CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 25-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1004-0 |
1008-0 |
4-0 |
0.4% |
1043-0 |
| High |
1016-4 |
1012-4 |
-4-0 |
-0.4% |
1053-4 |
| Low |
1001-4 |
994-0 |
-7-4 |
-0.7% |
1004-4 |
| Close |
1008-0 |
1002-0 |
-6-0 |
-0.6% |
1006-0 |
| Range |
15-0 |
18-4 |
3-4 |
23.3% |
49-0 |
| ATR |
23-7 |
23-4 |
-0-3 |
-1.6% |
0-0 |
| Volume |
51,838 |
59,365 |
7,527 |
14.5% |
219,269 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1058-3 |
1048-5 |
1012-1 |
|
| R3 |
1039-7 |
1030-1 |
1007-1 |
|
| R2 |
1021-3 |
1021-3 |
1005-3 |
|
| R1 |
1011-5 |
1011-5 |
1003-6 |
1007-2 |
| PP |
1002-7 |
1002-7 |
1002-7 |
1000-5 |
| S1 |
993-1 |
993-1 |
1000-2 |
988-6 |
| S2 |
984-3 |
984-3 |
998-5 |
|
| S3 |
965-7 |
974-5 |
996-7 |
|
| S4 |
947-3 |
956-1 |
991-7 |
|
|
| 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 |
1047-0 |
971-0 |
76-0 |
7.6% |
23-4 |
2.3% |
41% |
False |
False |
51,603 |
| 10 |
1091-4 |
971-0 |
120-4 |
12.0% |
22-5 |
2.3% |
26% |
False |
False |
50,505 |
| 20 |
1099-0 |
971-0 |
128-0 |
12.8% |
19-3 |
1.9% |
24% |
False |
False |
46,249 |
| 40 |
1099-0 |
933-0 |
166-0 |
16.6% |
17-7 |
1.8% |
42% |
False |
False |
37,533 |
| 60 |
1099-0 |
889-4 |
209-4 |
20.9% |
17-0 |
1.7% |
54% |
False |
False |
32,811 |
| 80 |
1099-0 |
799-4 |
299-4 |
29.9% |
17-0 |
1.7% |
68% |
False |
False |
28,253 |
| 100 |
1099-0 |
784-0 |
315-0 |
31.4% |
16-7 |
1.7% |
69% |
False |
False |
24,552 |
| 120 |
1099-0 |
784-0 |
315-0 |
31.4% |
17-6 |
1.8% |
69% |
False |
False |
22,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1091-1 |
|
2.618 |
1060-7 |
|
1.618 |
1042-3 |
|
1.000 |
1031-0 |
|
0.618 |
1023-7 |
|
HIGH |
1012-4 |
|
0.618 |
1005-3 |
|
0.500 |
1003-2 |
|
0.382 |
1001-1 |
|
LOW |
994-0 |
|
0.618 |
982-5 |
|
1.000 |
975-4 |
|
1.618 |
964-1 |
|
2.618 |
945-5 |
|
4.250 |
915-3 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1003-2 |
1001-6 |
| PP |
1002-7 |
1001-4 |
| S1 |
1002-3 |
1001-2 |
|