CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 03-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1061-4 |
1045-0 |
-16-4 |
-1.6% |
1067-0 |
High |
1066-0 |
1057-0 |
-9-0 |
-0.8% |
1071-0 |
Low |
1039-6 |
1041-0 |
1-2 |
0.1% |
1039-0 |
Close |
1041-0 |
1054-4 |
13-4 |
1.3% |
1058-6 |
Range |
26-2 |
16-0 |
-10-2 |
-39.0% |
32-0 |
ATR |
20-2 |
20-0 |
-0-2 |
-1.5% |
0-0 |
Volume |
36,094 |
32,059 |
-4,035 |
-11.2% |
99,516 |
|
Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1098-7 |
1092-5 |
1063-2 |
|
R3 |
1082-7 |
1076-5 |
1058-7 |
|
R2 |
1066-7 |
1066-7 |
1057-3 |
|
R1 |
1060-5 |
1060-5 |
1056-0 |
1063-6 |
PP |
1050-7 |
1050-7 |
1050-7 |
1052-3 |
S1 |
1044-5 |
1044-5 |
1053-0 |
1047-6 |
S2 |
1034-7 |
1034-7 |
1051-5 |
|
S3 |
1018-7 |
1028-5 |
1050-1 |
|
S4 |
1002-7 |
1012-5 |
1045-6 |
|
|
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 |
4.1% |
19-3 |
1.8% |
34% |
False |
False |
27,954 |
10 |
1083-0 |
1030-0 |
53-0 |
5.0% |
19-1 |
1.8% |
46% |
False |
False |
26,146 |
20 |
1083-0 |
960-0 |
123-0 |
11.7% |
18-6 |
1.8% |
77% |
False |
False |
23,376 |
40 |
1083-0 |
922-0 |
161-0 |
15.3% |
18-0 |
1.7% |
82% |
False |
False |
18,415 |
60 |
1083-0 |
890-0 |
193-0 |
18.3% |
15-3 |
1.5% |
85% |
False |
False |
14,624 |
80 |
1083-0 |
890-0 |
193-0 |
18.3% |
14-7 |
1.4% |
85% |
False |
False |
12,029 |
100 |
1083-0 |
890-0 |
193-0 |
18.3% |
14-0 |
1.3% |
85% |
False |
False |
10,273 |
120 |
1083-0 |
890-0 |
193-0 |
18.3% |
13-4 |
1.3% |
85% |
False |
False |
8,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1125-0 |
2.618 |
1098-7 |
1.618 |
1082-7 |
1.000 |
1073-0 |
0.618 |
1066-7 |
HIGH |
1057-0 |
0.618 |
1050-7 |
0.500 |
1049-0 |
0.382 |
1047-1 |
LOW |
1041-0 |
0.618 |
1031-1 |
1.000 |
1025-0 |
1.618 |
1015-1 |
2.618 |
999-1 |
4.250 |
973-0 |
|
|
Fisher Pivots for day following 03-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1052-5 |
1061-3 |
PP |
1050-7 |
1059-1 |
S1 |
1049-0 |
1056-6 |
|