CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1241-0 |
1244-0 |
3-0 |
0.2% |
1202-0 |
| High |
1249-0 |
1255-0 |
6-0 |
0.5% |
1233-4 |
| Low |
1232-4 |
1238-0 |
5-4 |
0.4% |
1181-0 |
| Close |
1243-4 |
1246-0 |
2-4 |
0.2% |
1225-4 |
| Range |
16-4 |
17-0 |
0-4 |
3.0% |
52-4 |
| ATR |
24-6 |
24-2 |
-0-4 |
-2.2% |
0-0 |
| Volume |
87,744 |
90,915 |
3,171 |
3.6% |
418,769 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1297-3 |
1288-5 |
1255-3 |
|
| R3 |
1280-3 |
1271-5 |
1250-5 |
|
| R2 |
1263-3 |
1263-3 |
1249-1 |
|
| R1 |
1254-5 |
1254-5 |
1247-4 |
1259-0 |
| PP |
1246-3 |
1246-3 |
1246-3 |
1248-4 |
| S1 |
1237-5 |
1237-5 |
1244-4 |
1242-0 |
| S2 |
1229-3 |
1229-3 |
1242-7 |
|
| S3 |
1212-3 |
1220-5 |
1241-3 |
|
| S4 |
1195-3 |
1203-5 |
1236-5 |
|
|
| 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 |
1255-0 |
1193-4 |
61-4 |
4.9% |
22-6 |
1.8% |
85% |
True |
False |
87,937 |
| 10 |
1255-0 |
1176-0 |
79-0 |
6.3% |
20-6 |
1.7% |
89% |
True |
False |
85,272 |
| 20 |
1255-0 |
1114-0 |
141-0 |
11.3% |
21-4 |
1.7% |
94% |
True |
False |
84,504 |
| 40 |
1255-0 |
982-4 |
272-4 |
21.9% |
21-7 |
1.8% |
97% |
True |
False |
87,477 |
| 60 |
1255-0 |
896-0 |
359-0 |
28.8% |
20-0 |
1.6% |
97% |
True |
False |
70,248 |
| 80 |
1255-0 |
842-0 |
413-0 |
33.1% |
19-6 |
1.6% |
98% |
True |
False |
57,840 |
| 100 |
1255-0 |
842-0 |
413-0 |
33.1% |
20-2 |
1.6% |
98% |
True |
False |
50,116 |
| 120 |
1255-0 |
842-0 |
413-0 |
33.1% |
20-5 |
1.7% |
98% |
True |
False |
43,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1327-2 |
|
2.618 |
1299-4 |
|
1.618 |
1282-4 |
|
1.000 |
1272-0 |
|
0.618 |
1265-4 |
|
HIGH |
1255-0 |
|
0.618 |
1248-4 |
|
0.500 |
1246-4 |
|
0.382 |
1244-4 |
|
LOW |
1238-0 |
|
0.618 |
1227-4 |
|
1.000 |
1221-0 |
|
1.618 |
1210-4 |
|
2.618 |
1193-4 |
|
4.250 |
1165-6 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1246-4 |
1242-7 |
| PP |
1246-3 |
1239-5 |
| S1 |
1246-1 |
1236-4 |
|