CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 22-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1044-4 |
980-0 |
-64-4 |
-6.2% |
1043-0 |
| High |
1047-0 |
993-4 |
-53-4 |
-5.1% |
1053-4 |
| Low |
1004-4 |
971-0 |
-33-4 |
-3.3% |
1004-4 |
| Close |
1006-0 |
981-0 |
-25-0 |
-2.5% |
1006-0 |
| Range |
42-4 |
22-4 |
-20-0 |
-47.1% |
49-0 |
| ATR |
23-7 |
24-5 |
0-6 |
3.3% |
0-0 |
| Volume |
38,394 |
45,505 |
7,111 |
18.5% |
219,269 |
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1049-3 |
1037-5 |
993-3 |
|
| R3 |
1026-7 |
1015-1 |
987-2 |
|
| R2 |
1004-3 |
1004-3 |
985-1 |
|
| R1 |
992-5 |
992-5 |
983-0 |
998-4 |
| PP |
981-7 |
981-7 |
981-7 |
984-6 |
| S1 |
970-1 |
970-1 |
979-0 |
976-0 |
| S2 |
959-3 |
959-3 |
976-7 |
|
| S3 |
936-7 |
947-5 |
974-6 |
|
| S4 |
914-3 |
925-1 |
968-5 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1168-3 |
1136-1 |
1033-0 |
|
| R3 |
1119-3 |
1087-1 |
1019-4 |
|
| R2 |
1070-3 |
1070-3 |
1015-0 |
|
| R1 |
1038-1 |
1038-1 |
1010-4 |
1029-6 |
| PP |
1021-3 |
1021-3 |
1021-3 |
1017-1 |
| S1 |
989-1 |
989-1 |
1001-4 |
980-6 |
| S2 |
972-3 |
972-3 |
997-0 |
|
| S3 |
923-3 |
940-1 |
992-4 |
|
| S4 |
874-3 |
891-1 |
979-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1053-4 |
971-0 |
82-4 |
8.4% |
26-2 |
2.7% |
12% |
False |
True |
43,267 |
| 10 |
1099-0 |
971-0 |
128-0 |
13.0% |
22-4 |
2.3% |
8% |
False |
True |
49,273 |
| 20 |
1099-0 |
971-0 |
128-0 |
13.0% |
18-5 |
1.9% |
8% |
False |
True |
42,508 |
| 40 |
1099-0 |
892-4 |
206-4 |
21.0% |
18-2 |
1.9% |
43% |
False |
False |
34,801 |
| 60 |
1099-0 |
838-0 |
261-0 |
26.6% |
17-0 |
1.7% |
55% |
False |
False |
30,710 |
| 80 |
1099-0 |
784-0 |
315-0 |
32.1% |
16-7 |
1.7% |
63% |
False |
False |
26,603 |
| 100 |
1099-0 |
784-0 |
315-0 |
32.1% |
17-0 |
1.7% |
63% |
False |
False |
23,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1089-1 |
|
2.618 |
1052-3 |
|
1.618 |
1029-7 |
|
1.000 |
1016-0 |
|
0.618 |
1007-3 |
|
HIGH |
993-4 |
|
0.618 |
984-7 |
|
0.500 |
982-2 |
|
0.382 |
979-5 |
|
LOW |
971-0 |
|
0.618 |
957-1 |
|
1.000 |
948-4 |
|
1.618 |
934-5 |
|
2.618 |
912-1 |
|
4.250 |
875-3 |
|
|
| Fisher Pivots for day following 22-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
982-2 |
1012-2 |
| PP |
981-7 |
1001-7 |
| S1 |
981-3 |
991-3 |
|