CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 01-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1064-0 |
1074-0 |
10-0 |
0.9% |
1067-0 |
High |
1073-4 |
1083-0 |
9-4 |
0.9% |
1071-0 |
Low |
1057-4 |
1063-4 |
6-0 |
0.6% |
1039-0 |
Close |
1066-0 |
1066-0 |
0-0 |
0.0% |
1058-6 |
Range |
16-0 |
19-4 |
3-4 |
21.9% |
32-0 |
ATR |
19-7 |
19-6 |
0-0 |
-0.1% |
0-0 |
Volume |
12,996 |
32,713 |
19,717 |
151.7% |
99,516 |
|
Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1129-3 |
1117-1 |
1076-6 |
|
R3 |
1109-7 |
1097-5 |
1071-3 |
|
R2 |
1090-3 |
1090-3 |
1069-5 |
|
R1 |
1078-1 |
1078-1 |
1067-6 |
1074-4 |
PP |
1070-7 |
1070-7 |
1070-7 |
1069-0 |
S1 |
1058-5 |
1058-5 |
1064-2 |
1055-0 |
S2 |
1051-3 |
1051-3 |
1062-3 |
|
S3 |
1031-7 |
1039-1 |
1060-5 |
|
S4 |
1012-3 |
1019-5 |
1055-2 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1152-2 |
1137-4 |
1076-3 |
|
R3 |
1120-2 |
1105-4 |
1067-4 |
|
R2 |
1088-2 |
1088-2 |
1064-5 |
|
R1 |
1073-4 |
1073-4 |
1061-5 |
1064-7 |
PP |
1056-2 |
1056-2 |
1056-2 |
1052-0 |
S1 |
1041-4 |
1041-4 |
1055-7 |
1032-7 |
S2 |
1024-2 |
1024-2 |
1052-7 |
|
S3 |
992-2 |
1009-4 |
1050-0 |
|
S4 |
960-2 |
977-4 |
1041-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1083-0 |
1039-0 |
44-0 |
4.1% |
17-2 |
1.6% |
61% |
True |
False |
24,693 |
10 |
1083-0 |
1010-0 |
73-0 |
6.8% |
19-6 |
1.9% |
77% |
True |
False |
23,532 |
20 |
1083-0 |
960-0 |
123-0 |
11.5% |
19-4 |
1.8% |
86% |
True |
False |
22,412 |
40 |
1083-0 |
900-0 |
183-0 |
17.2% |
17-5 |
1.6% |
91% |
True |
False |
17,415 |
60 |
1083-0 |
890-0 |
193-0 |
18.1% |
15-0 |
1.4% |
91% |
True |
False |
13,736 |
80 |
1083-0 |
890-0 |
193-0 |
18.1% |
14-3 |
1.4% |
91% |
True |
False |
11,266 |
100 |
1083-0 |
890-0 |
193-0 |
18.1% |
13-5 |
1.3% |
91% |
True |
False |
9,659 |
120 |
1083-0 |
890-0 |
193-0 |
18.1% |
13-2 |
1.2% |
91% |
True |
False |
8,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1165-7 |
2.618 |
1134-0 |
1.618 |
1114-4 |
1.000 |
1102-4 |
0.618 |
1095-0 |
HIGH |
1083-0 |
0.618 |
1075-4 |
0.500 |
1073-2 |
0.382 |
1071-0 |
LOW |
1063-4 |
0.618 |
1051-4 |
1.000 |
1044-0 |
1.618 |
1032-0 |
2.618 |
1012-4 |
4.250 |
980-5 |
|
|
Fisher Pivots for day following 01-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1073-2 |
1064-7 |
PP |
1070-7 |
1063-5 |
S1 |
1068-3 |
1062-4 |
|