CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1244-0 |
1260-0 |
16-0 |
1.3% |
1202-0 |
| High |
1255-0 |
1291-0 |
36-0 |
2.9% |
1233-4 |
| Low |
1238-0 |
1257-0 |
19-0 |
1.5% |
1181-0 |
| Close |
1246-0 |
1267-0 |
21-0 |
1.7% |
1225-4 |
| Range |
17-0 |
34-0 |
17-0 |
100.0% |
52-4 |
| ATR |
24-2 |
25-6 |
1-4 |
6.1% |
0-0 |
| Volume |
90,915 |
99,293 |
8,378 |
9.2% |
418,769 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1373-5 |
1354-3 |
1285-6 |
|
| R3 |
1339-5 |
1320-3 |
1276-3 |
|
| R2 |
1305-5 |
1305-5 |
1273-2 |
|
| R1 |
1286-3 |
1286-3 |
1270-1 |
1296-0 |
| PP |
1271-5 |
1271-5 |
1271-5 |
1276-4 |
| S1 |
1252-3 |
1252-3 |
1263-7 |
1262-0 |
| S2 |
1237-5 |
1237-5 |
1260-6 |
|
| S3 |
1203-5 |
1218-3 |
1257-5 |
|
| S4 |
1169-5 |
1184-3 |
1248-2 |
|
|
| 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 |
1291-0 |
1212-0 |
79-0 |
6.2% |
22-0 |
1.7% |
70% |
True |
False |
90,811 |
| 10 |
1291-0 |
1176-0 |
115-0 |
9.1% |
22-0 |
1.7% |
79% |
True |
False |
85,800 |
| 20 |
1291-0 |
1125-0 |
166-0 |
13.1% |
22-1 |
1.7% |
86% |
True |
False |
85,320 |
| 40 |
1291-0 |
982-4 |
308-4 |
24.3% |
22-3 |
1.8% |
92% |
True |
False |
88,408 |
| 60 |
1291-0 |
896-0 |
395-0 |
31.2% |
20-2 |
1.6% |
94% |
True |
False |
71,356 |
| 80 |
1291-0 |
842-0 |
449-0 |
35.4% |
19-7 |
1.6% |
95% |
True |
False |
58,912 |
| 100 |
1291-0 |
842-0 |
449-0 |
35.4% |
20-3 |
1.6% |
95% |
True |
False |
50,815 |
| 120 |
1291-0 |
842-0 |
449-0 |
35.4% |
20-6 |
1.6% |
95% |
True |
False |
44,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1435-4 |
|
2.618 |
1380-0 |
|
1.618 |
1346-0 |
|
1.000 |
1325-0 |
|
0.618 |
1312-0 |
|
HIGH |
1291-0 |
|
0.618 |
1278-0 |
|
0.500 |
1274-0 |
|
0.382 |
1270-0 |
|
LOW |
1257-0 |
|
0.618 |
1236-0 |
|
1.000 |
1223-0 |
|
1.618 |
1202-0 |
|
2.618 |
1168-0 |
|
4.250 |
1112-4 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1274-0 |
1265-2 |
| PP |
1271-5 |
1263-4 |
| S1 |
1269-3 |
1261-6 |
|