CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 17-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1217-0 |
1197-0 |
-20-0 |
-1.6% |
1218-0 |
| High |
1218-0 |
1214-0 |
-4-0 |
-0.3% |
1291-0 |
| Low |
1188-0 |
1189-0 |
1-0 |
0.1% |
1218-0 |
| Close |
1201-2 |
1206-2 |
5-0 |
0.4% |
1245-4 |
| Range |
30-0 |
25-0 |
-5-0 |
-16.7% |
73-0 |
| ATR |
27-7 |
27-5 |
-0-2 |
-0.7% |
0-0 |
| Volume |
78,277 |
71,112 |
-7,165 |
-9.2% |
475,863 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1278-1 |
1267-1 |
1220-0 |
|
| R3 |
1253-1 |
1242-1 |
1213-1 |
|
| R2 |
1228-1 |
1228-1 |
1210-7 |
|
| R1 |
1217-1 |
1217-1 |
1208-4 |
1222-5 |
| PP |
1203-1 |
1203-1 |
1203-1 |
1205-6 |
| S1 |
1192-1 |
1192-1 |
1204-0 |
1197-5 |
| S2 |
1178-1 |
1178-1 |
1201-5 |
|
| S3 |
1153-1 |
1167-1 |
1199-3 |
|
| S4 |
1128-1 |
1142-1 |
1192-4 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1470-4 |
1431-0 |
1285-5 |
|
| R3 |
1397-4 |
1358-0 |
1265-5 |
|
| R2 |
1324-4 |
1324-4 |
1258-7 |
|
| R1 |
1285-0 |
1285-0 |
1252-2 |
1304-6 |
| PP |
1251-4 |
1251-4 |
1251-4 |
1261-3 |
| S1 |
1212-0 |
1212-0 |
1238-6 |
1231-6 |
| S2 |
1178-4 |
1178-4 |
1232-1 |
|
| S3 |
1105-4 |
1139-0 |
1225-3 |
|
| S4 |
1032-4 |
1066-0 |
1205-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1291-0 |
1188-0 |
103-0 |
8.5% |
29-6 |
2.5% |
18% |
False |
False |
89,218 |
| 10 |
1291-0 |
1188-0 |
103-0 |
8.5% |
26-2 |
2.2% |
18% |
False |
False |
88,578 |
| 20 |
1291-0 |
1156-4 |
134-4 |
11.2% |
23-5 |
2.0% |
37% |
False |
False |
85,667 |
| 40 |
1291-0 |
982-4 |
308-4 |
25.6% |
23-2 |
1.9% |
73% |
False |
False |
89,743 |
| 60 |
1291-0 |
896-0 |
395-0 |
32.7% |
21-1 |
1.7% |
79% |
False |
False |
75,349 |
| 80 |
1291-0 |
842-0 |
449-0 |
37.2% |
20-3 |
1.7% |
81% |
False |
False |
62,138 |
| 100 |
1291-0 |
842-0 |
449-0 |
37.2% |
20-3 |
1.7% |
81% |
False |
False |
53,581 |
| 120 |
1291-0 |
842-0 |
449-0 |
37.2% |
21-2 |
1.8% |
81% |
False |
False |
46,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1320-2 |
|
2.618 |
1279-4 |
|
1.618 |
1254-4 |
|
1.000 |
1239-0 |
|
0.618 |
1229-4 |
|
HIGH |
1214-0 |
|
0.618 |
1204-4 |
|
0.500 |
1201-4 |
|
0.382 |
1198-4 |
|
LOW |
1189-0 |
|
0.618 |
1173-4 |
|
1.000 |
1164-0 |
|
1.618 |
1148-4 |
|
2.618 |
1123-4 |
|
4.250 |
1082-6 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1204-5 |
1207-4 |
| PP |
1203-1 |
1207-1 |
| S1 |
1201-4 |
1206-5 |
|