CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1075-0 |
1085-0 |
10-0 |
0.9% |
1076-0 |
| High |
1081-0 |
1099-0 |
18-0 |
1.7% |
1085-0 |
| Low |
1067-0 |
1082-0 |
15-0 |
1.4% |
1045-0 |
| Close |
1079-2 |
1089-6 |
10-4 |
1.0% |
1061-6 |
| Range |
14-0 |
17-0 |
3-0 |
21.4% |
40-0 |
| ATR |
20-1 |
20-1 |
0-0 |
-0.1% |
0-0 |
| Volume |
54,226 |
62,560 |
8,334 |
15.4% |
183,073 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1141-2 |
1132-4 |
1099-1 |
|
| R3 |
1124-2 |
1115-4 |
1094-3 |
|
| R2 |
1107-2 |
1107-2 |
1092-7 |
|
| R1 |
1098-4 |
1098-4 |
1091-2 |
1102-7 |
| PP |
1090-2 |
1090-2 |
1090-2 |
1092-4 |
| S1 |
1081-4 |
1081-4 |
1088-2 |
1085-7 |
| S2 |
1073-2 |
1073-2 |
1086-5 |
|
| S3 |
1056-2 |
1064-4 |
1085-1 |
|
| S4 |
1039-2 |
1047-4 |
1080-3 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1183-7 |
1162-7 |
1083-6 |
|
| R3 |
1143-7 |
1122-7 |
1072-6 |
|
| R2 |
1103-7 |
1103-7 |
1069-1 |
|
| R1 |
1082-7 |
1082-7 |
1065-3 |
1073-3 |
| PP |
1063-7 |
1063-7 |
1063-7 |
1059-2 |
| S1 |
1042-7 |
1042-7 |
1058-1 |
1033-3 |
| S2 |
1023-7 |
1023-7 |
1054-3 |
|
| S3 |
983-7 |
1002-7 |
1050-6 |
|
| S4 |
943-7 |
962-7 |
1039-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1099-0 |
1043-0 |
56-0 |
5.1% |
16-7 |
1.6% |
83% |
True |
False |
50,414 |
| 10 |
1099-0 |
1043-0 |
56-0 |
5.1% |
16-2 |
1.5% |
83% |
True |
False |
41,994 |
| 20 |
1099-0 |
970-0 |
129-0 |
11.8% |
14-7 |
1.4% |
93% |
True |
False |
36,126 |
| 40 |
1099-0 |
892-4 |
206-4 |
18.9% |
16-6 |
1.5% |
96% |
True |
False |
30,649 |
| 60 |
1099-0 |
838-0 |
261-0 |
24.0% |
15-6 |
1.4% |
96% |
True |
False |
27,173 |
| 80 |
1099-0 |
784-0 |
315-0 |
28.9% |
16-0 |
1.5% |
97% |
True |
False |
23,237 |
| 100 |
1099-0 |
784-0 |
315-0 |
28.9% |
16-7 |
1.5% |
97% |
True |
False |
20,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1171-2 |
|
2.618 |
1143-4 |
|
1.618 |
1126-4 |
|
1.000 |
1116-0 |
|
0.618 |
1109-4 |
|
HIGH |
1099-0 |
|
0.618 |
1092-4 |
|
0.500 |
1090-4 |
|
0.382 |
1088-4 |
|
LOW |
1082-0 |
|
0.618 |
1071-4 |
|
1.000 |
1065-0 |
|
1.618 |
1054-4 |
|
2.618 |
1037-4 |
|
4.250 |
1009-6 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1090-4 |
1085-4 |
| PP |
1090-2 |
1081-2 |
| S1 |
1090-0 |
1077-0 |
|