CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1195-0 |
1197-0 |
2-0 |
0.2% |
1166-0 |
| High |
1195-0 |
1231-0 |
36-0 |
3.0% |
1200-0 |
| Low |
1181-0 |
1193-4 |
12-4 |
1.1% |
1156-4 |
| Close |
1182-0 |
1230-0 |
48-0 |
4.1% |
1184-0 |
| Range |
14-0 |
37-4 |
23-4 |
167.9% |
43-4 |
| ATR |
24-3 |
26-1 |
1-6 |
7.2% |
0-0 |
| Volume |
71,037 |
84,924 |
13,887 |
19.5% |
322,083 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1330-5 |
1317-7 |
1250-5 |
|
| R3 |
1293-1 |
1280-3 |
1240-2 |
|
| R2 |
1255-5 |
1255-5 |
1236-7 |
|
| R1 |
1242-7 |
1242-7 |
1233-4 |
1249-2 |
| PP |
1218-1 |
1218-1 |
1218-1 |
1221-3 |
| S1 |
1205-3 |
1205-3 |
1226-4 |
1211-6 |
| S2 |
1180-5 |
1180-5 |
1223-1 |
|
| S3 |
1143-1 |
1167-7 |
1219-6 |
|
| S4 |
1105-5 |
1130-3 |
1209-3 |
|
|
| 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 |
1231-0 |
1176-0 |
55-0 |
4.5% |
22-0 |
1.8% |
98% |
True |
False |
80,789 |
| 10 |
1231-0 |
1156-4 |
74-4 |
6.1% |
22-2 |
1.8% |
99% |
True |
False |
82,755 |
| 20 |
1231-0 |
1093-0 |
138-0 |
11.2% |
21-6 |
1.8% |
99% |
True |
False |
82,729 |
| 40 |
1231-0 |
982-4 |
248-4 |
20.2% |
21-7 |
1.8% |
100% |
True |
False |
83,758 |
| 60 |
1231-0 |
857-0 |
374-0 |
30.4% |
20-3 |
1.7% |
100% |
True |
False |
65,572 |
| 80 |
1231-0 |
842-0 |
389-0 |
31.6% |
19-6 |
1.6% |
100% |
True |
False |
54,106 |
| 100 |
1231-0 |
842-0 |
389-0 |
31.6% |
20-6 |
1.7% |
100% |
True |
False |
47,248 |
| 120 |
1231-0 |
842-0 |
389-0 |
31.6% |
20-7 |
1.7% |
100% |
True |
False |
40,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1390-3 |
|
2.618 |
1329-1 |
|
1.618 |
1291-5 |
|
1.000 |
1268-4 |
|
0.618 |
1254-1 |
|
HIGH |
1231-0 |
|
0.618 |
1216-5 |
|
0.500 |
1212-2 |
|
0.382 |
1207-7 |
|
LOW |
1193-4 |
|
0.618 |
1170-3 |
|
1.000 |
1156-0 |
|
1.618 |
1132-7 |
|
2.618 |
1095-3 |
|
4.250 |
1034-1 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1224-1 |
1222-0 |
| PP |
1218-1 |
1214-0 |
| S1 |
1212-2 |
1206-0 |
|