CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
920-2 |
944-0 |
23-6 |
2.6% |
918-0 |
| High |
920-2 |
945-0 |
24-6 |
2.7% |
946-0 |
| Low |
920-2 |
941-0 |
20-6 |
2.3% |
903-0 |
| Close |
920-2 |
943-4 |
23-2 |
2.5% |
936-0 |
| Range |
0-0 |
4-0 |
4-0 |
|
43-0 |
| ATR |
20-6 |
21-1 |
0-2 |
1.4% |
0-0 |
| Volume |
1,792 |
1,606 |
-186 |
-10.4% |
15,094 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
955-1 |
953-3 |
945-6 |
|
| R3 |
951-1 |
949-3 |
944-5 |
|
| R2 |
947-1 |
947-1 |
944-2 |
|
| R1 |
945-3 |
945-3 |
943-7 |
944-2 |
| PP |
943-1 |
943-1 |
943-1 |
942-5 |
| S1 |
941-3 |
941-3 |
943-1 |
940-2 |
| S2 |
939-1 |
939-1 |
942-6 |
|
| S3 |
935-1 |
937-3 |
942-3 |
|
| S4 |
931-1 |
933-3 |
941-2 |
|
|
| 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 |
962-0 |
|
2.618 |
955-4 |
|
1.618 |
951-4 |
|
1.000 |
949-0 |
|
0.618 |
947-4 |
|
HIGH |
945-0 |
|
0.618 |
943-4 |
|
0.500 |
943-0 |
|
0.382 |
942-4 |
|
LOW |
941-0 |
|
0.618 |
938-4 |
|
1.000 |
937-0 |
|
1.618 |
934-4 |
|
2.618 |
930-4 |
|
4.250 |
924-0 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
943-3 |
938-1 |
| PP |
943-1 |
932-7 |
| S1 |
943-0 |
927-4 |
|