CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 23-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
984-0 |
1001-0 |
17-0 |
1.7% |
1038-0 |
High |
992-0 |
1005-0 |
13-0 |
1.3% |
1056-0 |
Low |
982-0 |
1001-0 |
19-0 |
1.9% |
1010-4 |
Close |
985-2 |
1008-2 |
23-0 |
2.3% |
1010-4 |
Range |
10-0 |
4-0 |
-6-0 |
-60.0% |
45-4 |
ATR |
20-6 |
20-6 |
-0-1 |
-0.4% |
0-0 |
Volume |
1,404 |
1,769 |
365 |
26.0% |
8,216 |
|
Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1016-6 |
1016-4 |
1010-4 |
|
R3 |
1012-6 |
1012-4 |
1009-3 |
|
R2 |
1008-6 |
1008-6 |
1009-0 |
|
R1 |
1008-4 |
1008-4 |
1008-5 |
1008-5 |
PP |
1004-6 |
1004-6 |
1004-6 |
1004-6 |
S1 |
1004-4 |
1004-4 |
1007-7 |
1004-5 |
S2 |
1000-6 |
1000-6 |
1007-4 |
|
S3 |
996-6 |
1000-4 |
1007-1 |
|
S4 |
992-6 |
996-4 |
1006-0 |
|
|
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 |
1022-0 |
2.618 |
1015-4 |
1.618 |
1011-4 |
1.000 |
1009-0 |
0.618 |
1007-4 |
HIGH |
1005-0 |
0.618 |
1003-4 |
0.500 |
1003-0 |
0.382 |
1002-4 |
LOW |
1001-0 |
0.618 |
998-4 |
1.000 |
997-0 |
1.618 |
994-4 |
2.618 |
990-4 |
4.250 |
984-0 |
|
|
Fisher Pivots for day following 23-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
1006-4 |
1004-2 |
PP |
1004-6 |
1000-2 |
S1 |
1003-0 |
996-2 |
|