CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 08-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1055-0 |
1061-0 |
6-0 |
0.6% |
1064-0 |
| High |
1067-0 |
1062-0 |
-5-0 |
-0.5% |
1083-0 |
| Low |
1055-0 |
1051-2 |
-3-6 |
-0.4% |
1039-0 |
| Close |
1061-0 |
1052-6 |
-8-2 |
-0.8% |
1050-4 |
| Range |
12-0 |
10-6 |
-1-2 |
-10.4% |
44-0 |
| ATR |
19-5 |
19-0 |
-0-5 |
-3.2% |
0-0 |
| Volume |
22,928 |
45,983 |
23,055 |
100.6% |
144,818 |
|
| Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1087-5 |
1080-7 |
1058-5 |
|
| R3 |
1076-7 |
1070-1 |
1055-6 |
|
| R2 |
1066-1 |
1066-1 |
1054-6 |
|
| R1 |
1059-3 |
1059-3 |
1053-6 |
1057-3 |
| PP |
1055-3 |
1055-3 |
1055-3 |
1054-2 |
| S1 |
1048-5 |
1048-5 |
1051-6 |
1046-5 |
| S2 |
1044-5 |
1044-5 |
1050-6 |
|
| S3 |
1033-7 |
1037-7 |
1049-6 |
|
| S4 |
1023-1 |
1027-1 |
1046-7 |
|
|
| 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 |
1067-0 |
1039-0 |
28-0 |
2.7% |
16-5 |
1.6% |
49% |
False |
False |
33,604 |
| 10 |
1083-0 |
1039-0 |
44-0 |
4.2% |
17-0 |
1.6% |
31% |
False |
False |
29,148 |
| 20 |
1083-0 |
964-0 |
119-0 |
11.3% |
18-4 |
1.8% |
75% |
False |
False |
25,084 |
| 40 |
1083-0 |
960-0 |
123-0 |
11.7% |
17-3 |
1.7% |
75% |
False |
False |
20,119 |
| 60 |
1083-0 |
890-0 |
193-0 |
18.3% |
15-5 |
1.5% |
84% |
False |
False |
15,909 |
| 80 |
1083-0 |
890-0 |
193-0 |
18.3% |
14-3 |
1.4% |
84% |
False |
False |
13,123 |
| 100 |
1083-0 |
890-0 |
193-0 |
18.3% |
13-7 |
1.3% |
84% |
False |
False |
11,189 |
| 120 |
1083-0 |
890-0 |
193-0 |
18.3% |
13-4 |
1.3% |
84% |
False |
False |
9,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1107-6 |
|
2.618 |
1090-1 |
|
1.618 |
1079-3 |
|
1.000 |
1072-6 |
|
0.618 |
1068-5 |
|
HIGH |
1062-0 |
|
0.618 |
1057-7 |
|
0.500 |
1056-5 |
|
0.382 |
1055-3 |
|
LOW |
1051-2 |
|
0.618 |
1044-5 |
|
1.000 |
1040-4 |
|
1.618 |
1033-7 |
|
2.618 |
1023-1 |
|
4.250 |
1005-4 |
|
|
| Fisher Pivots for day following 08-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1056-5 |
1053-0 |
| PP |
1055-3 |
1052-7 |
| S1 |
1054-0 |
1052-7 |
|