CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 02-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1011-0 |
995-0 |
-16-0 |
-1.6% |
984-0 |
| High |
1011-0 |
1008-0 |
-3-0 |
-0.3% |
1016-0 |
| Low |
1011-0 |
995-0 |
-16-0 |
-1.6% |
982-0 |
| Close |
1011-0 |
1001-0 |
-10-0 |
-1.0% |
986-4 |
| Range |
0-0 |
13-0 |
13-0 |
|
34-0 |
| ATR |
20-2 |
19-7 |
-0-2 |
-1.5% |
0-0 |
| Volume |
1,175 |
3,164 |
1,989 |
169.3% |
8,343 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1040-3 |
1033-5 |
1008-1 |
|
| R3 |
1027-3 |
1020-5 |
1004-5 |
|
| R2 |
1014-3 |
1014-3 |
1003-3 |
|
| R1 |
1007-5 |
1007-5 |
1002-2 |
1011-0 |
| PP |
1001-3 |
1001-3 |
1001-3 |
1003-0 |
| S1 |
994-5 |
994-5 |
999-6 |
998-0 |
| S2 |
988-3 |
988-3 |
998-5 |
|
| S3 |
975-3 |
981-5 |
997-3 |
|
| S4 |
962-3 |
968-5 |
993-7 |
|
|
| 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 |
1063-2 |
|
2.618 |
1042-0 |
|
1.618 |
1029-0 |
|
1.000 |
1021-0 |
|
0.618 |
1016-0 |
|
HIGH |
1008-0 |
|
0.618 |
1003-0 |
|
0.500 |
1001-4 |
|
0.382 |
1000-0 |
|
LOW |
995-0 |
|
0.618 |
987-0 |
|
1.000 |
982-0 |
|
1.618 |
974-0 |
|
2.618 |
961-0 |
|
4.250 |
939-6 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1001-4 |
993-3 |
| PP |
1001-3 |
985-5 |
| S1 |
1001-1 |
978-0 |
|