CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 03-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1216-0 |
1195-0 |
-21-0 |
-1.7% |
1166-0 |
| High |
1218-0 |
1195-0 |
-23-0 |
-1.9% |
1200-0 |
| Low |
1200-4 |
1181-0 |
-19-4 |
-1.6% |
1156-4 |
| Close |
1209-0 |
1182-0 |
-27-0 |
-2.2% |
1184-0 |
| Range |
17-4 |
14-0 |
-3-4 |
-20.0% |
43-4 |
| ATR |
24-0 |
24-3 |
0-2 |
1.2% |
0-0 |
| Volume |
97,966 |
71,037 |
-26,929 |
-27.5% |
322,083 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1228-0 |
1219-0 |
1189-6 |
|
| R3 |
1214-0 |
1205-0 |
1185-7 |
|
| R2 |
1200-0 |
1200-0 |
1184-5 |
|
| R1 |
1191-0 |
1191-0 |
1183-2 |
1188-4 |
| PP |
1186-0 |
1186-0 |
1186-0 |
1184-6 |
| S1 |
1177-0 |
1177-0 |
1180-6 |
1174-4 |
| S2 |
1172-0 |
1172-0 |
1179-3 |
|
| S3 |
1158-0 |
1163-0 |
1178-1 |
|
| S4 |
1144-0 |
1149-0 |
1174-2 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1310-5 |
1290-7 |
1207-7 |
|
| R3 |
1267-1 |
1247-3 |
1196-0 |
|
| R2 |
1223-5 |
1223-5 |
1192-0 |
|
| R1 |
1203-7 |
1203-7 |
1188-0 |
1213-6 |
| PP |
1180-1 |
1180-1 |
1180-1 |
1185-1 |
| S1 |
1160-3 |
1160-3 |
1180-0 |
1170-2 |
| S2 |
1136-5 |
1136-5 |
1176-0 |
|
| S3 |
1093-1 |
1116-7 |
1172-0 |
|
| S4 |
1049-5 |
1073-3 |
1160-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1226-0 |
1176-0 |
50-0 |
4.2% |
18-6 |
1.6% |
12% |
False |
False |
82,606 |
| 10 |
1226-0 |
1156-4 |
69-4 |
5.9% |
21-1 |
1.8% |
37% |
False |
False |
82,756 |
| 20 |
1226-0 |
1093-0 |
133-0 |
11.3% |
20-5 |
1.7% |
67% |
False |
False |
83,461 |
| 40 |
1226-0 |
982-4 |
243-4 |
20.6% |
21-3 |
1.8% |
82% |
False |
False |
82,801 |
| 60 |
1226-0 |
857-0 |
369-0 |
31.2% |
20-0 |
1.7% |
88% |
False |
False |
64,358 |
| 80 |
1226-0 |
842-0 |
384-0 |
32.5% |
19-4 |
1.7% |
89% |
False |
False |
53,381 |
| 100 |
1226-0 |
842-0 |
384-0 |
32.5% |
20-5 |
1.7% |
89% |
False |
False |
46,564 |
| 120 |
1226-0 |
842-0 |
384-0 |
32.5% |
20-5 |
1.7% |
89% |
False |
False |
40,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1254-4 |
|
2.618 |
1231-5 |
|
1.618 |
1217-5 |
|
1.000 |
1209-0 |
|
0.618 |
1203-5 |
|
HIGH |
1195-0 |
|
0.618 |
1189-5 |
|
0.500 |
1188-0 |
|
0.382 |
1186-3 |
|
LOW |
1181-0 |
|
0.618 |
1172-3 |
|
1.000 |
1167-0 |
|
1.618 |
1158-3 |
|
2.618 |
1144-3 |
|
4.250 |
1121-4 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1188-0 |
1203-4 |
| PP |
1186-0 |
1196-3 |
| S1 |
1184-0 |
1189-1 |
|