CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1197-0 |
1208-0 |
11-0 |
0.9% |
1218-0 |
| High |
1214-0 |
1225-0 |
11-0 |
0.9% |
1291-0 |
| Low |
1189-0 |
1203-0 |
14-0 |
1.2% |
1218-0 |
| Close |
1206-2 |
1213-6 |
7-4 |
0.6% |
1245-4 |
| Range |
25-0 |
22-0 |
-3-0 |
-12.0% |
73-0 |
| ATR |
27-5 |
27-2 |
-0-3 |
-1.5% |
0-0 |
| Volume |
71,112 |
72,146 |
1,034 |
1.5% |
475,863 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1279-7 |
1268-7 |
1225-7 |
|
| R3 |
1257-7 |
1246-7 |
1219-6 |
|
| R2 |
1235-7 |
1235-7 |
1217-6 |
|
| R1 |
1224-7 |
1224-7 |
1215-6 |
1230-3 |
| PP |
1213-7 |
1213-7 |
1213-7 |
1216-6 |
| S1 |
1202-7 |
1202-7 |
1211-6 |
1208-3 |
| S2 |
1191-7 |
1191-7 |
1209-6 |
|
| S3 |
1169-7 |
1180-7 |
1207-6 |
|
| S4 |
1147-7 |
1158-7 |
1201-5 |
|
|
| 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 |
1265-4 |
1188-0 |
77-4 |
6.4% |
27-2 |
2.2% |
33% |
False |
False |
83,789 |
| 10 |
1291-0 |
1188-0 |
103-0 |
8.5% |
24-5 |
2.0% |
25% |
False |
False |
87,300 |
| 20 |
1291-0 |
1156-4 |
134-4 |
11.1% |
23-4 |
1.9% |
43% |
False |
False |
85,027 |
| 40 |
1291-0 |
982-4 |
308-4 |
25.4% |
23-4 |
1.9% |
75% |
False |
False |
89,206 |
| 60 |
1291-0 |
896-0 |
395-0 |
32.5% |
21-2 |
1.7% |
80% |
False |
False |
76,097 |
| 80 |
1291-0 |
842-0 |
449-0 |
37.0% |
20-4 |
1.7% |
83% |
False |
False |
62,811 |
| 100 |
1291-0 |
842-0 |
449-0 |
37.0% |
20-1 |
1.7% |
83% |
False |
False |
54,008 |
| 120 |
1291-0 |
842-0 |
449-0 |
37.0% |
21-3 |
1.8% |
83% |
False |
False |
47,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1318-4 |
|
2.618 |
1282-5 |
|
1.618 |
1260-5 |
|
1.000 |
1247-0 |
|
0.618 |
1238-5 |
|
HIGH |
1225-0 |
|
0.618 |
1216-5 |
|
0.500 |
1214-0 |
|
0.382 |
1211-3 |
|
LOW |
1203-0 |
|
0.618 |
1189-3 |
|
1.000 |
1181-0 |
|
1.618 |
1167-3 |
|
2.618 |
1145-3 |
|
4.250 |
1109-4 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1214-0 |
1211-3 |
| PP |
1213-7 |
1208-7 |
| S1 |
1213-7 |
1206-4 |
|