CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 10-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1052-0 |
1038-0 |
-14-0 |
-1.3% |
1064-0 |
High |
1058-4 |
1040-4 |
-18-0 |
-1.7% |
1083-0 |
Low |
1031-0 |
1028-4 |
-2-4 |
-0.2% |
1039-0 |
Close |
1037-6 |
1035-6 |
-2-0 |
-0.2% |
1050-4 |
Range |
27-4 |
12-0 |
-15-4 |
-56.4% |
44-0 |
ATR |
19-4 |
19-0 |
-0-4 |
-2.8% |
0-0 |
Volume |
52,973 |
60,633 |
7,660 |
14.5% |
144,818 |
|
Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1070-7 |
1065-3 |
1042-3 |
|
R3 |
1058-7 |
1053-3 |
1039-0 |
|
R2 |
1046-7 |
1046-7 |
1038-0 |
|
R1 |
1041-3 |
1041-3 |
1036-7 |
1038-1 |
PP |
1034-7 |
1034-7 |
1034-7 |
1033-2 |
S1 |
1029-3 |
1029-3 |
1034-5 |
1026-1 |
S2 |
1022-7 |
1022-7 |
1033-4 |
|
S3 |
1010-7 |
1017-3 |
1032-4 |
|
S4 |
998-7 |
1005-3 |
1029-1 |
|
|
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 |
1028-4 |
38-4 |
3.7% |
16-0 |
1.5% |
19% |
False |
True |
42,694 |
10 |
1083-0 |
1028-4 |
54-4 |
5.3% |
17-6 |
1.7% |
13% |
False |
True |
35,324 |
20 |
1083-0 |
968-0 |
115-0 |
11.1% |
19-0 |
1.8% |
59% |
False |
False |
28,693 |
40 |
1083-0 |
960-0 |
123-0 |
11.9% |
17-7 |
1.7% |
62% |
False |
False |
22,299 |
60 |
1083-0 |
890-0 |
193-0 |
18.6% |
15-3 |
1.5% |
76% |
False |
False |
17,545 |
80 |
1083-0 |
890-0 |
193-0 |
18.6% |
14-5 |
1.4% |
76% |
False |
False |
14,442 |
100 |
1083-0 |
890-0 |
193-0 |
18.6% |
14-0 |
1.3% |
76% |
False |
False |
12,262 |
120 |
1083-0 |
890-0 |
193-0 |
18.6% |
13-6 |
1.3% |
76% |
False |
False |
10,625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1091-4 |
2.618 |
1071-7 |
1.618 |
1059-7 |
1.000 |
1052-4 |
0.618 |
1047-7 |
HIGH |
1040-4 |
0.618 |
1035-7 |
0.500 |
1034-4 |
0.382 |
1033-1 |
LOW |
1028-4 |
0.618 |
1021-1 |
1.000 |
1016-4 |
1.618 |
1009-1 |
2.618 |
997-1 |
4.250 |
977-4 |
|
|
Fisher Pivots for day following 10-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1035-3 |
1045-2 |
PP |
1034-7 |
1042-1 |
S1 |
1034-4 |
1038-7 |
|