CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
891-0 |
902-0 |
11-0 |
1.2% |
991-0 |
| High |
913-4 |
917-4 |
4-0 |
0.4% |
1028-0 |
| Low |
882-0 |
900-0 |
18-0 |
2.0% |
944-0 |
| Close |
892-0 |
916-0 |
24-0 |
2.7% |
1006-0 |
| Range |
31-4 |
17-4 |
-14-0 |
-44.4% |
84-0 |
| ATR |
30-0 |
29-5 |
-0-3 |
-1.1% |
0-0 |
| Volume |
146,500 |
109,525 |
-36,975 |
-25.2% |
305,190 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
963-5 |
957-3 |
925-5 |
|
| R3 |
946-1 |
939-7 |
920-6 |
|
| R2 |
928-5 |
928-5 |
919-2 |
|
| R1 |
922-3 |
922-3 |
917-5 |
925-4 |
| PP |
911-1 |
911-1 |
911-1 |
912-6 |
| S1 |
904-7 |
904-7 |
914-3 |
908-0 |
| S2 |
893-5 |
893-5 |
912-6 |
|
| S3 |
876-1 |
887-3 |
911-2 |
|
| S4 |
858-5 |
869-7 |
906-3 |
|
|
| 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 |
1015-4 |
882-0 |
133-4 |
14.6% |
33-5 |
3.7% |
25% |
False |
False |
94,860 |
| 10 |
1028-0 |
882-0 |
146-0 |
15.9% |
28-5 |
3.1% |
23% |
False |
False |
81,104 |
| 20 |
1099-0 |
882-0 |
217-0 |
23.7% |
25-4 |
2.8% |
16% |
False |
False |
65,964 |
| 40 |
1099-0 |
882-0 |
217-0 |
23.7% |
20-2 |
2.2% |
16% |
False |
False |
50,238 |
| 60 |
1099-0 |
882-0 |
217-0 |
23.7% |
19-5 |
2.1% |
16% |
False |
False |
41,865 |
| 80 |
1099-0 |
838-0 |
261-0 |
28.5% |
18-1 |
2.0% |
30% |
False |
False |
36,320 |
| 100 |
1099-0 |
784-0 |
315-0 |
34.4% |
17-7 |
2.0% |
42% |
False |
False |
31,230 |
| 120 |
1099-0 |
784-0 |
315-0 |
34.4% |
18-2 |
2.0% |
42% |
False |
False |
27,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
991-7 |
|
2.618 |
963-3 |
|
1.618 |
945-7 |
|
1.000 |
935-0 |
|
0.618 |
928-3 |
|
HIGH |
917-4 |
|
0.618 |
910-7 |
|
0.500 |
908-6 |
|
0.382 |
906-5 |
|
LOW |
900-0 |
|
0.618 |
889-1 |
|
1.000 |
882-4 |
|
1.618 |
871-5 |
|
2.618 |
854-1 |
|
4.250 |
825-5 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
913-5 |
922-4 |
| PP |
911-1 |
920-3 |
| S1 |
908-6 |
918-1 |
|