CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1085-0 |
1077-0 |
-8-0 |
-0.7% |
1050-0 |
| High |
1099-0 |
1091-4 |
-7-4 |
-0.7% |
1099-0 |
| Low |
1082-0 |
1069-0 |
-13-0 |
-1.2% |
1043-0 |
| Close |
1089-6 |
1076-4 |
-13-2 |
-1.2% |
1076-4 |
| Range |
17-0 |
22-4 |
5-4 |
32.4% |
56-0 |
| ATR |
20-1 |
20-2 |
0-1 |
0.9% |
0-0 |
| Volume |
62,560 |
66,159 |
3,599 |
5.8% |
274,118 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1146-4 |
1134-0 |
1088-7 |
|
| R3 |
1124-0 |
1111-4 |
1082-6 |
|
| R2 |
1101-4 |
1101-4 |
1080-5 |
|
| R1 |
1089-0 |
1089-0 |
1078-4 |
1084-0 |
| PP |
1079-0 |
1079-0 |
1079-0 |
1076-4 |
| S1 |
1066-4 |
1066-4 |
1074-4 |
1061-4 |
| S2 |
1056-4 |
1056-4 |
1072-3 |
|
| S3 |
1034-0 |
1044-0 |
1070-2 |
|
| S4 |
1011-4 |
1021-4 |
1064-1 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1240-7 |
1214-5 |
1107-2 |
|
| R3 |
1184-7 |
1158-5 |
1091-7 |
|
| R2 |
1128-7 |
1128-7 |
1086-6 |
|
| R1 |
1102-5 |
1102-5 |
1081-5 |
1115-6 |
| PP |
1072-7 |
1072-7 |
1072-7 |
1079-3 |
| S1 |
1046-5 |
1046-5 |
1071-3 |
1059-6 |
| S2 |
1016-7 |
1016-7 |
1066-2 |
|
| S3 |
960-7 |
990-5 |
1061-1 |
|
| S4 |
904-7 |
934-5 |
1045-6 |
|
|
| 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 |
5.2% |
17-6 |
1.7% |
60% |
False |
False |
54,823 |
| 10 |
1099-0 |
1043-0 |
56-0 |
5.2% |
17-1 |
1.6% |
60% |
False |
False |
45,719 |
| 20 |
1099-0 |
970-0 |
129-0 |
12.0% |
15-2 |
1.4% |
83% |
False |
False |
37,932 |
| 40 |
1099-0 |
892-4 |
206-4 |
19.2% |
17-0 |
1.6% |
89% |
False |
False |
31,734 |
| 60 |
1099-0 |
838-0 |
261-0 |
24.2% |
15-7 |
1.5% |
91% |
False |
False |
27,979 |
| 80 |
1099-0 |
784-0 |
315-0 |
29.3% |
16-0 |
1.5% |
93% |
False |
False |
23,905 |
| 100 |
1099-0 |
784-0 |
315-0 |
29.3% |
16-6 |
1.6% |
93% |
False |
False |
21,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1187-1 |
|
2.618 |
1150-3 |
|
1.618 |
1127-7 |
|
1.000 |
1114-0 |
|
0.618 |
1105-3 |
|
HIGH |
1091-4 |
|
0.618 |
1082-7 |
|
0.500 |
1080-2 |
|
0.382 |
1077-5 |
|
LOW |
1069-0 |
|
0.618 |
1055-1 |
|
1.000 |
1046-4 |
|
1.618 |
1032-5 |
|
2.618 |
1010-1 |
|
4.250 |
973-3 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1080-2 |
1083-0 |
| PP |
1079-0 |
1080-7 |
| S1 |
1077-6 |
1078-5 |
|