CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
995-0 |
967-0 |
-28-0 |
-2.8% |
981-0 |
| High |
1008-0 |
977-0 |
-31-0 |
-3.1% |
1011-0 |
| Low |
995-0 |
962-0 |
-33-0 |
-3.3% |
945-0 |
| Close |
1001-0 |
961-0 |
-40-0 |
-4.0% |
1001-0 |
| Range |
13-0 |
15-0 |
2-0 |
15.4% |
66-0 |
| ATR |
19-7 |
21-2 |
1-3 |
6.8% |
0-0 |
| Volume |
3,164 |
1,004 |
-2,160 |
-68.3% |
7,653 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1011-5 |
1001-3 |
969-2 |
|
| R3 |
996-5 |
986-3 |
965-1 |
|
| R2 |
981-5 |
981-5 |
963-6 |
|
| R1 |
971-3 |
971-3 |
962-3 |
969-0 |
| PP |
966-5 |
966-5 |
966-5 |
965-4 |
| S1 |
956-3 |
956-3 |
959-5 |
954-0 |
| S2 |
951-5 |
951-5 |
958-2 |
|
| S3 |
936-5 |
941-3 |
956-7 |
|
| S4 |
921-5 |
926-3 |
952-6 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1183-5 |
1158-3 |
1037-2 |
|
| R3 |
1117-5 |
1092-3 |
1019-1 |
|
| R2 |
1051-5 |
1051-5 |
1013-1 |
|
| R1 |
1026-3 |
1026-3 |
1007-0 |
1039-0 |
| PP |
985-5 |
985-5 |
985-5 |
992-0 |
| S1 |
960-3 |
960-3 |
995-0 |
973-0 |
| S2 |
919-5 |
919-5 |
988-7 |
|
| S3 |
853-5 |
894-3 |
982-7 |
|
| S4 |
787-5 |
828-3 |
964-6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1040-6 |
|
2.618 |
1016-2 |
|
1.618 |
1001-2 |
|
1.000 |
992-0 |
|
0.618 |
986-2 |
|
HIGH |
977-0 |
|
0.618 |
971-2 |
|
0.500 |
969-4 |
|
0.382 |
967-6 |
|
LOW |
962-0 |
|
0.618 |
952-6 |
|
1.000 |
947-0 |
|
1.618 |
937-6 |
|
2.618 |
922-6 |
|
4.250 |
898-2 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
969-4 |
986-4 |
| PP |
966-5 |
978-0 |
| S1 |
963-7 |
969-4 |
|