CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
933-0 |
931-4 |
-1-4 |
-0.2% |
918-0 |
| High |
937-0 |
935-0 |
-2-0 |
-0.2% |
946-0 |
| Low |
933-0 |
910-0 |
-23-0 |
-2.5% |
903-0 |
| Close |
934-6 |
917-0 |
-17-6 |
-1.9% |
936-0 |
| Range |
4-0 |
25-0 |
21-0 |
525.0% |
43-0 |
| ATR |
21-7 |
22-1 |
0-2 |
1.0% |
0-0 |
| Volume |
4,112 |
2,137 |
-1,975 |
-48.0% |
15,094 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
995-5 |
981-3 |
930-6 |
|
| R3 |
970-5 |
956-3 |
923-7 |
|
| R2 |
945-5 |
945-5 |
921-5 |
|
| R1 |
931-3 |
931-3 |
919-2 |
926-0 |
| PP |
920-5 |
920-5 |
920-5 |
918-0 |
| S1 |
906-3 |
906-3 |
914-6 |
901-0 |
| S2 |
895-5 |
895-5 |
912-3 |
|
| S3 |
870-5 |
881-3 |
910-1 |
|
| S4 |
845-5 |
856-3 |
903-2 |
|
|
| 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 |
1041-2 |
|
2.618 |
1000-4 |
|
1.618 |
975-4 |
|
1.000 |
960-0 |
|
0.618 |
950-4 |
|
HIGH |
935-0 |
|
0.618 |
925-4 |
|
0.500 |
922-4 |
|
0.382 |
919-4 |
|
LOW |
910-0 |
|
0.618 |
894-4 |
|
1.000 |
885-0 |
|
1.618 |
869-4 |
|
2.618 |
844-4 |
|
4.250 |
803-6 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
922-4 |
923-4 |
| PP |
920-5 |
921-3 |
| S1 |
918-7 |
919-1 |
|