CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 04-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1045-0 |
1055-0 |
10-0 |
1.0% |
1064-0 |
| High |
1057-0 |
1057-0 |
0-0 |
0.0% |
1083-0 |
| Low |
1041-0 |
1039-0 |
-2-0 |
-0.2% |
1039-0 |
| Close |
1054-4 |
1050-4 |
-4-0 |
-0.4% |
1050-4 |
| Range |
16-0 |
18-0 |
2-0 |
12.5% |
44-0 |
| ATR |
20-0 |
19-6 |
-0-1 |
-0.7% |
0-0 |
| Volume |
32,059 |
30,956 |
-1,103 |
-3.4% |
144,818 |
|
| Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1102-7 |
1094-5 |
1060-3 |
|
| R3 |
1084-7 |
1076-5 |
1055-4 |
|
| R2 |
1066-7 |
1066-7 |
1053-6 |
|
| R1 |
1058-5 |
1058-5 |
1052-1 |
1053-6 |
| PP |
1048-7 |
1048-7 |
1048-7 |
1046-3 |
| S1 |
1040-5 |
1040-5 |
1048-7 |
1035-6 |
| S2 |
1030-7 |
1030-7 |
1047-2 |
|
| S3 |
1012-7 |
1022-5 |
1045-4 |
|
| S4 |
994-7 |
1004-5 |
1040-5 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1189-4 |
1164-0 |
1074-6 |
|
| R3 |
1145-4 |
1120-0 |
1062-5 |
|
| R2 |
1101-4 |
1101-4 |
1058-5 |
|
| R1 |
1076-0 |
1076-0 |
1054-4 |
1066-6 |
| PP |
1057-4 |
1057-4 |
1057-4 |
1052-7 |
| S1 |
1032-0 |
1032-0 |
1046-4 |
1022-6 |
| S2 |
1013-4 |
1013-4 |
1042-3 |
|
| S3 |
969-4 |
988-0 |
1038-3 |
|
| S4 |
925-4 |
944-0 |
1026-2 |
|
|
| 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 |
4.2% |
19-1 |
1.8% |
26% |
False |
True |
28,963 |
| 10 |
1083-0 |
1039-0 |
44-0 |
4.2% |
18-5 |
1.8% |
26% |
False |
True |
26,635 |
| 20 |
1083-0 |
960-0 |
123-0 |
11.7% |
18-6 |
1.8% |
74% |
False |
False |
23,705 |
| 40 |
1083-0 |
942-0 |
141-0 |
13.4% |
17-7 |
1.7% |
77% |
False |
False |
18,941 |
| 60 |
1083-0 |
890-0 |
193-0 |
18.4% |
15-5 |
1.5% |
83% |
False |
False |
15,014 |
| 80 |
1083-0 |
890-0 |
193-0 |
18.4% |
14-6 |
1.4% |
83% |
False |
False |
12,367 |
| 100 |
1083-0 |
890-0 |
193-0 |
18.4% |
13-6 |
1.3% |
83% |
False |
False |
10,558 |
| 120 |
1083-0 |
890-0 |
193-0 |
18.4% |
13-4 |
1.3% |
83% |
False |
False |
9,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1133-4 |
|
2.618 |
1104-1 |
|
1.618 |
1086-1 |
|
1.000 |
1075-0 |
|
0.618 |
1068-1 |
|
HIGH |
1057-0 |
|
0.618 |
1050-1 |
|
0.500 |
1048-0 |
|
0.382 |
1045-7 |
|
LOW |
1039-0 |
|
0.618 |
1027-7 |
|
1.000 |
1021-0 |
|
1.618 |
1009-7 |
|
2.618 |
991-7 |
|
4.250 |
962-4 |
|
|
| Fisher Pivots for day following 04-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1049-5 |
1052-4 |
| PP |
1048-7 |
1051-7 |
| S1 |
1048-0 |
1051-1 |
|