CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 01-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
959-0 |
1011-0 |
52-0 |
5.4% |
984-0 |
| High |
977-0 |
1011-0 |
34-0 |
3.5% |
1016-0 |
| Low |
945-0 |
1011-0 |
66-0 |
7.0% |
982-0 |
| Close |
977-4 |
1011-0 |
33-4 |
3.4% |
986-4 |
| Range |
32-0 |
0-0 |
-32-0 |
-100.0% |
34-0 |
| ATR |
19-2 |
20-2 |
1-0 |
5.3% |
0-0 |
| Volume |
1,129 |
1,175 |
46 |
4.1% |
8,343 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1011-0 |
1011-0 |
1011-0 |
|
| R3 |
1011-0 |
1011-0 |
1011-0 |
|
| R2 |
1011-0 |
1011-0 |
1011-0 |
|
| R1 |
1011-0 |
1011-0 |
1011-0 |
1011-0 |
| PP |
1011-0 |
1011-0 |
1011-0 |
1011-0 |
| S1 |
1011-0 |
1011-0 |
1011-0 |
1011-0 |
| S2 |
1011-0 |
1011-0 |
1011-0 |
|
| S3 |
1011-0 |
1011-0 |
1011-0 |
|
| S4 |
1011-0 |
1011-0 |
1011-0 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1096-7 |
1075-5 |
1005-2 |
|
| R3 |
1062-7 |
1041-5 |
995-7 |
|
| R2 |
1028-7 |
1028-7 |
992-6 |
|
| R1 |
1007-5 |
1007-5 |
989-5 |
1018-2 |
| PP |
994-7 |
994-7 |
994-7 |
1000-1 |
| S1 |
973-5 |
973-5 |
983-3 |
984-2 |
| S2 |
960-7 |
960-7 |
980-2 |
|
| S3 |
926-7 |
939-5 |
977-1 |
|
| S4 |
892-7 |
905-5 |
967-6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1011-0 |
|
2.618 |
1011-0 |
|
1.618 |
1011-0 |
|
1.000 |
1011-0 |
|
0.618 |
1011-0 |
|
HIGH |
1011-0 |
|
0.618 |
1011-0 |
|
0.500 |
1011-0 |
|
0.382 |
1011-0 |
|
LOW |
1011-0 |
|
0.618 |
1011-0 |
|
1.000 |
1011-0 |
|
1.618 |
1011-0 |
|
2.618 |
1011-0 |
|
4.250 |
1011-0 |
|
|
| Fisher Pivots for day following 01-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1011-0 |
1000-0 |
| PP |
1011-0 |
989-0 |
| S1 |
1011-0 |
978-0 |
|