CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
967-0 |
981-0 |
14-0 |
1.4% |
922-0 |
| High |
986-0 |
981-0 |
-5-0 |
-0.5% |
986-0 |
| Low |
967-0 |
973-0 |
6-0 |
0.6% |
915-0 |
| Close |
974-6 |
981-0 |
6-2 |
0.6% |
981-0 |
| Range |
19-0 |
8-0 |
-11-0 |
-57.9% |
71-0 |
| ATR |
22-6 |
21-6 |
-1-0 |
-4.6% |
0-0 |
| Volume |
1,855 |
5,489 |
3,634 |
195.9% |
14,080 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1002-3 |
999-5 |
985-3 |
|
| R3 |
994-3 |
991-5 |
983-2 |
|
| R2 |
986-3 |
986-3 |
982-4 |
|
| R1 |
983-5 |
983-5 |
981-6 |
985-0 |
| PP |
978-3 |
978-3 |
978-3 |
979-0 |
| S1 |
975-5 |
975-5 |
980-2 |
977-0 |
| S2 |
970-3 |
970-3 |
979-4 |
|
| S3 |
962-3 |
967-5 |
978-6 |
|
| S4 |
954-3 |
959-5 |
976-5 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1173-5 |
1148-3 |
1020-0 |
|
| R3 |
1102-5 |
1077-3 |
1000-4 |
|
| R2 |
1031-5 |
1031-5 |
994-0 |
|
| R1 |
1006-3 |
1006-3 |
987-4 |
1019-0 |
| PP |
960-5 |
960-5 |
960-5 |
967-0 |
| S1 |
935-3 |
935-3 |
974-4 |
948-0 |
| S2 |
889-5 |
889-5 |
968-0 |
|
| S3 |
818-5 |
864-3 |
961-4 |
|
| S4 |
747-5 |
793-3 |
942-0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1015-0 |
|
2.618 |
1002-0 |
|
1.618 |
994-0 |
|
1.000 |
989-0 |
|
0.618 |
986-0 |
|
HIGH |
981-0 |
|
0.618 |
978-0 |
|
0.500 |
977-0 |
|
0.382 |
976-0 |
|
LOW |
973-0 |
|
0.618 |
968-0 |
|
1.000 |
965-0 |
|
1.618 |
960-0 |
|
2.618 |
952-0 |
|
4.250 |
939-0 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
979-5 |
970-7 |
| PP |
978-3 |
960-5 |
| S1 |
977-0 |
950-4 |
|