CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 18-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
1045-0 |
1050-4 |
5-4 |
0.5% |
1049-0 |
High |
1056-0 |
1055-0 |
-1-0 |
-0.1% |
1098-0 |
Low |
1045-0 |
1046-0 |
1-0 |
0.1% |
1049-0 |
Close |
1056-4 |
1046-6 |
-9-6 |
-0.9% |
1079-4 |
Range |
11-0 |
9-0 |
-2-0 |
-18.2% |
49-0 |
ATR |
|
|
|
|
|
Volume |
1,097 |
3,680 |
2,583 |
235.5% |
10,976 |
|
Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1076-2 |
1070-4 |
1051-6 |
|
R3 |
1067-2 |
1061-4 |
1049-2 |
|
R2 |
1058-2 |
1058-2 |
1048-3 |
|
R1 |
1052-4 |
1052-4 |
1047-5 |
1050-7 |
PP |
1049-2 |
1049-2 |
1049-2 |
1048-4 |
S1 |
1043-4 |
1043-4 |
1045-7 |
1041-7 |
S2 |
1040-2 |
1040-2 |
1045-1 |
|
S3 |
1031-2 |
1034-4 |
1044-2 |
|
S4 |
1022-2 |
1025-4 |
1041-6 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1222-4 |
1200-0 |
1106-4 |
|
R3 |
1173-4 |
1151-0 |
1093-0 |
|
R2 |
1124-4 |
1124-4 |
1088-4 |
|
R1 |
1102-0 |
1102-0 |
1084-0 |
1113-2 |
PP |
1075-4 |
1075-4 |
1075-4 |
1081-1 |
S1 |
1053-0 |
1053-0 |
1075-0 |
1064-2 |
S2 |
1026-4 |
1026-4 |
1070-4 |
|
S3 |
977-4 |
1004-0 |
1066-0 |
|
S4 |
928-4 |
955-0 |
1052-4 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1093-2 |
2.618 |
1078-4 |
1.618 |
1069-4 |
1.000 |
1064-0 |
0.618 |
1060-4 |
HIGH |
1055-0 |
0.618 |
1051-4 |
0.500 |
1050-4 |
0.382 |
1049-4 |
LOW |
1046-0 |
0.618 |
1040-4 |
1.000 |
1037-0 |
1.618 |
1031-4 |
2.618 |
1022-4 |
4.250 |
1007-6 |
|
|
Fisher Pivots for day following 18-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
1050-4 |
1045-5 |
PP |
1049-2 |
1044-5 |
S1 |
1048-0 |
1043-4 |
|