CME Pit-Traded Soybean Future March 2010
| 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 |
946-0 |
897-0 |
-49-0 |
-5.2% |
981-0 |
| High |
946-0 |
917-0 |
-29-0 |
-3.1% |
1011-0 |
| Low |
900-0 |
891-0 |
-9-0 |
-1.0% |
945-0 |
| Close |
900-2 |
900-4 |
0-2 |
0.0% |
1001-0 |
| Range |
46-0 |
26-0 |
-20-0 |
-43.5% |
66-0 |
| ATR |
24-1 |
24-2 |
0-1 |
0.6% |
0-0 |
| Volume |
2,223 |
3,205 |
982 |
44.2% |
7,653 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
980-7 |
966-5 |
914-6 |
|
| R3 |
954-7 |
940-5 |
907-5 |
|
| R2 |
928-7 |
928-7 |
905-2 |
|
| R1 |
914-5 |
914-5 |
902-7 |
921-6 |
| PP |
902-7 |
902-7 |
902-7 |
906-3 |
| S1 |
888-5 |
888-5 |
898-1 |
895-6 |
| S2 |
876-7 |
876-7 |
895-6 |
|
| S3 |
850-7 |
862-5 |
893-3 |
|
| S4 |
824-7 |
836-5 |
886-2 |
|
|
| 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 |
1027-4 |
|
2.618 |
985-1 |
|
1.618 |
959-1 |
|
1.000 |
943-0 |
|
0.618 |
933-1 |
|
HIGH |
917-0 |
|
0.618 |
907-1 |
|
0.500 |
904-0 |
|
0.382 |
900-7 |
|
LOW |
891-0 |
|
0.618 |
874-7 |
|
1.000 |
865-0 |
|
1.618 |
848-7 |
|
2.618 |
822-7 |
|
4.250 |
780-4 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
904-0 |
934-0 |
| PP |
902-7 |
922-7 |
| S1 |
901-5 |
911-5 |
|