CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 23-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1166-0 |
1160-0 |
-6-0 |
-0.5% |
1221-0 |
| High |
1166-0 |
1181-0 |
15-0 |
1.3% |
1227-0 |
| Low |
1150-4 |
1157-0 |
6-4 |
0.6% |
1175-4 |
| Close |
1151-4 |
1179-0 |
27-4 |
2.4% |
1179-0 |
| Range |
15-4 |
24-0 |
8-4 |
54.8% |
51-4 |
| ATR |
28-5 |
28-5 |
0-1 |
0.2% |
0-0 |
| Volume |
67,108 |
65,480 |
-1,628 |
-2.4% |
361,651 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1244-3 |
1235-5 |
1192-2 |
|
| R3 |
1220-3 |
1211-5 |
1185-5 |
|
| R2 |
1196-3 |
1196-3 |
1183-3 |
|
| R1 |
1187-5 |
1187-5 |
1181-2 |
1192-0 |
| PP |
1172-3 |
1172-3 |
1172-3 |
1174-4 |
| S1 |
1163-5 |
1163-5 |
1176-6 |
1168-0 |
| S2 |
1148-3 |
1148-3 |
1174-5 |
|
| S3 |
1124-3 |
1139-5 |
1172-3 |
|
| S4 |
1100-3 |
1115-5 |
1165-6 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1348-3 |
1315-1 |
1207-3 |
|
| R3 |
1296-7 |
1263-5 |
1193-1 |
|
| R2 |
1245-3 |
1245-3 |
1188-4 |
|
| R1 |
1212-1 |
1212-1 |
1183-6 |
1203-0 |
| PP |
1193-7 |
1193-7 |
1193-7 |
1189-2 |
| S1 |
1160-5 |
1160-5 |
1174-2 |
1151-4 |
| S2 |
1142-3 |
1142-3 |
1169-4 |
|
| S3 |
1090-7 |
1109-1 |
1164-7 |
|
| S4 |
1039-3 |
1057-5 |
1150-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1225-0 |
1150-4 |
74-4 |
6.3% |
26-5 |
2.3% |
38% |
False |
False |
66,618 |
| 10 |
1291-0 |
1150-4 |
140-4 |
11.9% |
27-3 |
2.3% |
20% |
False |
False |
79,899 |
| 20 |
1291-0 |
1150-4 |
140-4 |
11.9% |
24-2 |
2.1% |
20% |
False |
False |
82,190 |
| 40 |
1291-0 |
982-4 |
308-4 |
26.2% |
23-5 |
2.0% |
64% |
False |
False |
87,422 |
| 60 |
1291-0 |
896-0 |
395-0 |
33.5% |
21-7 |
1.9% |
72% |
False |
False |
77,726 |
| 80 |
1291-0 |
842-0 |
449-0 |
38.1% |
20-6 |
1.8% |
75% |
False |
False |
64,557 |
| 100 |
1291-0 |
842-0 |
449-0 |
38.1% |
20-4 |
1.7% |
75% |
False |
False |
55,363 |
| 120 |
1291-0 |
842-0 |
449-0 |
38.1% |
21-3 |
1.8% |
75% |
False |
False |
48,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1283-0 |
|
2.618 |
1243-7 |
|
1.618 |
1219-7 |
|
1.000 |
1205-0 |
|
0.618 |
1195-7 |
|
HIGH |
1181-0 |
|
0.618 |
1171-7 |
|
0.500 |
1169-0 |
|
0.382 |
1166-1 |
|
LOW |
1157-0 |
|
0.618 |
1142-1 |
|
1.000 |
1133-0 |
|
1.618 |
1118-1 |
|
2.618 |
1094-1 |
|
4.250 |
1055-0 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1175-5 |
1186-2 |
| PP |
1172-3 |
1183-7 |
| S1 |
1169-0 |
1181-3 |
|