CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 05-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1197-0 |
1213-0 |
16-0 |
1.3% |
1202-0 |
| High |
1231-0 |
1233-4 |
2-4 |
0.2% |
1233-4 |
| Low |
1193-4 |
1212-0 |
18-4 |
1.6% |
1181-0 |
| Close |
1230-0 |
1225-4 |
-4-4 |
-0.4% |
1225-4 |
| Range |
37-4 |
21-4 |
-16-0 |
-42.7% |
52-4 |
| ATR |
26-1 |
25-6 |
-0-3 |
-1.3% |
0-0 |
| Volume |
84,924 |
92,737 |
7,813 |
9.2% |
418,769 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1288-1 |
1278-3 |
1237-3 |
|
| R3 |
1266-5 |
1256-7 |
1231-3 |
|
| R2 |
1245-1 |
1245-1 |
1229-4 |
|
| R1 |
1235-3 |
1235-3 |
1227-4 |
1240-2 |
| PP |
1223-5 |
1223-5 |
1223-5 |
1226-1 |
| S1 |
1213-7 |
1213-7 |
1223-4 |
1218-6 |
| S2 |
1202-1 |
1202-1 |
1221-4 |
|
| S3 |
1180-5 |
1192-3 |
1219-5 |
|
| S4 |
1159-1 |
1170-7 |
1213-5 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1370-7 |
1350-5 |
1254-3 |
|
| R3 |
1318-3 |
1298-1 |
1240-0 |
|
| R2 |
1265-7 |
1265-7 |
1235-1 |
|
| R1 |
1245-5 |
1245-5 |
1230-2 |
1255-6 |
| PP |
1213-3 |
1213-3 |
1213-3 |
1218-3 |
| S1 |
1193-1 |
1193-1 |
1220-6 |
1203-2 |
| S2 |
1160-7 |
1160-7 |
1215-7 |
|
| S3 |
1108-3 |
1140-5 |
1211-0 |
|
| S4 |
1055-7 |
1088-1 |
1196-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1233-4 |
1181-0 |
52-4 |
4.3% |
22-7 |
1.9% |
85% |
True |
False |
83,753 |
| 10 |
1233-4 |
1156-4 |
77-0 |
6.3% |
22-3 |
1.8% |
90% |
True |
False |
81,839 |
| 20 |
1233-4 |
1093-0 |
140-4 |
11.5% |
21-3 |
1.7% |
94% |
True |
False |
83,111 |
| 40 |
1233-4 |
982-4 |
251-0 |
20.5% |
22-0 |
1.8% |
97% |
True |
False |
84,672 |
| 60 |
1233-4 |
865-0 |
368-4 |
30.1% |
20-2 |
1.6% |
98% |
True |
False |
66,795 |
| 80 |
1233-4 |
842-0 |
391-4 |
31.9% |
19-6 |
1.6% |
98% |
True |
False |
55,129 |
| 100 |
1233-4 |
842-0 |
391-4 |
31.9% |
20-5 |
1.7% |
98% |
True |
False |
47,978 |
| 120 |
1233-4 |
842-0 |
391-4 |
31.9% |
20-7 |
1.7% |
98% |
True |
False |
41,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1324-7 |
|
2.618 |
1289-6 |
|
1.618 |
1268-2 |
|
1.000 |
1255-0 |
|
0.618 |
1246-6 |
|
HIGH |
1233-4 |
|
0.618 |
1225-2 |
|
0.500 |
1222-6 |
|
0.382 |
1220-2 |
|
LOW |
1212-0 |
|
0.618 |
1198-6 |
|
1.000 |
1190-4 |
|
1.618 |
1177-2 |
|
2.618 |
1155-6 |
|
4.250 |
1120-5 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1224-5 |
1219-3 |
| PP |
1223-5 |
1213-3 |
| S1 |
1222-6 |
1207-2 |
|