CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 25-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1181-0 |
1190-0 |
9-0 |
0.8% |
1221-0 |
| High |
1194-0 |
1201-4 |
7-4 |
0.6% |
1227-0 |
| Low |
1178-0 |
1189-0 |
11-0 |
0.9% |
1175-4 |
| Close |
1185-0 |
1196-0 |
11-0 |
0.9% |
1179-0 |
| Range |
16-0 |
12-4 |
-3-4 |
-21.9% |
51-4 |
| ATR |
27-6 |
27-0 |
-0-6 |
-2.9% |
0-0 |
| Volume |
41,210 |
42,577 |
1,367 |
3.3% |
361,651 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1233-0 |
1227-0 |
1202-7 |
|
| R3 |
1220-4 |
1214-4 |
1199-4 |
|
| R2 |
1208-0 |
1208-0 |
1198-2 |
|
| R1 |
1202-0 |
1202-0 |
1197-1 |
1205-0 |
| PP |
1195-4 |
1195-4 |
1195-4 |
1197-0 |
| S1 |
1189-4 |
1189-4 |
1194-7 |
1192-4 |
| S2 |
1183-0 |
1183-0 |
1193-6 |
|
| S3 |
1170-4 |
1177-0 |
1192-4 |
|
| S4 |
1158-0 |
1164-4 |
1189-1 |
|
|
| 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 |
1222-0 |
1150-4 |
71-4 |
6.0% |
22-7 |
1.9% |
64% |
False |
False |
54,724 |
| 10 |
1265-4 |
1150-4 |
115-0 |
9.6% |
25-1 |
2.1% |
40% |
False |
False |
69,256 |
| 20 |
1291-0 |
1150-4 |
140-4 |
11.7% |
23-4 |
2.0% |
32% |
False |
False |
77,528 |
| 40 |
1291-0 |
1041-4 |
249-4 |
20.9% |
22-7 |
1.9% |
62% |
False |
False |
83,725 |
| 60 |
1291-0 |
948-0 |
343-0 |
28.7% |
21-6 |
1.8% |
72% |
False |
False |
78,275 |
| 80 |
1291-0 |
845-0 |
446-0 |
37.3% |
20-6 |
1.7% |
79% |
False |
False |
65,060 |
| 100 |
1291-0 |
842-0 |
449-0 |
37.5% |
20-3 |
1.7% |
79% |
False |
False |
55,962 |
| 120 |
1291-0 |
842-0 |
449-0 |
37.5% |
21-1 |
1.8% |
79% |
False |
False |
49,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1254-5 |
|
2.618 |
1234-2 |
|
1.618 |
1221-6 |
|
1.000 |
1214-0 |
|
0.618 |
1209-2 |
|
HIGH |
1201-4 |
|
0.618 |
1196-6 |
|
0.500 |
1195-2 |
|
0.382 |
1193-6 |
|
LOW |
1189-0 |
|
0.618 |
1181-2 |
|
1.000 |
1176-4 |
|
1.618 |
1168-6 |
|
2.618 |
1156-2 |
|
4.250 |
1135-7 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1195-6 |
1190-3 |
| PP |
1195-4 |
1184-7 |
| S1 |
1195-2 |
1179-2 |
|