CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 02-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2009 |
02-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1074-0 |
1061-4 |
-12-4 |
-1.2% |
1067-0 |
High |
1083-0 |
1066-0 |
-17-0 |
-1.6% |
1071-0 |
Low |
1063-4 |
1039-6 |
-23-6 |
-2.2% |
1039-0 |
Close |
1066-0 |
1041-0 |
-25-0 |
-2.3% |
1058-6 |
Range |
19-4 |
26-2 |
6-6 |
34.6% |
32-0 |
ATR |
19-6 |
20-2 |
0-4 |
2.3% |
0-0 |
Volume |
32,713 |
36,094 |
3,381 |
10.3% |
99,516 |
|
Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1127-5 |
1110-5 |
1055-4 |
|
R3 |
1101-3 |
1084-3 |
1048-2 |
|
R2 |
1075-1 |
1075-1 |
1045-6 |
|
R1 |
1058-1 |
1058-1 |
1043-3 |
1053-4 |
PP |
1048-7 |
1048-7 |
1048-7 |
1046-5 |
S1 |
1031-7 |
1031-7 |
1038-5 |
1027-2 |
S2 |
1022-5 |
1022-5 |
1036-2 |
|
S3 |
996-3 |
1005-5 |
1033-6 |
|
S4 |
970-1 |
979-3 |
1026-4 |
|
|
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 |
1039-6 |
43-2 |
4.2% |
20-0 |
1.9% |
3% |
False |
True |
26,635 |
10 |
1083-0 |
1030-0 |
53-0 |
5.1% |
19-6 |
1.9% |
21% |
False |
False |
25,193 |
20 |
1083-0 |
960-0 |
123-0 |
11.8% |
19-1 |
1.8% |
66% |
False |
False |
22,819 |
40 |
1083-0 |
911-4 |
171-4 |
16.5% |
17-6 |
1.7% |
76% |
False |
False |
17,936 |
60 |
1083-0 |
890-0 |
193-0 |
18.5% |
15-2 |
1.5% |
78% |
False |
False |
14,234 |
80 |
1083-0 |
890-0 |
193-0 |
18.5% |
14-6 |
1.4% |
78% |
False |
False |
11,677 |
100 |
1083-0 |
890-0 |
193-0 |
18.5% |
13-6 |
1.3% |
78% |
False |
False |
9,984 |
120 |
1083-0 |
890-0 |
193-0 |
18.5% |
13-4 |
1.3% |
78% |
False |
False |
8,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1177-4 |
2.618 |
1134-6 |
1.618 |
1108-4 |
1.000 |
1092-2 |
0.618 |
1082-2 |
HIGH |
1066-0 |
0.618 |
1056-0 |
0.500 |
1052-7 |
0.382 |
1049-6 |
LOW |
1039-6 |
0.618 |
1023-4 |
1.000 |
1013-4 |
1.618 |
997-2 |
2.618 |
971-0 |
4.250 |
928-2 |
|
|
Fisher Pivots for day following 02-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1052-7 |
1061-3 |
PP |
1048-7 |
1054-5 |
S1 |
1045-0 |
1047-6 |
|