CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 15-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
1077-0 |
1043-0 |
-34-0 |
-3.2% |
1050-0 |
High |
1091-4 |
1044-0 |
-47-4 |
-4.4% |
1099-0 |
Low |
1069-0 |
1024-0 |
-45-0 |
-4.2% |
1043-0 |
Close |
1076-4 |
1024-6 |
-51-6 |
-4.8% |
1076-4 |
Range |
22-4 |
20-0 |
-2-4 |
-11.1% |
56-0 |
ATR |
20-2 |
22-4 |
2-2 |
11.4% |
0-0 |
Volume |
66,159 |
48,438 |
-17,721 |
-26.8% |
274,118 |
|
Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1090-7 |
1077-7 |
1035-6 |
|
R3 |
1070-7 |
1057-7 |
1030-2 |
|
R2 |
1050-7 |
1050-7 |
1028-3 |
|
R1 |
1037-7 |
1037-7 |
1026-5 |
1034-3 |
PP |
1030-7 |
1030-7 |
1030-7 |
1029-2 |
S1 |
1017-7 |
1017-7 |
1022-7 |
1014-3 |
S2 |
1010-7 |
1010-7 |
1021-1 |
|
S3 |
990-7 |
997-7 |
1019-2 |
|
S4 |
970-7 |
977-7 |
1013-6 |
|
|
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 |
1024-0 |
75-0 |
7.3% |
18-6 |
1.8% |
1% |
False |
True |
55,279 |
10 |
1099-0 |
1024-0 |
75-0 |
7.3% |
18-2 |
1.8% |
1% |
False |
True |
47,704 |
20 |
1099-0 |
970-0 |
129-0 |
12.6% |
15-2 |
1.5% |
42% |
False |
False |
38,985 |
40 |
1099-0 |
892-4 |
206-4 |
20.2% |
17-1 |
1.7% |
64% |
False |
False |
32,300 |
60 |
1099-0 |
838-0 |
261-0 |
25.5% |
15-7 |
1.6% |
72% |
False |
False |
28,570 |
80 |
1099-0 |
784-0 |
315-0 |
30.7% |
16-2 |
1.6% |
76% |
False |
False |
24,369 |
100 |
1099-0 |
784-0 |
315-0 |
30.7% |
16-5 |
1.6% |
76% |
False |
False |
21,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1129-0 |
2.618 |
1096-3 |
1.618 |
1076-3 |
1.000 |
1064-0 |
0.618 |
1056-3 |
HIGH |
1044-0 |
0.618 |
1036-3 |
0.500 |
1034-0 |
0.382 |
1031-5 |
LOW |
1024-0 |
0.618 |
1011-5 |
1.000 |
1004-0 |
1.618 |
991-5 |
2.618 |
971-5 |
4.250 |
939-0 |
|
|
Fisher Pivots for day following 15-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
1034-0 |
1061-4 |
PP |
1030-7 |
1049-2 |
S1 |
1027-7 |
1037-0 |
|