CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 16-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
944-0 |
903-0 |
-41-0 |
-4.3% |
967-0 |
High |
946-0 |
903-0 |
-43-0 |
-4.5% |
977-0 |
Low |
913-0 |
903-0 |
-10-0 |
-1.1% |
891-0 |
Close |
916-2 |
904-4 |
-11-6 |
-1.3% |
929-2 |
Range |
33-0 |
0-0 |
-33-0 |
-100.0% |
86-0 |
ATR |
23-3 |
22-5 |
-0-6 |
-3.1% |
0-0 |
Volume |
2,497 |
1,649 |
-848 |
-34.0% |
12,909 |
|
Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
903-4 |
904-0 |
904-4 |
|
R3 |
903-4 |
904-0 |
904-4 |
|
R2 |
903-4 |
903-4 |
904-4 |
|
R1 |
904-0 |
904-0 |
904-4 |
903-6 |
PP |
903-4 |
903-4 |
903-4 |
903-3 |
S1 |
904-0 |
904-0 |
904-4 |
903-6 |
S2 |
903-4 |
903-4 |
904-4 |
|
S3 |
903-4 |
904-0 |
904-4 |
|
S4 |
903-4 |
904-0 |
904-4 |
|
|
Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1190-3 |
1145-7 |
976-4 |
|
R3 |
1104-3 |
1059-7 |
952-7 |
|
R2 |
1018-3 |
1018-3 |
945-0 |
|
R1 |
973-7 |
973-7 |
937-1 |
953-1 |
PP |
932-3 |
932-3 |
932-3 |
922-0 |
S1 |
887-7 |
887-7 |
921-3 |
867-1 |
S2 |
846-3 |
846-3 |
913-4 |
|
S3 |
760-3 |
801-7 |
905-5 |
|
S4 |
674-3 |
715-7 |
882-0 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
903-0 |
2.618 |
903-0 |
1.618 |
903-0 |
1.000 |
903-0 |
0.618 |
903-0 |
HIGH |
903-0 |
0.618 |
903-0 |
0.500 |
903-0 |
0.382 |
903-0 |
LOW |
903-0 |
0.618 |
903-0 |
1.000 |
903-0 |
1.618 |
903-0 |
2.618 |
903-0 |
4.250 |
903-0 |
|
|
Fisher Pivots for day following 16-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
904-0 |
924-4 |
PP |
903-4 |
917-7 |
S1 |
903-0 |
911-1 |
|