CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 04-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1014-0 |
1020-0 |
6-0 |
0.6% |
922-0 |
| High |
1030-0 |
1036-0 |
6-0 |
0.6% |
986-0 |
| Low |
1014-0 |
1020-0 |
6-0 |
0.6% |
915-0 |
| Close |
1026-2 |
1030-0 |
3-6 |
0.4% |
981-0 |
| Range |
16-0 |
16-0 |
0-0 |
0.0% |
71-0 |
| ATR |
23-5 |
23-1 |
-0-4 |
-2.3% |
0-0 |
| Volume |
4,322 |
6,672 |
2,350 |
54.4% |
14,080 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1076-5 |
1069-3 |
1038-6 |
|
| R3 |
1060-5 |
1053-3 |
1034-3 |
|
| R2 |
1044-5 |
1044-5 |
1032-7 |
|
| R1 |
1037-3 |
1037-3 |
1031-4 |
1041-0 |
| PP |
1028-5 |
1028-5 |
1028-5 |
1030-4 |
| S1 |
1021-3 |
1021-3 |
1028-4 |
1025-0 |
| S2 |
1012-5 |
1012-5 |
1027-1 |
|
| S3 |
996-5 |
1005-3 |
1025-5 |
|
| S4 |
980-5 |
989-3 |
1021-2 |
|
|
| 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 |
1104-0 |
|
2.618 |
1077-7 |
|
1.618 |
1061-7 |
|
1.000 |
1052-0 |
|
0.618 |
1045-7 |
|
HIGH |
1036-0 |
|
0.618 |
1029-7 |
|
0.500 |
1028-0 |
|
0.382 |
1026-1 |
|
LOW |
1020-0 |
|
0.618 |
1010-1 |
|
1.000 |
1004-0 |
|
1.618 |
994-1 |
|
2.618 |
978-1 |
|
4.250 |
952-0 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1029-3 |
1021-4 |
| PP |
1028-5 |
1013-0 |
| S1 |
1028-0 |
1004-4 |
|