CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1030-0 |
1037-0 |
7-0 |
0.7% |
1014-0 |
| High |
1039-0 |
1044-0 |
5-0 |
0.5% |
1045-0 |
| Low |
1030-0 |
1021-0 |
-9-0 |
-0.9% |
1014-0 |
| Close |
1039-0 |
1044-0 |
5-0 |
0.5% |
1035-4 |
| Range |
9-0 |
23-0 |
14-0 |
155.6% |
31-0 |
| ATR |
22-5 |
22-5 |
0-0 |
0.1% |
0-0 |
| Volume |
3,913 |
3,921 |
8 |
0.2% |
24,373 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1105-3 |
1097-5 |
1056-5 |
|
| R3 |
1082-3 |
1074-5 |
1050-3 |
|
| R2 |
1059-3 |
1059-3 |
1048-2 |
|
| R1 |
1051-5 |
1051-5 |
1046-1 |
1055-4 |
| PP |
1036-3 |
1036-3 |
1036-3 |
1038-2 |
| S1 |
1028-5 |
1028-5 |
1041-7 |
1032-4 |
| S2 |
1013-3 |
1013-3 |
1039-6 |
|
| S3 |
990-3 |
1005-5 |
1037-5 |
|
| S4 |
967-3 |
982-5 |
1031-3 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1124-4 |
1111-0 |
1052-4 |
|
| R3 |
1093-4 |
1080-0 |
1044-0 |
|
| R2 |
1062-4 |
1062-4 |
1041-1 |
|
| R1 |
1049-0 |
1049-0 |
1038-3 |
1055-6 |
| PP |
1031-4 |
1031-4 |
1031-4 |
1034-7 |
| S1 |
1018-0 |
1018-0 |
1032-5 |
1024-6 |
| S2 |
1000-4 |
1000-4 |
1029-7 |
|
| S3 |
969-4 |
987-0 |
1027-0 |
|
| S4 |
938-4 |
956-0 |
1018-4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1141-6 |
|
2.618 |
1104-2 |
|
1.618 |
1081-2 |
|
1.000 |
1067-0 |
|
0.618 |
1058-2 |
|
HIGH |
1044-0 |
|
0.618 |
1035-2 |
|
0.500 |
1032-4 |
|
0.382 |
1029-6 |
|
LOW |
1021-0 |
|
0.618 |
1006-6 |
|
1.000 |
998-0 |
|
1.618 |
983-6 |
|
2.618 |
960-6 |
|
4.250 |
923-2 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1040-1 |
1038-5 |
| PP |
1036-3 |
1033-2 |
| S1 |
1032-4 |
1027-7 |
|