CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 11-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1038-0 |
1040-0 |
2-0 |
0.2% |
1055-0 |
| High |
1040-4 |
1048-0 |
7-4 |
0.7% |
1067-0 |
| Low |
1028-4 |
1030-0 |
1-4 |
0.1% |
1028-4 |
| Close |
1035-6 |
1043-0 |
7-2 |
0.7% |
1043-0 |
| Range |
12-0 |
18-0 |
6-0 |
50.0% |
38-4 |
| ATR |
19-0 |
19-0 |
-0-1 |
-0.4% |
0-0 |
| Volume |
60,633 |
47,528 |
-13,105 |
-21.6% |
230,045 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1094-3 |
1086-5 |
1052-7 |
|
| R3 |
1076-3 |
1068-5 |
1048-0 |
|
| R2 |
1058-3 |
1058-3 |
1046-2 |
|
| R1 |
1050-5 |
1050-5 |
1044-5 |
1054-4 |
| PP |
1040-3 |
1040-3 |
1040-3 |
1042-2 |
| S1 |
1032-5 |
1032-5 |
1041-3 |
1036-4 |
| S2 |
1022-3 |
1022-3 |
1039-6 |
|
| S3 |
1004-3 |
1014-5 |
1038-0 |
|
| S4 |
986-3 |
996-5 |
1033-1 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1161-5 |
1140-7 |
1064-1 |
|
| R3 |
1123-1 |
1102-3 |
1053-5 |
|
| R2 |
1084-5 |
1084-5 |
1050-0 |
|
| R1 |
1063-7 |
1063-7 |
1046-4 |
1055-0 |
| PP |
1046-1 |
1046-1 |
1046-1 |
1041-6 |
| S1 |
1025-3 |
1025-3 |
1039-4 |
1016-4 |
| S2 |
1007-5 |
1007-5 |
1036-0 |
|
| S3 |
969-1 |
986-7 |
1032-3 |
|
| S4 |
930-5 |
948-3 |
1021-7 |
|
|
| 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% |
38% |
False |
False |
46,009 |
| 10 |
1083-0 |
1028-4 |
54-4 |
5.2% |
17-5 |
1.7% |
27% |
False |
False |
37,486 |
| 20 |
1083-0 |
992-0 |
91-0 |
8.7% |
18-3 |
1.8% |
56% |
False |
False |
30,246 |
| 40 |
1083-0 |
960-0 |
123-0 |
11.8% |
18-0 |
1.7% |
67% |
False |
False |
23,181 |
| 60 |
1083-0 |
890-0 |
193-0 |
18.5% |
15-6 |
1.5% |
79% |
False |
False |
18,204 |
| 80 |
1083-0 |
890-0 |
193-0 |
18.5% |
14-7 |
1.4% |
79% |
False |
False |
14,979 |
| 100 |
1083-0 |
890-0 |
193-0 |
18.5% |
14-1 |
1.4% |
79% |
False |
False |
12,719 |
| 120 |
1083-0 |
890-0 |
193-0 |
18.5% |
13-7 |
1.3% |
79% |
False |
False |
11,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1124-4 |
|
2.618 |
1095-1 |
|
1.618 |
1077-1 |
|
1.000 |
1066-0 |
|
0.618 |
1059-1 |
|
HIGH |
1048-0 |
|
0.618 |
1041-1 |
|
0.500 |
1039-0 |
|
0.382 |
1036-7 |
|
LOW |
1030-0 |
|
0.618 |
1018-7 |
|
1.000 |
1012-0 |
|
1.618 |
1000-7 |
|
2.618 |
982-7 |
|
4.250 |
953-4 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1041-5 |
1043-4 |
| PP |
1040-3 |
1043-3 |
| S1 |
1039-0 |
1043-1 |
|