CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 03-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
981-0 |
1014-0 |
33-0 |
3.4% |
922-0 |
| High |
981-0 |
1030-0 |
49-0 |
5.0% |
986-0 |
| Low |
973-0 |
1014-0 |
41-0 |
4.2% |
915-0 |
| Close |
981-0 |
1026-2 |
45-2 |
4.6% |
981-0 |
| Range |
8-0 |
16-0 |
8-0 |
100.0% |
71-0 |
| ATR |
21-6 |
23-5 |
2-0 |
9.0% |
0-0 |
| Volume |
5,489 |
4,322 |
-1,167 |
-21.3% |
14,080 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1071-3 |
1064-7 |
1035-0 |
|
| R3 |
1055-3 |
1048-7 |
1030-5 |
|
| R2 |
1039-3 |
1039-3 |
1029-1 |
|
| R1 |
1032-7 |
1032-7 |
1027-6 |
1036-1 |
| PP |
1023-3 |
1023-3 |
1023-3 |
1025-0 |
| S1 |
1016-7 |
1016-7 |
1024-6 |
1020-1 |
| S2 |
1007-3 |
1007-3 |
1023-3 |
|
| S3 |
991-3 |
1000-7 |
1021-7 |
|
| S4 |
975-3 |
984-7 |
1017-4 |
|
|
| 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 |
1098-0 |
|
2.618 |
1071-7 |
|
1.618 |
1055-7 |
|
1.000 |
1046-0 |
|
0.618 |
1039-7 |
|
HIGH |
1030-0 |
|
0.618 |
1023-7 |
|
0.500 |
1022-0 |
|
0.382 |
1020-1 |
|
LOW |
1014-0 |
|
0.618 |
1004-1 |
|
1.000 |
998-0 |
|
1.618 |
988-1 |
|
2.618 |
972-1 |
|
4.250 |
946-0 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1024-7 |
1017-0 |
| PP |
1023-3 |
1007-6 |
| S1 |
1022-0 |
998-4 |
|