CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 10-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1081-0 |
1090-0 |
9-0 |
0.8% |
1220-0 |
| High |
1115-0 |
1137-0 |
22-0 |
2.0% |
1220-0 |
| Low |
1081-0 |
1080-0 |
-1-0 |
-0.1% |
1080-0 |
| Close |
1110-4 |
1128-2 |
17-6 |
1.6% |
1128-2 |
| Range |
34-0 |
57-0 |
23-0 |
67.6% |
140-0 |
| ATR |
32-7 |
34-5 |
1-6 |
5.2% |
0-0 |
| Volume |
2,531 |
1,149 |
-1,382 |
-54.6% |
14,336 |
|
| Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1286-1 |
1264-1 |
1159-5 |
|
| R3 |
1229-1 |
1207-1 |
1143-7 |
|
| R2 |
1172-1 |
1172-1 |
1138-6 |
|
| R1 |
1150-1 |
1150-1 |
1133-4 |
1161-1 |
| PP |
1115-1 |
1115-1 |
1115-1 |
1120-4 |
| S1 |
1093-1 |
1093-1 |
1123-0 |
1104-1 |
| S2 |
1058-1 |
1058-1 |
1117-6 |
|
| S3 |
1001-1 |
1036-1 |
1112-5 |
|
| S4 |
944-1 |
979-1 |
1096-7 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1562-6 |
1485-4 |
1205-2 |
|
| R3 |
1422-6 |
1345-4 |
1166-6 |
|
| R2 |
1282-6 |
1282-6 |
1153-7 |
|
| R1 |
1205-4 |
1205-4 |
1141-1 |
1174-1 |
| PP |
1142-6 |
1142-6 |
1142-6 |
1127-0 |
| S1 |
1065-4 |
1065-4 |
1115-3 |
1034-1 |
| S2 |
1002-6 |
1002-6 |
1102-5 |
|
| S3 |
862-6 |
925-4 |
1089-6 |
|
| S4 |
722-6 |
785-4 |
1051-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1220-0 |
1080-0 |
140-0 |
12.4% |
43-5 |
3.9% |
34% |
False |
True |
2,867 |
| 10 |
1263-0 |
1080-0 |
183-0 |
16.2% |
33-0 |
2.9% |
26% |
False |
True |
19,096 |
| 20 |
1265-4 |
1080-0 |
185-4 |
16.4% |
29-0 |
2.6% |
26% |
False |
True |
44,176 |
| 40 |
1291-0 |
1080-0 |
211-0 |
18.7% |
25-4 |
2.3% |
23% |
False |
True |
64,748 |
| 60 |
1291-0 |
982-4 |
308-4 |
27.3% |
24-4 |
2.2% |
47% |
False |
False |
73,664 |
| 80 |
1291-0 |
896-0 |
395-0 |
35.0% |
22-3 |
2.0% |
59% |
False |
False |
64,561 |
| 100 |
1291-0 |
842-0 |
449-0 |
39.8% |
21-6 |
1.9% |
64% |
False |
False |
55,965 |
| 120 |
1291-0 |
842-0 |
449-0 |
39.8% |
21-7 |
1.9% |
64% |
False |
False |
49,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1379-2 |
|
2.618 |
1286-2 |
|
1.618 |
1229-2 |
|
1.000 |
1194-0 |
|
0.618 |
1172-2 |
|
HIGH |
1137-0 |
|
0.618 |
1115-2 |
|
0.500 |
1108-4 |
|
0.382 |
1101-6 |
|
LOW |
1080-0 |
|
0.618 |
1044-6 |
|
1.000 |
1023-0 |
|
1.618 |
987-6 |
|
2.618 |
930-6 |
|
4.250 |
837-6 |
|
|
| Fisher Pivots for day following 10-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1121-5 |
1121-5 |
| PP |
1115-1 |
1115-1 |
| S1 |
1108-4 |
1108-4 |
|