CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
922-0 |
932-0 |
10-0 |
1.1% |
933-0 |
| High |
924-0 |
932-0 |
8-0 |
0.9% |
945-0 |
| Low |
917-4 |
932-0 |
14-4 |
1.6% |
910-0 |
| Close |
916-6 |
932-0 |
15-2 |
1.7% |
925-4 |
| Range |
6-4 |
0-0 |
-6-4 |
-100.0% |
35-0 |
| ATR |
20-0 |
19-6 |
-0-3 |
-1.7% |
0-0 |
| Volume |
1,672 |
1,430 |
-242 |
-14.5% |
11,134 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
932-0 |
932-0 |
932-0 |
|
| R3 |
932-0 |
932-0 |
932-0 |
|
| R2 |
932-0 |
932-0 |
932-0 |
|
| R1 |
932-0 |
932-0 |
932-0 |
932-0 |
| PP |
932-0 |
932-0 |
932-0 |
932-0 |
| S1 |
932-0 |
932-0 |
932-0 |
932-0 |
| S2 |
932-0 |
932-0 |
932-0 |
|
| S3 |
932-0 |
932-0 |
932-0 |
|
| S4 |
932-0 |
932-0 |
932-0 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1031-7 |
1013-5 |
944-6 |
|
| R3 |
996-7 |
978-5 |
935-1 |
|
| R2 |
961-7 |
961-7 |
931-7 |
|
| R1 |
943-5 |
943-5 |
928-6 |
935-2 |
| PP |
926-7 |
926-7 |
926-7 |
922-5 |
| S1 |
908-5 |
908-5 |
922-2 |
900-2 |
| S2 |
891-7 |
891-7 |
919-1 |
|
| S3 |
856-7 |
873-5 |
915-7 |
|
| S4 |
821-7 |
838-5 |
906-2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
932-0 |
|
2.618 |
932-0 |
|
1.618 |
932-0 |
|
1.000 |
932-0 |
|
0.618 |
932-0 |
|
HIGH |
932-0 |
|
0.618 |
932-0 |
|
0.500 |
932-0 |
|
0.382 |
932-0 |
|
LOW |
932-0 |
|
0.618 |
932-0 |
|
1.000 |
932-0 |
|
1.618 |
932-0 |
|
2.618 |
932-0 |
|
4.250 |
932-0 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
932-0 |
929-5 |
| PP |
932-0 |
927-1 |
| S1 |
932-0 |
924-6 |
|