CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 15-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
930-0 |
944-0 |
14-0 |
1.5% |
967-0 |
| High |
931-0 |
946-0 |
15-0 |
1.6% |
977-0 |
| Low |
929-6 |
913-0 |
-16-6 |
-1.8% |
891-0 |
| Close |
929-6 |
916-2 |
-13-4 |
-1.5% |
929-2 |
| Range |
1-2 |
33-0 |
31-6 |
2,540.0% |
86-0 |
| ATR |
22-5 |
23-3 |
0-6 |
3.3% |
0-0 |
| Volume |
3,192 |
2,497 |
-695 |
-21.8% |
12,909 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1024-1 |
1003-1 |
934-3 |
|
| R3 |
991-1 |
970-1 |
925-3 |
|
| R2 |
958-1 |
958-1 |
922-2 |
|
| R1 |
937-1 |
937-1 |
919-2 |
931-1 |
| PP |
925-1 |
925-1 |
925-1 |
922-0 |
| S1 |
904-1 |
904-1 |
913-2 |
898-1 |
| S2 |
892-1 |
892-1 |
910-2 |
|
| S3 |
859-1 |
871-1 |
907-1 |
|
| S4 |
826-1 |
838-1 |
898-1 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1190-3 |
1145-7 |
976-4 |
|
| R3 |
1104-3 |
1059-7 |
952-7 |
|
| R2 |
1018-3 |
1018-3 |
945-0 |
|
| R1 |
973-7 |
973-7 |
937-1 |
953-1 |
| PP |
932-3 |
932-3 |
932-3 |
922-0 |
| S1 |
887-7 |
887-7 |
921-3 |
867-1 |
| S2 |
846-3 |
846-3 |
913-4 |
|
| S3 |
760-3 |
801-7 |
905-5 |
|
| S4 |
674-3 |
715-7 |
882-0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1086-2 |
|
2.618 |
1032-3 |
|
1.618 |
999-3 |
|
1.000 |
979-0 |
|
0.618 |
966-3 |
|
HIGH |
946-0 |
|
0.618 |
933-3 |
|
0.500 |
929-4 |
|
0.382 |
925-5 |
|
LOW |
913-0 |
|
0.618 |
892-5 |
|
1.000 |
880-0 |
|
1.618 |
859-5 |
|
2.618 |
826-5 |
|
4.250 |
772-6 |
|
|
| Fisher Pivots for day following 15-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
929-4 |
927-0 |
| PP |
925-1 |
923-3 |
| S1 |
920-5 |
919-7 |
|