CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 20-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
922-0 |
933-0 |
11-0 |
1.2% |
918-0 |
High |
936-4 |
937-0 |
0-4 |
0.1% |
946-0 |
Low |
922-0 |
933-0 |
11-0 |
1.2% |
903-0 |
Close |
936-0 |
934-6 |
-1-2 |
-0.1% |
936-0 |
Range |
14-4 |
4-0 |
-10-4 |
-72.4% |
43-0 |
ATR |
23-2 |
21-7 |
-1-3 |
-5.9% |
0-0 |
Volume |
4,167 |
4,112 |
-55 |
-1.3% |
15,094 |
|
Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
946-7 |
944-7 |
937-0 |
|
R3 |
942-7 |
940-7 |
935-7 |
|
R2 |
938-7 |
938-7 |
935-4 |
|
R1 |
936-7 |
936-7 |
935-1 |
937-7 |
PP |
934-7 |
934-7 |
934-7 |
935-4 |
S1 |
932-7 |
932-7 |
934-3 |
933-7 |
S2 |
930-7 |
930-7 |
934-0 |
|
S3 |
926-7 |
928-7 |
933-5 |
|
S4 |
922-7 |
924-7 |
932-4 |
|
|
Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1057-3 |
1039-5 |
959-5 |
|
R3 |
1014-3 |
996-5 |
947-7 |
|
R2 |
971-3 |
971-3 |
943-7 |
|
R1 |
953-5 |
953-5 |
940-0 |
962-4 |
PP |
928-3 |
928-3 |
928-3 |
932-6 |
S1 |
910-5 |
910-5 |
932-0 |
919-4 |
S2 |
885-3 |
885-3 |
928-1 |
|
S3 |
842-3 |
867-5 |
924-1 |
|
S4 |
799-3 |
824-5 |
912-3 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
954-0 |
2.618 |
947-4 |
1.618 |
943-4 |
1.000 |
941-0 |
0.618 |
939-4 |
HIGH |
937-0 |
0.618 |
935-4 |
0.500 |
935-0 |
0.382 |
934-4 |
LOW |
933-0 |
0.618 |
930-4 |
1.000 |
929-0 |
1.618 |
926-4 |
2.618 |
922-4 |
4.250 |
916-0 |
|
|
Fisher Pivots for day following 20-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
935-0 |
929-7 |
PP |
934-7 |
924-7 |
S1 |
934-7 |
920-0 |
|