CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 05-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1020-0 |
1038-4 |
18-4 |
1.8% |
922-0 |
| High |
1036-0 |
1045-0 |
9-0 |
0.9% |
986-0 |
| Low |
1020-0 |
1026-0 |
6-0 |
0.6% |
915-0 |
| Close |
1030-0 |
1045-0 |
15-0 |
1.5% |
981-0 |
| Range |
16-0 |
19-0 |
3-0 |
18.8% |
71-0 |
| ATR |
23-1 |
22-6 |
-0-2 |
-1.3% |
0-0 |
| Volume |
6,672 |
5,504 |
-1,168 |
-17.5% |
14,080 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1095-5 |
1089-3 |
1055-4 |
|
| R3 |
1076-5 |
1070-3 |
1050-2 |
|
| R2 |
1057-5 |
1057-5 |
1048-4 |
|
| R1 |
1051-3 |
1051-3 |
1046-6 |
1054-4 |
| PP |
1038-5 |
1038-5 |
1038-5 |
1040-2 |
| S1 |
1032-3 |
1032-3 |
1043-2 |
1035-4 |
| S2 |
1019-5 |
1019-5 |
1041-4 |
|
| S3 |
1000-5 |
1013-3 |
1039-6 |
|
| S4 |
981-5 |
994-3 |
1034-4 |
|
|
| 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 |
1125-6 |
|
2.618 |
1094-6 |
|
1.618 |
1075-6 |
|
1.000 |
1064-0 |
|
0.618 |
1056-6 |
|
HIGH |
1045-0 |
|
0.618 |
1037-6 |
|
0.500 |
1035-4 |
|
0.382 |
1033-2 |
|
LOW |
1026-0 |
|
0.618 |
1014-2 |
|
1.000 |
1007-0 |
|
1.618 |
995-2 |
|
2.618 |
976-2 |
|
4.250 |
945-2 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1041-7 |
1039-7 |
| PP |
1038-5 |
1034-5 |
| S1 |
1035-4 |
1029-4 |
|