CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 03-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1081-0 |
1067-4 |
-13-4 |
-1.2% |
1032-0 |
| High |
1084-4 |
1067-0 |
-17-4 |
-1.6% |
1065-0 |
| Low |
1073-4 |
1045-0 |
-28-4 |
-2.7% |
1030-0 |
| Close |
1082-4 |
1047-0 |
-35-4 |
-3.3% |
1062-4 |
| Range |
11-0 |
22-0 |
11-0 |
100.0% |
35-0 |
| ATR |
17-5 |
19-0 |
1-3 |
8.1% |
0-0 |
| Volume |
41,056 |
30,007 |
-11,049 |
-26.9% |
128,213 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1119-0 |
1105-0 |
1059-1 |
|
| R3 |
1097-0 |
1083-0 |
1053-0 |
|
| R2 |
1075-0 |
1075-0 |
1051-0 |
|
| R1 |
1061-0 |
1061-0 |
1049-0 |
1057-0 |
| PP |
1053-0 |
1053-0 |
1053-0 |
1051-0 |
| S1 |
1039-0 |
1039-0 |
1045-0 |
1035-0 |
| S2 |
1031-0 |
1031-0 |
1043-0 |
|
| S3 |
1009-0 |
1017-0 |
1041-0 |
|
| S4 |
987-0 |
995-0 |
1034-7 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1157-4 |
1145-0 |
1081-6 |
|
| R3 |
1122-4 |
1110-0 |
1072-1 |
|
| R2 |
1087-4 |
1087-4 |
1068-7 |
|
| R1 |
1075-0 |
1075-0 |
1065-6 |
1081-2 |
| PP |
1052-4 |
1052-4 |
1052-4 |
1055-5 |
| S1 |
1040-0 |
1040-0 |
1059-2 |
1046-2 |
| S2 |
1017-4 |
1017-4 |
1056-1 |
|
| S3 |
982-4 |
1005-0 |
1052-7 |
|
| S4 |
947-4 |
970-0 |
1043-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1085-0 |
1045-0 |
40-0 |
3.8% |
13-0 |
1.2% |
5% |
False |
True |
32,524 |
| 10 |
1085-0 |
1004-4 |
80-4 |
7.7% |
13-1 |
1.3% |
53% |
False |
False |
32,735 |
| 20 |
1085-0 |
961-0 |
124-0 |
11.8% |
14-5 |
1.4% |
69% |
False |
False |
29,262 |
| 40 |
1085-0 |
892-4 |
192-4 |
18.4% |
16-0 |
1.5% |
80% |
False |
False |
26,781 |
| 60 |
1085-0 |
816-0 |
269-0 |
25.7% |
16-1 |
1.5% |
86% |
False |
False |
23,599 |
| 80 |
1085-0 |
784-0 |
301-0 |
28.7% |
15-7 |
1.5% |
87% |
False |
False |
20,247 |
| 100 |
1085-0 |
784-0 |
301-0 |
28.7% |
17-3 |
1.7% |
87% |
False |
False |
18,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1160-4 |
|
2.618 |
1124-5 |
|
1.618 |
1102-5 |
|
1.000 |
1089-0 |
|
0.618 |
1080-5 |
|
HIGH |
1067-0 |
|
0.618 |
1058-5 |
|
0.500 |
1056-0 |
|
0.382 |
1053-3 |
|
LOW |
1045-0 |
|
0.618 |
1031-3 |
|
1.000 |
1023-0 |
|
1.618 |
1009-3 |
|
2.618 |
987-3 |
|
4.250 |
951-4 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1056-0 |
1065-0 |
| PP |
1053-0 |
1059-0 |
| S1 |
1050-0 |
1053-0 |
|