CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 01-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1215-0 |
1253-0 |
38-0 |
3.1% |
1166-0 |
| High |
1226-2 |
1263-0 |
36-6 |
3.0% |
1206-0 |
| Low |
1196-0 |
1245-4 |
49-4 |
4.1% |
1150-4 |
| Close |
1226-2 |
1258-4 |
32-2 |
2.6% |
1201-0 |
| Range |
30-2 |
17-4 |
-12-6 |
-42.1% |
55-4 |
| ATR |
26-0 |
26-6 |
0-6 |
3.0% |
0-0 |
| Volume |
46,951 |
20,912 |
-26,039 |
-55.5% |
265,681 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1308-1 |
1300-7 |
1268-1 |
|
| R3 |
1290-5 |
1283-3 |
1263-2 |
|
| R2 |
1273-1 |
1273-1 |
1261-6 |
|
| R1 |
1265-7 |
1265-7 |
1260-1 |
1269-4 |
| PP |
1255-5 |
1255-5 |
1255-5 |
1257-4 |
| S1 |
1248-3 |
1248-3 |
1256-7 |
1252-0 |
| S2 |
1238-1 |
1238-1 |
1255-2 |
|
| S3 |
1220-5 |
1230-7 |
1253-6 |
|
| S4 |
1203-1 |
1213-3 |
1248-7 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1352-3 |
1332-1 |
1231-4 |
|
| R3 |
1296-7 |
1276-5 |
1216-2 |
|
| R2 |
1241-3 |
1241-3 |
1211-1 |
|
| R1 |
1221-1 |
1221-1 |
1206-1 |
1231-2 |
| PP |
1185-7 |
1185-7 |
1185-7 |
1190-7 |
| S1 |
1165-5 |
1165-5 |
1195-7 |
1175-6 |
| S2 |
1130-3 |
1130-3 |
1190-7 |
|
| S3 |
1074-7 |
1110-1 |
1185-6 |
|
| S4 |
1019-3 |
1054-5 |
1170-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1263-0 |
1189-0 |
74-0 |
5.9% |
18-5 |
1.5% |
94% |
True |
False |
41,809 |
| 10 |
1263-0 |
1150-4 |
112-4 |
8.9% |
21-6 |
1.7% |
96% |
True |
False |
51,224 |
| 20 |
1291-0 |
1150-4 |
140-4 |
11.2% |
24-0 |
1.9% |
77% |
False |
False |
69,901 |
| 40 |
1291-0 |
1093-0 |
198-0 |
15.7% |
22-2 |
1.8% |
84% |
False |
False |
76,681 |
| 60 |
1291-0 |
982-4 |
308-4 |
24.5% |
22-2 |
1.8% |
89% |
False |
False |
78,501 |
| 80 |
1291-0 |
857-0 |
434-0 |
34.5% |
21-0 |
1.7% |
93% |
False |
False |
65,744 |
| 100 |
1291-0 |
842-0 |
449-0 |
35.7% |
20-3 |
1.6% |
93% |
False |
False |
56,685 |
| 120 |
1291-0 |
842-0 |
449-0 |
35.7% |
21-2 |
1.7% |
93% |
False |
False |
50,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1337-3 |
|
2.618 |
1308-7 |
|
1.618 |
1291-3 |
|
1.000 |
1280-4 |
|
0.618 |
1273-7 |
|
HIGH |
1263-0 |
|
0.618 |
1256-3 |
|
0.500 |
1254-2 |
|
0.382 |
1252-1 |
|
LOW |
1245-4 |
|
0.618 |
1234-5 |
|
1.000 |
1228-0 |
|
1.618 |
1217-1 |
|
2.618 |
1199-5 |
|
4.250 |
1171-1 |
|
|
| Fisher Pivots for day following 01-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1257-1 |
1248-7 |
| PP |
1255-5 |
1239-1 |
| S1 |
1254-2 |
1229-4 |
|