CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 29-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
986-4 |
981-0 |
-5-4 |
-0.6% |
984-0 |
| High |
986-4 |
983-0 |
-3-4 |
-0.4% |
1016-0 |
| Low |
986-4 |
979-0 |
-7-4 |
-0.8% |
982-0 |
| Close |
986-4 |
979-4 |
-7-0 |
-0.7% |
986-4 |
| Range |
0-0 |
4-0 |
4-0 |
|
34-0 |
| ATR |
18-7 |
18-0 |
-0-6 |
-4.3% |
0-0 |
| Volume |
1,546 |
2,185 |
639 |
41.3% |
8,343 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
992-4 |
990-0 |
981-6 |
|
| R3 |
988-4 |
986-0 |
980-5 |
|
| R2 |
984-4 |
984-4 |
980-2 |
|
| R1 |
982-0 |
982-0 |
979-7 |
981-2 |
| PP |
980-4 |
980-4 |
980-4 |
980-1 |
| S1 |
978-0 |
978-0 |
979-1 |
977-2 |
| S2 |
976-4 |
976-4 |
978-6 |
|
| S3 |
972-4 |
974-0 |
978-3 |
|
| S4 |
968-4 |
970-0 |
977-2 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1096-7 |
1075-5 |
1005-2 |
|
| R3 |
1062-7 |
1041-5 |
995-7 |
|
| R2 |
1028-7 |
1028-7 |
992-6 |
|
| R1 |
1007-5 |
1007-5 |
989-5 |
1018-2 |
| PP |
994-7 |
994-7 |
994-7 |
1000-1 |
| S1 |
973-5 |
973-5 |
983-3 |
984-2 |
| S2 |
960-7 |
960-7 |
980-2 |
|
| S3 |
926-7 |
939-5 |
977-1 |
|
| S4 |
892-7 |
905-5 |
967-6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1000-0 |
|
2.618 |
993-4 |
|
1.618 |
989-4 |
|
1.000 |
987-0 |
|
0.618 |
985-4 |
|
HIGH |
983-0 |
|
0.618 |
981-4 |
|
0.500 |
981-0 |
|
0.382 |
980-4 |
|
LOW |
979-0 |
|
0.618 |
976-4 |
|
1.000 |
975-0 |
|
1.618 |
972-4 |
|
2.618 |
968-4 |
|
4.250 |
962-0 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
981-0 |
989-1 |
| PP |
980-4 |
985-7 |
| S1 |
980-0 |
982-6 |
|