CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 07-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
967-0 |
946-0 |
-21-0 |
-2.2% |
981-0 |
| High |
977-0 |
946-0 |
-31-0 |
-3.2% |
1011-0 |
| Low |
962-0 |
900-0 |
-62-0 |
-6.4% |
945-0 |
| Close |
961-0 |
900-2 |
-60-6 |
-6.3% |
1001-0 |
| Range |
15-0 |
46-0 |
31-0 |
206.7% |
66-0 |
| ATR |
21-2 |
24-1 |
2-7 |
13.3% |
0-0 |
| Volume |
1,004 |
2,223 |
1,219 |
121.4% |
7,653 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1053-3 |
1022-7 |
925-4 |
|
| R3 |
1007-3 |
976-7 |
912-7 |
|
| R2 |
961-3 |
961-3 |
908-5 |
|
| R1 |
930-7 |
930-7 |
904-4 |
923-1 |
| PP |
915-3 |
915-3 |
915-3 |
911-4 |
| S1 |
884-7 |
884-7 |
896-0 |
877-1 |
| S2 |
869-3 |
869-3 |
891-7 |
|
| S3 |
823-3 |
838-7 |
887-5 |
|
| S4 |
777-3 |
792-7 |
875-0 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1183-5 |
1158-3 |
1037-2 |
|
| R3 |
1117-5 |
1092-3 |
1019-1 |
|
| R2 |
1051-5 |
1051-5 |
1013-1 |
|
| R1 |
1026-3 |
1026-3 |
1007-0 |
1039-0 |
| PP |
985-5 |
985-5 |
985-5 |
992-0 |
| S1 |
960-3 |
960-3 |
995-0 |
973-0 |
| S2 |
919-5 |
919-5 |
988-7 |
|
| S3 |
853-5 |
894-3 |
982-7 |
|
| S4 |
787-5 |
828-3 |
964-6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1141-4 |
|
2.618 |
1066-3 |
|
1.618 |
1020-3 |
|
1.000 |
992-0 |
|
0.618 |
974-3 |
|
HIGH |
946-0 |
|
0.618 |
928-3 |
|
0.500 |
923-0 |
|
0.382 |
917-5 |
|
LOW |
900-0 |
|
0.618 |
871-5 |
|
1.000 |
854-0 |
|
1.618 |
825-5 |
|
2.618 |
779-5 |
|
4.250 |
704-4 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
923-0 |
954-0 |
| PP |
915-3 |
936-1 |
| S1 |
907-7 |
918-1 |
|