CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 29-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1004-0 |
991-0 |
-13-0 |
-1.3% |
980-0 |
| High |
1006-0 |
994-0 |
-12-0 |
-1.2% |
1016-4 |
| Low |
990-0 |
981-0 |
-9-0 |
-0.9% |
971-0 |
| Close |
991-0 |
983-4 |
-7-4 |
-0.8% |
991-0 |
| Range |
16-0 |
13-0 |
-3-0 |
-18.8% |
45-4 |
| ATR |
23-0 |
22-2 |
-0-6 |
-3.1% |
0-0 |
| Volume |
64,492 |
56,587 |
-7,905 |
-12.3% |
284,114 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1025-1 |
1017-3 |
990-5 |
|
| R3 |
1012-1 |
1004-3 |
987-1 |
|
| R2 |
999-1 |
999-1 |
985-7 |
|
| R1 |
991-3 |
991-3 |
984-6 |
988-6 |
| PP |
986-1 |
986-1 |
986-1 |
984-7 |
| S1 |
978-3 |
978-3 |
982-2 |
975-6 |
| S2 |
973-1 |
973-1 |
981-1 |
|
| S3 |
960-1 |
965-3 |
979-7 |
|
| S4 |
947-1 |
952-3 |
976-3 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1129-3 |
1105-5 |
1016-0 |
|
| R3 |
1083-7 |
1060-1 |
1003-4 |
|
| R2 |
1038-3 |
1038-3 |
999-3 |
|
| R1 |
1014-5 |
1014-5 |
995-1 |
1026-4 |
| PP |
992-7 |
992-7 |
992-7 |
998-6 |
| S1 |
969-1 |
969-1 |
986-7 |
981-0 |
| S2 |
947-3 |
947-3 |
982-5 |
|
| S3 |
901-7 |
923-5 |
978-4 |
|
| S4 |
856-3 |
878-1 |
966-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1016-4 |
981-0 |
35-4 |
3.6% |
16-2 |
1.7% |
7% |
False |
True |
59,039 |
| 10 |
1053-4 |
971-0 |
82-4 |
8.4% |
21-2 |
2.2% |
15% |
False |
False |
51,153 |
| 20 |
1099-0 |
971-0 |
128-0 |
13.0% |
19-6 |
2.0% |
10% |
False |
False |
49,428 |
| 40 |
1099-0 |
952-4 |
146-4 |
14.9% |
17-4 |
1.8% |
21% |
False |
False |
39,107 |
| 60 |
1099-0 |
892-4 |
206-4 |
21.0% |
17-1 |
1.7% |
44% |
False |
False |
34,000 |
| 80 |
1099-0 |
802-4 |
296-4 |
30.1% |
17-0 |
1.7% |
61% |
False |
False |
29,442 |
| 100 |
1099-0 |
784-0 |
315-0 |
32.0% |
16-7 |
1.7% |
63% |
False |
False |
25,576 |
| 120 |
1099-0 |
784-0 |
315-0 |
32.0% |
17-6 |
1.8% |
63% |
False |
False |
23,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1049-2 |
|
2.618 |
1028-0 |
|
1.618 |
1015-0 |
|
1.000 |
1007-0 |
|
0.618 |
1002-0 |
|
HIGH |
994-0 |
|
0.618 |
989-0 |
|
0.500 |
987-4 |
|
0.382 |
986-0 |
|
LOW |
981-0 |
|
0.618 |
973-0 |
|
1.000 |
968-0 |
|
1.618 |
960-0 |
|
2.618 |
947-0 |
|
4.250 |
925-6 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
987-4 |
996-6 |
| PP |
986-1 |
992-3 |
| S1 |
984-7 |
987-7 |
|