CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
924-0 |
922-0 |
-2-0 |
-0.2% |
933-0 |
| High |
924-0 |
924-0 |
0-0 |
0.0% |
945-0 |
| Low |
924-0 |
917-4 |
-6-4 |
-0.7% |
910-0 |
| Close |
925-4 |
916-6 |
-8-6 |
-0.9% |
925-4 |
| Range |
0-0 |
6-4 |
6-4 |
|
35-0 |
| ATR |
21-0 |
20-0 |
-0-7 |
-4.4% |
0-0 |
| Volume |
1,487 |
1,672 |
185 |
12.4% |
11,134 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
938-7 |
934-3 |
920-3 |
|
| R3 |
932-3 |
927-7 |
918-4 |
|
| R2 |
925-7 |
925-7 |
918-0 |
|
| R1 |
921-3 |
921-3 |
917-3 |
920-3 |
| PP |
919-3 |
919-3 |
919-3 |
919-0 |
| S1 |
914-7 |
914-7 |
916-1 |
913-7 |
| S2 |
912-7 |
912-7 |
915-4 |
|
| S3 |
906-3 |
908-3 |
915-0 |
|
| S4 |
899-7 |
901-7 |
913-1 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1031-7 |
1013-5 |
944-6 |
|
| R3 |
996-7 |
978-5 |
935-1 |
|
| R2 |
961-7 |
961-7 |
931-7 |
|
| R1 |
943-5 |
943-5 |
928-6 |
935-2 |
| PP |
926-7 |
926-7 |
926-7 |
922-5 |
| S1 |
908-5 |
908-5 |
922-2 |
900-2 |
| S2 |
891-7 |
891-7 |
919-1 |
|
| S3 |
856-7 |
873-5 |
915-7 |
|
| S4 |
821-7 |
838-5 |
906-2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
951-5 |
|
2.618 |
941-0 |
|
1.618 |
934-4 |
|
1.000 |
930-4 |
|
0.618 |
928-0 |
|
HIGH |
924-0 |
|
0.618 |
921-4 |
|
0.500 |
920-6 |
|
0.382 |
920-0 |
|
LOW |
917-4 |
|
0.618 |
913-4 |
|
1.000 |
911-0 |
|
1.618 |
907-0 |
|
2.618 |
900-4 |
|
4.250 |
889-7 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
920-6 |
931-2 |
| PP |
919-3 |
926-3 |
| S1 |
918-1 |
921-5 |
|