |
|
| R2 |
1210-5 |
1210-5 |
1191-1 |
|
| R1 |
1198-7 |
1198-7 |
1189-0 |
1193-4 |
| PP |
1188-1 |
1188-1 |
1188-1 |
1185-4 |
| S1 |
1176-3 |
1176-3 |
1185-0 |
1171-0 |
| S2 |
1165-5 |
1165-5 |
1182-7 |
|
| S3 |
1143-1 |
1153-7 |
1180-6 |
|
| S4 |
1120-5 |
1131-3 |
1174-5 |
|
|
| 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 |
1200-0 |
1156-4 |
43-4 |
3.7% |
23-4 |
2.0% |
70% |
True |
False |
82,905 |
| 10 |
1200-0 |
1114-0 |
86-0 |
7.2% |
22-2 |
1.9% |
85% |
True |
False |
83,736 |
| 20 |
1200-0 |
994-0 |
206-0 |
17.4% |
22-6 |
1.9% |
94% |
True |
False |
90,659 |
| 40 |
1200-0 |
928-0 |
272-0 |
22.9% |
21-0 |
1.8% |
95% |
True |
False |
76,986 |
| 60 |
1200-0 |
843-0 |
357-0 |
30.1% |
19-5 |
1.7% |
96% |
True |
False |
59,686 |
| 80 |
1200-0 |
842-0 |
358-0 |
30.2% |
19-5 |
1.7% |
96% |
True |
False |
49,584 |
| 100 |
1200-0 |
842-0 |
358-0 |
30.2% |
20-5 |
1.7% |
96% |
True |
False |
42,973 |
| 120 |
1200-0 |
797-0 |
403-0 |
34.0% |
20-4 |
1.7% |
97% |
True |
False |
36,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1295-5 |
|
2.618 |
1258-7 |
|
1.618 |
1236-3 |
|
1.000 |
1222-4 |
|
0.618 |
1213-7 |
|
HIGH |
1200-0 |
|
0.618 |
1191-3 |
|
0.500 |
1188-6 |
|
0.382 |
1186-1 |
|
LOW |
1177-4 |
|
0.618 |
1163-5 |
|
1.000 |
1155-0 |
|
1.618 |
1141-1 |
|
2.618 |
1118-5 |
|
4.250 |
1081-7 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1188-6 |
1184-1 |
| PP |
1188-1 |
1181-1 |
| S1 |
1187-5 |
1178-2 |
|