CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1037-0 |
1057-0 |
20-0 |
1.9% |
1014-0 |
| High |
1044-0 |
1058-0 |
14-0 |
1.3% |
1045-0 |
| Low |
1021-0 |
1023-0 |
2-0 |
0.2% |
1014-0 |
| Close |
1044-0 |
1023-6 |
-20-2 |
-1.9% |
1035-4 |
| Range |
23-0 |
35-0 |
12-0 |
52.2% |
31-0 |
| ATR |
22-5 |
23-4 |
0-7 |
3.9% |
0-0 |
| Volume |
3,921 |
3,562 |
-359 |
-9.2% |
24,373 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1139-7 |
1116-7 |
1043-0 |
|
| R3 |
1104-7 |
1081-7 |
1033-3 |
|
| R2 |
1069-7 |
1069-7 |
1030-1 |
|
| R1 |
1046-7 |
1046-7 |
1027-0 |
1040-7 |
| PP |
1034-7 |
1034-7 |
1034-7 |
1032-0 |
| S1 |
1011-7 |
1011-7 |
1020-4 |
1005-7 |
| S2 |
999-7 |
999-7 |
1017-3 |
|
| S3 |
964-7 |
976-7 |
1014-1 |
|
| S4 |
929-7 |
941-7 |
1004-4 |
|
|
| 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 |
1206-6 |
|
2.618 |
1149-5 |
|
1.618 |
1114-5 |
|
1.000 |
1093-0 |
|
0.618 |
1079-5 |
|
HIGH |
1058-0 |
|
0.618 |
1044-5 |
|
0.500 |
1040-4 |
|
0.382 |
1036-3 |
|
LOW |
1023-0 |
|
0.618 |
1001-3 |
|
1.000 |
988-0 |
|
1.618 |
966-3 |
|
2.618 |
931-3 |
|
4.250 |
874-2 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1040-4 |
1039-4 |
| PP |
1034-7 |
1034-2 |
| S1 |
1029-3 |
1029-0 |
|