CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
917-4 |
967-0 |
49-4 |
5.4% |
933-0 |
| High |
921-4 |
986-0 |
64-4 |
7.0% |
945-0 |
| Low |
915-0 |
967-0 |
52-0 |
5.7% |
910-0 |
| Close |
921-0 |
974-6 |
53-6 |
5.8% |
925-4 |
| Range |
6-4 |
19-0 |
12-4 |
192.3% |
35-0 |
| ATR |
19-4 |
22-6 |
3-2 |
16.7% |
0-0 |
| Volume |
3,634 |
1,855 |
-1,779 |
-49.0% |
11,134 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1032-7 |
1022-7 |
985-2 |
|
| R3 |
1013-7 |
1003-7 |
980-0 |
|
| R2 |
994-7 |
994-7 |
978-2 |
|
| R1 |
984-7 |
984-7 |
976-4 |
989-7 |
| PP |
975-7 |
975-7 |
975-7 |
978-4 |
| S1 |
965-7 |
965-7 |
973-0 |
970-7 |
| S2 |
956-7 |
956-7 |
971-2 |
|
| S3 |
937-7 |
946-7 |
969-4 |
|
| S4 |
918-7 |
927-7 |
964-2 |
|
|
| 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 |
1066-6 |
|
2.618 |
1035-6 |
|
1.618 |
1016-6 |
|
1.000 |
1005-0 |
|
0.618 |
997-6 |
|
HIGH |
986-0 |
|
0.618 |
978-6 |
|
0.500 |
976-4 |
|
0.382 |
974-2 |
|
LOW |
967-0 |
|
0.618 |
955-2 |
|
1.000 |
948-0 |
|
1.618 |
936-2 |
|
2.618 |
917-2 |
|
4.250 |
886-2 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
976-4 |
966-5 |
| PP |
975-7 |
958-5 |
| S1 |
975-3 |
950-4 |
|