CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 19-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1050-4 |
1010-4 |
-40-0 |
-3.8% |
1038-0 |
| High |
1055-0 |
1010-4 |
-44-4 |
-4.2% |
1056-0 |
| Low |
1046-0 |
1010-4 |
-35-4 |
-3.4% |
1010-4 |
| Close |
1046-6 |
1010-4 |
-36-2 |
-3.5% |
1010-4 |
| Range |
9-0 |
0-0 |
-9-0 |
-100.0% |
45-4 |
| ATR |
|
|
|
|
|
| Volume |
3,680 |
1,584 |
-2,096 |
-57.0% |
8,216 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1010-4 |
1010-4 |
1010-4 |
|
| R3 |
1010-4 |
1010-4 |
1010-4 |
|
| R2 |
1010-4 |
1010-4 |
1010-4 |
|
| R1 |
1010-4 |
1010-4 |
1010-4 |
1010-4 |
| PP |
1010-4 |
1010-4 |
1010-4 |
1010-4 |
| S1 |
1010-4 |
1010-4 |
1010-4 |
1010-4 |
| S2 |
1010-4 |
1010-4 |
1010-4 |
|
| S3 |
1010-4 |
1010-4 |
1010-4 |
|
| S4 |
1010-4 |
1010-4 |
1010-4 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1162-1 |
1131-7 |
1035-4 |
|
| R3 |
1116-5 |
1086-3 |
1023-0 |
|
| R2 |
1071-1 |
1071-1 |
1018-7 |
|
| R1 |
1040-7 |
1040-7 |
1014-5 |
1033-2 |
| PP |
1025-5 |
1025-5 |
1025-5 |
1021-7 |
| S1 |
995-3 |
995-3 |
1006-3 |
987-6 |
| S2 |
980-1 |
980-1 |
1002-1 |
|
| S3 |
934-5 |
949-7 |
998-0 |
|
| S4 |
889-1 |
904-3 |
985-4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1010-4 |
|
2.618 |
1010-4 |
|
1.618 |
1010-4 |
|
1.000 |
1010-4 |
|
0.618 |
1010-4 |
|
HIGH |
1010-4 |
|
0.618 |
1010-4 |
|
0.500 |
1010-4 |
|
0.382 |
1010-4 |
|
LOW |
1010-4 |
|
0.618 |
1010-4 |
|
1.000 |
1010-4 |
|
1.618 |
1010-4 |
|
2.618 |
1010-4 |
|
4.250 |
1010-4 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1010-4 |
1033-2 |
| PP |
1010-4 |
1025-5 |
| S1 |
1010-4 |
1018-1 |
|