CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 06-Jul-2009
Day Change Summary
Previous Current
02-Jul-2009 06-Jul-2009 Change Change % Previous Week
Open 1225-0 1220-0 -5-0 -0.4% 1204-4
High 1256-0 1220-0 -36-0 -2.9% 1263-0
Low 1225-0 1199-0 -26-0 -2.1% 1196-0
Close 1243-0 1200-0 -43-0 -3.5% 1243-0
Range 31-0 21-0 -10-0 -32.3% 67-0
ATR 27-2 28-4 1-2 4.4% 0-0
Volume 10,156 4,075 -6,081 -59.9% 127,322
Daily Pivots for day following 06-Jul-2009
Classic Woodie Camarilla DeMark
R4 1269-3 1255-5 1211-4
R3 1248-3 1234-5 1205-6
R2 1227-3 1227-3 1203-7
R1 1213-5 1213-5 1201-7 1210-0
PP 1206-3 1206-3 1206-3 1204-4
S1 1192-5 1192-5 1198-1 1189-0
S2 1185-3 1185-3 1196-1
S3 1164-3 1171-5 1194-2
S4 1143-3 1150-5 1188-4
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 1435-0 1406-0 1279-7
R3 1368-0 1339-0 1261-3
R2 1301-0 1301-0 1255-2
R1 1272-0 1272-0 1249-1 1286-4
PP 1234-0 1234-0 1234-0 1241-2
S1 1205-0 1205-0 1236-7 1219-4
S2 1167-0 1167-0 1230-6
S3 1100-0 1138-0 1224-5
S4 1033-0 1071-0 1206-1
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 5.6% 24-7 2.1% 6% False False 26,279
10 1263-0 1150-4 112-4 9.4% 20-1 1.7% 44% False False 39,707
20 1291-0 1150-4 140-4 11.7% 23-5 2.0% 35% False False 61,729
40 1291-0 1093-0 198-0 16.5% 22-4 1.9% 54% False False 72,420
60 1291-0 982-4 308-4 25.7% 22-4 1.9% 71% False False 77,024
80 1291-0 865-0 426-0 35.5% 21-0 1.8% 79% False False 65,528
100 1291-0 842-0 449-0 37.4% 20-4 1.7% 80% False False 56,449
120 1291-0 842-0 449-0 37.4% 21-1 1.8% 80% False False 50,270
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1309-2
2.618 1275-0
1.618 1254-0
1.000 1241-0
0.618 1233-0
HIGH 1220-0
0.618 1212-0
0.500 1209-4
0.382 1207-0
LOW 1199-0
0.618 1186-0
1.000 1178-0
1.618 1165-0
2.618 1144-0
4.250 1109-6
Fisher Pivots for day following 06-Jul-2009
Pivot 1 day 3 day
R1 1209-4 1231-0
PP 1206-3 1220-5
S1 1203-1 1210-3

These figures are updated between 7pm and 10pm EST after a trading day.

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