CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
903-0 |
922-0 |
19-0 |
2.1% |
918-0 |
| High |
903-0 |
936-4 |
33-4 |
3.7% |
946-0 |
| Low |
903-0 |
922-0 |
19-0 |
2.1% |
903-0 |
| Close |
904-4 |
936-0 |
31-4 |
3.5% |
936-0 |
| Range |
0-0 |
14-4 |
14-4 |
|
43-0 |
| ATR |
22-5 |
23-2 |
0-5 |
3.0% |
0-0 |
| Volume |
1,649 |
4,167 |
2,518 |
152.7% |
15,094 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
975-0 |
970-0 |
944-0 |
|
| R3 |
960-4 |
955-4 |
940-0 |
|
| R2 |
946-0 |
946-0 |
938-5 |
|
| R1 |
941-0 |
941-0 |
937-3 |
943-4 |
| PP |
931-4 |
931-4 |
931-4 |
932-6 |
| S1 |
926-4 |
926-4 |
934-5 |
929-0 |
| S2 |
917-0 |
917-0 |
933-3 |
|
| S3 |
902-4 |
912-0 |
932-0 |
|
| S4 |
888-0 |
897-4 |
928-0 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1057-3 |
1039-5 |
959-5 |
|
| R3 |
1014-3 |
996-5 |
947-7 |
|
| R2 |
971-3 |
971-3 |
943-7 |
|
| R1 |
953-5 |
953-5 |
940-0 |
962-4 |
| PP |
928-3 |
928-3 |
928-3 |
932-6 |
| S1 |
910-5 |
910-5 |
932-0 |
919-4 |
| S2 |
885-3 |
885-3 |
928-1 |
|
| S3 |
842-3 |
867-5 |
924-1 |
|
| S4 |
799-3 |
824-5 |
912-3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
998-1 |
|
2.618 |
974-4 |
|
1.618 |
960-0 |
|
1.000 |
951-0 |
|
0.618 |
945-4 |
|
HIGH |
936-4 |
|
0.618 |
931-0 |
|
0.500 |
929-2 |
|
0.382 |
927-4 |
|
LOW |
922-0 |
|
0.618 |
913-0 |
|
1.000 |
907-4 |
|
1.618 |
898-4 |
|
2.618 |
884-0 |
|
4.250 |
860-3 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
933-6 |
932-1 |
| PP |
931-4 |
928-3 |
| S1 |
929-2 |
924-4 |
|