CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 02-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1000-0 |
995-0 |
-5-0 |
-0.5% |
980-0 |
| High |
1028-0 |
1015-4 |
-12-4 |
-1.2% |
1016-4 |
| Low |
997-0 |
989-0 |
-8-0 |
-0.8% |
971-0 |
| Close |
1015-4 |
1006-0 |
-9-4 |
-0.9% |
991-0 |
| Range |
31-0 |
26-4 |
-4-4 |
-14.5% |
45-4 |
| ATR |
25-2 |
25-2 |
0-1 |
0.4% |
0-0 |
| Volume |
96,746 |
92,299 |
-4,447 |
-4.6% |
284,114 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1083-0 |
1071-0 |
1020-5 |
|
| R3 |
1056-4 |
1044-4 |
1013-2 |
|
| R2 |
1030-0 |
1030-0 |
1010-7 |
|
| R1 |
1018-0 |
1018-0 |
1008-3 |
1024-0 |
| PP |
1003-4 |
1003-4 |
1003-4 |
1006-4 |
| S1 |
991-4 |
991-4 |
1003-5 |
997-4 |
| S2 |
977-0 |
977-0 |
1001-1 |
|
| S3 |
950-4 |
965-0 |
998-6 |
|
| S4 |
924-0 |
938-4 |
991-3 |
|
|
| 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 |
1028-0 |
944-0 |
84-0 |
8.3% |
25-2 |
2.5% |
74% |
False |
False |
73,936 |
| 10 |
1047-0 |
944-0 |
103-0 |
10.2% |
24-3 |
2.4% |
60% |
False |
False |
62,769 |
| 20 |
1099-0 |
944-0 |
155-0 |
15.4% |
21-7 |
2.2% |
40% |
False |
False |
56,340 |
| 40 |
1099-0 |
944-0 |
155-0 |
15.4% |
18-3 |
1.8% |
40% |
False |
False |
42,982 |
| 60 |
1099-0 |
892-4 |
206-4 |
20.5% |
18-1 |
1.8% |
55% |
False |
False |
36,897 |
| 80 |
1099-0 |
816-0 |
283-0 |
28.1% |
17-5 |
1.8% |
67% |
False |
False |
32,200 |
| 100 |
1099-0 |
784-0 |
315-0 |
31.3% |
17-1 |
1.7% |
70% |
False |
False |
27,734 |
| 120 |
1099-0 |
784-0 |
315-0 |
31.3% |
18-1 |
1.8% |
70% |
False |
False |
24,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1128-1 |
|
2.618 |
1084-7 |
|
1.618 |
1058-3 |
|
1.000 |
1042-0 |
|
0.618 |
1031-7 |
|
HIGH |
1015-4 |
|
0.618 |
1005-3 |
|
0.500 |
1002-2 |
|
0.382 |
999-1 |
|
LOW |
989-0 |
|
0.618 |
972-5 |
|
1.000 |
962-4 |
|
1.618 |
946-1 |
|
2.618 |
919-5 |
|
4.250 |
876-3 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1004-6 |
999-3 |
| PP |
1003-4 |
992-5 |
| S1 |
1002-2 |
986-0 |
|