CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 22-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1010-4 |
984-0 |
-26-4 |
-2.6% |
1038-0 |
| High |
1010-4 |
992-0 |
-18-4 |
-1.8% |
1056-0 |
| Low |
1010-4 |
982-0 |
-28-4 |
-2.8% |
1010-4 |
| Close |
1010-4 |
985-2 |
-25-2 |
-2.5% |
1010-4 |
| Range |
0-0 |
10-0 |
10-0 |
|
45-4 |
| ATR |
0-0 |
20-6 |
20-6 |
|
0-0 |
| Volume |
1,584 |
1,404 |
-180 |
-11.4% |
8,216 |
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1016-3 |
1010-7 |
990-6 |
|
| R3 |
1006-3 |
1000-7 |
988-0 |
|
| R2 |
996-3 |
996-3 |
987-1 |
|
| R1 |
990-7 |
990-7 |
986-1 |
993-5 |
| PP |
986-3 |
986-3 |
986-3 |
987-6 |
| S1 |
980-7 |
980-7 |
984-3 |
983-5 |
| S2 |
976-3 |
976-3 |
983-3 |
|
| S3 |
966-3 |
970-7 |
982-4 |
|
| S4 |
956-3 |
960-7 |
979-6 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1162-1 |
1131-7 |
1035-4 |
|
| R3 |
1116-5 |
1086-3 |
1023-0 |
|
| R2 |
1071-1 |
1071-1 |
1018-7 |
|
| R1 |
1040-7 |
1040-7 |
1014-5 |
1033-2 |
| PP |
1025-5 |
1025-5 |
1025-5 |
1021-7 |
| S1 |
995-3 |
995-3 |
1006-3 |
987-6 |
| S2 |
980-1 |
980-1 |
1002-1 |
|
| S3 |
934-5 |
949-7 |
998-0 |
|
| S4 |
889-1 |
904-3 |
985-4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1034-4 |
|
2.618 |
1018-1 |
|
1.618 |
1008-1 |
|
1.000 |
1002-0 |
|
0.618 |
998-1 |
|
HIGH |
992-0 |
|
0.618 |
988-1 |
|
0.500 |
987-0 |
|
0.382 |
985-7 |
|
LOW |
982-0 |
|
0.618 |
975-7 |
|
1.000 |
972-0 |
|
1.618 |
965-7 |
|
2.618 |
955-7 |
|
4.250 |
939-4 |
|
|
| Fisher Pivots for day following 22-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
987-0 |
1018-4 |
| PP |
986-3 |
1007-3 |
| S1 |
985-7 |
996-3 |
|