CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
957-0 |
891-0 |
-66-0 |
-6.9% |
991-0 |
| High |
963-0 |
913-4 |
-49-4 |
-5.1% |
1028-0 |
| Low |
893-0 |
882-0 |
-11-0 |
-1.2% |
944-0 |
| Close |
895-0 |
892-0 |
-3-0 |
-0.3% |
1006-0 |
| Range |
70-0 |
31-4 |
-38-4 |
-55.0% |
84-0 |
| ATR |
29-7 |
30-0 |
0-1 |
0.4% |
0-0 |
| Volume |
63,602 |
146,500 |
82,898 |
130.3% |
305,190 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
990-3 |
972-5 |
909-3 |
|
| R3 |
958-7 |
941-1 |
900-5 |
|
| R2 |
927-3 |
927-3 |
897-6 |
|
| R1 |
909-5 |
909-5 |
894-7 |
918-4 |
| PP |
895-7 |
895-7 |
895-7 |
900-2 |
| S1 |
878-1 |
878-1 |
889-1 |
887-0 |
| S2 |
864-3 |
864-3 |
886-2 |
|
| S3 |
832-7 |
846-5 |
883-3 |
|
| S4 |
801-3 |
815-1 |
874-5 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1244-5 |
1209-3 |
1052-2 |
|
| R3 |
1160-5 |
1125-3 |
1029-1 |
|
| R2 |
1076-5 |
1076-5 |
1021-3 |
|
| R1 |
1041-3 |
1041-3 |
1013-6 |
1059-0 |
| PP |
992-5 |
992-5 |
992-5 |
1001-4 |
| S1 |
957-3 |
957-3 |
998-2 |
975-0 |
| S2 |
908-5 |
908-5 |
990-5 |
|
| S3 |
824-5 |
873-3 |
982-7 |
|
| S4 |
740-5 |
789-3 |
959-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1028-0 |
882-0 |
146-0 |
16.4% |
36-2 |
4.1% |
7% |
False |
True |
92,304 |
| 10 |
1028-0 |
882-0 |
146-0 |
16.4% |
28-3 |
3.2% |
7% |
False |
True |
75,336 |
| 20 |
1099-0 |
882-0 |
217-0 |
24.3% |
25-3 |
2.8% |
5% |
False |
True |
63,199 |
| 40 |
1099-0 |
882-0 |
217-0 |
24.3% |
20-2 |
2.3% |
5% |
False |
True |
47,932 |
| 60 |
1099-0 |
882-0 |
217-0 |
24.3% |
19-4 |
2.2% |
5% |
False |
True |
40,306 |
| 80 |
1099-0 |
826-0 |
273-0 |
30.6% |
18-2 |
2.1% |
24% |
False |
False |
35,177 |
| 100 |
1099-0 |
784-0 |
315-0 |
35.3% |
17-7 |
2.0% |
34% |
False |
False |
30,241 |
| 120 |
1099-0 |
784-0 |
315-0 |
35.3% |
18-3 |
2.1% |
34% |
False |
False |
26,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1047-3 |
|
2.618 |
996-0 |
|
1.618 |
964-4 |
|
1.000 |
945-0 |
|
0.618 |
933-0 |
|
HIGH |
913-4 |
|
0.618 |
901-4 |
|
0.500 |
897-6 |
|
0.382 |
894-0 |
|
LOW |
882-0 |
|
0.618 |
862-4 |
|
1.000 |
850-4 |
|
1.618 |
831-0 |
|
2.618 |
799-4 |
|
4.250 |
748-1 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
897-6 |
932-2 |
| PP |
895-7 |
918-7 |
| S1 |
893-7 |
905-3 |
|