CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 07-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1055-0 |
1055-0 |
0-0 |
0.0% |
1064-0 |
| High |
1057-0 |
1067-0 |
10-0 |
0.9% |
1083-0 |
| Low |
1039-0 |
1055-0 |
16-0 |
1.5% |
1039-0 |
| Close |
1050-4 |
1061-0 |
10-4 |
1.0% |
1050-4 |
| Range |
18-0 |
12-0 |
-6-0 |
-33.3% |
44-0 |
| ATR |
19-6 |
19-5 |
-0-2 |
-1.2% |
0-0 |
| Volume |
30,956 |
22,928 |
-8,028 |
-25.9% |
144,818 |
|
| Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1097-0 |
1091-0 |
1067-5 |
|
| R3 |
1085-0 |
1079-0 |
1064-2 |
|
| R2 |
1073-0 |
1073-0 |
1063-2 |
|
| R1 |
1067-0 |
1067-0 |
1062-1 |
1070-0 |
| PP |
1061-0 |
1061-0 |
1061-0 |
1062-4 |
| S1 |
1055-0 |
1055-0 |
1059-7 |
1058-0 |
| S2 |
1049-0 |
1049-0 |
1058-6 |
|
| S3 |
1037-0 |
1043-0 |
1057-6 |
|
| S4 |
1025-0 |
1031-0 |
1054-3 |
|
|
| 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 |
4.1% |
18-3 |
1.7% |
50% |
False |
False |
30,950 |
| 10 |
1083-0 |
1039-0 |
44-0 |
4.1% |
18-4 |
1.7% |
50% |
False |
False |
26,726 |
| 20 |
1083-0 |
964-0 |
119-0 |
11.2% |
18-4 |
1.7% |
82% |
False |
False |
23,696 |
| 40 |
1083-0 |
960-0 |
123-0 |
11.6% |
17-4 |
1.6% |
82% |
False |
False |
19,290 |
| 60 |
1083-0 |
890-0 |
193-0 |
18.2% |
15-6 |
1.5% |
89% |
False |
False |
15,269 |
| 80 |
1083-0 |
890-0 |
193-0 |
18.2% |
14-4 |
1.4% |
89% |
False |
False |
12,609 |
| 100 |
1083-0 |
890-0 |
193-0 |
18.2% |
13-7 |
1.3% |
89% |
False |
False |
10,770 |
| 120 |
1083-0 |
890-0 |
193-0 |
18.2% |
13-4 |
1.3% |
89% |
False |
False |
9,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1118-0 |
|
2.618 |
1098-3 |
|
1.618 |
1086-3 |
|
1.000 |
1079-0 |
|
0.618 |
1074-3 |
|
HIGH |
1067-0 |
|
0.618 |
1062-3 |
|
0.500 |
1061-0 |
|
0.382 |
1059-5 |
|
LOW |
1055-0 |
|
0.618 |
1047-5 |
|
1.000 |
1043-0 |
|
1.618 |
1035-5 |
|
2.618 |
1023-5 |
|
4.250 |
1004-0 |
|
|
| Fisher Pivots for day following 07-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1061-0 |
1058-3 |
| PP |
1061-0 |
1055-5 |
| S1 |
1061-0 |
1053-0 |
|