CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 30-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
981-0 |
959-0 |
-22-0 |
-2.2% |
984-0 |
| High |
983-0 |
977-0 |
-6-0 |
-0.6% |
1016-0 |
| Low |
979-0 |
945-0 |
-34-0 |
-3.5% |
982-0 |
| Close |
979-4 |
977-4 |
-2-0 |
-0.2% |
986-4 |
| Range |
4-0 |
32-0 |
28-0 |
700.0% |
34-0 |
| ATR |
18-0 |
19-2 |
1-1 |
6.5% |
0-0 |
| Volume |
2,185 |
1,129 |
-1,056 |
-48.3% |
8,343 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1062-4 |
1052-0 |
995-1 |
|
| R3 |
1030-4 |
1020-0 |
986-2 |
|
| R2 |
998-4 |
998-4 |
983-3 |
|
| R1 |
988-0 |
988-0 |
980-3 |
993-2 |
| PP |
966-4 |
966-4 |
966-4 |
969-1 |
| S1 |
956-0 |
956-0 |
974-5 |
961-2 |
| S2 |
934-4 |
934-4 |
971-5 |
|
| S3 |
902-4 |
924-0 |
968-6 |
|
| S4 |
870-4 |
892-0 |
959-7 |
|
|
| 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 |
1113-0 |
|
2.618 |
1060-6 |
|
1.618 |
1028-6 |
|
1.000 |
1009-0 |
|
0.618 |
996-6 |
|
HIGH |
977-0 |
|
0.618 |
964-6 |
|
0.500 |
961-0 |
|
0.382 |
957-2 |
|
LOW |
945-0 |
|
0.618 |
925-2 |
|
1.000 |
913-0 |
|
1.618 |
893-2 |
|
2.618 |
861-2 |
|
4.250 |
809-0 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
972-0 |
973-5 |
| PP |
966-4 |
969-5 |
| S1 |
961-0 |
965-6 |
|