CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1003-0 |
955-0 |
-48-0 |
-4.8% |
1011-6 |
| High |
1006-0 |
963-0 |
-43-0 |
-4.3% |
1058-0 |
| Low |
989-0 |
955-0 |
-34-0 |
-3.4% |
989-0 |
| Close |
988-6 |
962-4 |
-26-2 |
-2.7% |
988-6 |
| Range |
17-0 |
8-0 |
-9-0 |
-52.9% |
69-0 |
| ATR |
24-3 |
25-0 |
0-5 |
2.8% |
0-0 |
| Volume |
4,849 |
5,000 |
151 |
3.1% |
19,407 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
984-1 |
981-3 |
966-7 |
|
| R3 |
976-1 |
973-3 |
964-6 |
|
| R2 |
968-1 |
968-1 |
964-0 |
|
| R1 |
965-3 |
965-3 |
963-2 |
966-6 |
| PP |
960-1 |
960-1 |
960-1 |
960-7 |
| S1 |
957-3 |
957-3 |
961-6 |
958-6 |
| S2 |
952-1 |
952-1 |
961-0 |
|
| S3 |
944-1 |
949-3 |
960-2 |
|
| S4 |
936-1 |
941-3 |
958-1 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1218-7 |
1172-7 |
1026-6 |
|
| R3 |
1149-7 |
1103-7 |
1007-6 |
|
| R2 |
1080-7 |
1080-7 |
1001-3 |
|
| R1 |
1034-7 |
1034-7 |
995-1 |
1023-3 |
| PP |
1011-7 |
1011-7 |
1011-7 |
1006-2 |
| S1 |
965-7 |
965-7 |
982-3 |
954-3 |
| S2 |
942-7 |
942-7 |
976-1 |
|
| S3 |
873-7 |
896-7 |
969-6 |
|
| S4 |
804-7 |
827-7 |
950-6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
997-0 |
|
2.618 |
984-0 |
|
1.618 |
976-0 |
|
1.000 |
971-0 |
|
0.618 |
968-0 |
|
HIGH |
963-0 |
|
0.618 |
960-0 |
|
0.500 |
959-0 |
|
0.382 |
958-0 |
|
LOW |
955-0 |
|
0.618 |
950-0 |
|
1.000 |
947-0 |
|
1.618 |
942-0 |
|
2.618 |
934-0 |
|
4.250 |
921-0 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
961-3 |
1006-4 |
| PP |
960-1 |
991-7 |
| S1 |
959-0 |
977-1 |
|