CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 17-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1045-0 |
1028-0 |
-17-0 |
-1.6% |
1050-0 |
| High |
1045-0 |
1050-4 |
5-4 |
0.5% |
1099-0 |
| Low |
1020-4 |
1023-4 |
3-0 |
0.3% |
1043-0 |
| Close |
1028-4 |
1050-0 |
21-4 |
2.1% |
1076-4 |
| Range |
24-4 |
27-0 |
2-4 |
10.2% |
56-0 |
| ATR |
22-6 |
23-0 |
0-2 |
1.4% |
0-0 |
| Volume |
47,052 |
36,044 |
-11,008 |
-23.4% |
274,118 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1122-3 |
1113-1 |
1064-7 |
|
| R3 |
1095-3 |
1086-1 |
1057-3 |
|
| R2 |
1068-3 |
1068-3 |
1055-0 |
|
| R1 |
1059-1 |
1059-1 |
1052-4 |
1063-6 |
| PP |
1041-3 |
1041-3 |
1041-3 |
1043-5 |
| S1 |
1032-1 |
1032-1 |
1047-4 |
1036-6 |
| S2 |
1014-3 |
1014-3 |
1045-0 |
|
| S3 |
987-3 |
1005-1 |
1042-5 |
|
| S4 |
960-3 |
978-1 |
1035-1 |
|
|
| 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 |
1020-4 |
78-4 |
7.5% |
22-2 |
2.1% |
38% |
False |
False |
52,050 |
| 10 |
1099-0 |
1020-4 |
78-4 |
7.5% |
20-0 |
1.9% |
38% |
False |
False |
48,907 |
| 20 |
1099-0 |
1004-4 |
94-4 |
9.0% |
16-5 |
1.6% |
48% |
False |
False |
40,821 |
| 40 |
1099-0 |
892-4 |
206-4 |
19.7% |
17-3 |
1.7% |
76% |
False |
False |
33,274 |
| 60 |
1099-0 |
838-0 |
261-0 |
24.9% |
16-2 |
1.5% |
81% |
False |
False |
29,310 |
| 80 |
1099-0 |
784-0 |
315-0 |
30.0% |
16-4 |
1.6% |
84% |
False |
False |
25,161 |
| 100 |
1099-0 |
784-0 |
315-0 |
30.0% |
16-6 |
1.6% |
84% |
False |
False |
22,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1165-2 |
|
2.618 |
1121-1 |
|
1.618 |
1094-1 |
|
1.000 |
1077-4 |
|
0.618 |
1067-1 |
|
HIGH |
1050-4 |
|
0.618 |
1040-1 |
|
0.500 |
1037-0 |
|
0.382 |
1033-7 |
|
LOW |
1023-4 |
|
0.618 |
1006-7 |
|
1.000 |
996-4 |
|
1.618 |
979-7 |
|
2.618 |
952-7 |
|
4.250 |
908-6 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1045-5 |
1045-1 |
| PP |
1041-3 |
1040-3 |
| S1 |
1037-0 |
1035-4 |
|