CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 24-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1160-0 |
1181-0 |
21-0 |
1.8% |
1221-0 |
| High |
1181-0 |
1194-0 |
13-0 |
1.1% |
1227-0 |
| Low |
1157-0 |
1178-0 |
21-0 |
1.8% |
1175-4 |
| Close |
1179-0 |
1185-0 |
6-0 |
0.5% |
1179-0 |
| Range |
24-0 |
16-0 |
-8-0 |
-33.3% |
51-4 |
| ATR |
28-5 |
27-6 |
-0-7 |
-3.2% |
0-0 |
| Volume |
65,480 |
41,210 |
-24,270 |
-37.1% |
361,651 |
|
| Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1233-5 |
1225-3 |
1193-6 |
|
| R3 |
1217-5 |
1209-3 |
1189-3 |
|
| R2 |
1201-5 |
1201-5 |
1187-7 |
|
| R1 |
1193-3 |
1193-3 |
1186-4 |
1197-4 |
| PP |
1185-5 |
1185-5 |
1185-5 |
1187-6 |
| S1 |
1177-3 |
1177-3 |
1183-4 |
1181-4 |
| S2 |
1169-5 |
1169-5 |
1182-1 |
|
| S3 |
1153-5 |
1161-3 |
1180-5 |
|
| S4 |
1137-5 |
1145-3 |
1176-2 |
|
|
| 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% |
24-6 |
2.1% |
46% |
False |
False |
60,638 |
| 10 |
1291-0 |
1150-4 |
140-4 |
11.9% |
27-2 |
2.3% |
25% |
False |
False |
74,928 |
| 20 |
1291-0 |
1150-4 |
140-4 |
11.9% |
24-0 |
2.0% |
25% |
False |
False |
80,100 |
| 40 |
1291-0 |
994-0 |
297-0 |
25.1% |
23-3 |
2.0% |
64% |
False |
False |
85,379 |
| 60 |
1291-0 |
928-0 |
363-0 |
30.6% |
22-0 |
1.9% |
71% |
False |
False |
78,024 |
| 80 |
1291-0 |
843-0 |
448-0 |
37.8% |
20-6 |
1.7% |
76% |
False |
False |
64,789 |
| 100 |
1291-0 |
842-0 |
449-0 |
37.9% |
20-4 |
1.7% |
76% |
False |
False |
55,687 |
| 120 |
1291-0 |
842-0 |
449-0 |
37.9% |
21-2 |
1.8% |
76% |
False |
False |
49,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1262-0 |
|
2.618 |
1235-7 |
|
1.618 |
1219-7 |
|
1.000 |
1210-0 |
|
0.618 |
1203-7 |
|
HIGH |
1194-0 |
|
0.618 |
1187-7 |
|
0.500 |
1186-0 |
|
0.382 |
1184-1 |
|
LOW |
1178-0 |
|
0.618 |
1168-1 |
|
1.000 |
1162-0 |
|
1.618 |
1152-1 |
|
2.618 |
1136-1 |
|
4.250 |
1110-0 |
|
|
| Fisher Pivots for day following 24-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1186-0 |
1180-6 |
| PP |
1185-5 |
1176-4 |
| S1 |
1185-3 |
1172-2 |
|