CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 02-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1253-0 |
1225-0 |
-28-0 |
-2.2% |
1166-0 |
| High |
1263-0 |
1256-0 |
-7-0 |
-0.6% |
1206-0 |
| Low |
1245-4 |
1225-0 |
-20-4 |
-1.6% |
1150-4 |
| Close |
1258-4 |
1243-0 |
-15-4 |
-1.2% |
1201-0 |
| Range |
17-4 |
31-0 |
13-4 |
77.1% |
55-4 |
| ATR |
26-6 |
27-2 |
0-4 |
1.8% |
0-0 |
| Volume |
20,912 |
10,156 |
-10,756 |
-51.4% |
265,681 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1334-3 |
1319-5 |
1260-0 |
|
| R3 |
1303-3 |
1288-5 |
1251-4 |
|
| R2 |
1272-3 |
1272-3 |
1248-5 |
|
| R1 |
1257-5 |
1257-5 |
1245-7 |
1265-0 |
| PP |
1241-3 |
1241-3 |
1241-3 |
1245-0 |
| S1 |
1226-5 |
1226-5 |
1240-1 |
1234-0 |
| S2 |
1210-3 |
1210-3 |
1237-3 |
|
| S3 |
1179-3 |
1195-5 |
1234-4 |
|
| S4 |
1148-3 |
1164-5 |
1226-0 |
|
|
| 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 |
1196-0 |
67-0 |
5.4% |
22-3 |
1.8% |
70% |
False |
False |
35,325 |
| 10 |
1263-0 |
1150-4 |
112-4 |
9.1% |
22-5 |
1.8% |
82% |
False |
False |
45,025 |
| 20 |
1291-0 |
1150-4 |
140-4 |
11.3% |
23-5 |
1.9% |
66% |
False |
False |
66,162 |
| 40 |
1291-0 |
1093-0 |
198-0 |
15.9% |
22-6 |
1.8% |
76% |
False |
False |
74,445 |
| 60 |
1291-0 |
982-4 |
308-4 |
24.8% |
22-4 |
1.8% |
84% |
False |
False |
77,893 |
| 80 |
1291-0 |
857-0 |
434-0 |
34.9% |
21-1 |
1.7% |
89% |
False |
False |
65,719 |
| 100 |
1291-0 |
842-0 |
449-0 |
36.1% |
20-4 |
1.7% |
89% |
False |
False |
56,517 |
| 120 |
1291-0 |
842-0 |
449-0 |
36.1% |
21-2 |
1.7% |
89% |
False |
False |
50,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1387-6 |
|
2.618 |
1337-1 |
|
1.618 |
1306-1 |
|
1.000 |
1287-0 |
|
0.618 |
1275-1 |
|
HIGH |
1256-0 |
|
0.618 |
1244-1 |
|
0.500 |
1240-4 |
|
0.382 |
1236-7 |
|
LOW |
1225-0 |
|
0.618 |
1205-7 |
|
1.000 |
1194-0 |
|
1.618 |
1174-7 |
|
2.618 |
1143-7 |
|
4.250 |
1093-2 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1242-1 |
1238-4 |
| PP |
1241-3 |
1234-0 |
| S1 |
1240-4 |
1229-4 |
|