CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 17-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1069-0 |
1053-0 |
-16-0 |
-1.5% |
1055-0 |
High |
1077-0 |
1059-0 |
-18-0 |
-1.7% |
1067-0 |
Low |
1059-4 |
1025-0 |
-34-4 |
-3.3% |
1028-4 |
Close |
1067-0 |
1030-0 |
-37-0 |
-3.5% |
1043-0 |
Range |
17-4 |
34-0 |
16-4 |
94.3% |
38-4 |
ATR |
19-1 |
20-6 |
1-5 |
8.6% |
0-0 |
Volume |
52,012 |
44,098 |
-7,914 |
-15.2% |
230,045 |
|
Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1140-0 |
1119-0 |
1048-6 |
|
R3 |
1106-0 |
1085-0 |
1039-3 |
|
R2 |
1072-0 |
1072-0 |
1036-2 |
|
R1 |
1051-0 |
1051-0 |
1033-1 |
1044-4 |
PP |
1038-0 |
1038-0 |
1038-0 |
1034-6 |
S1 |
1017-0 |
1017-0 |
1026-7 |
1010-4 |
S2 |
1004-0 |
1004-0 |
1023-6 |
|
S3 |
970-0 |
983-0 |
1020-5 |
|
S4 |
936-0 |
949-0 |
1011-2 |
|
|
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 |
1077-0 |
1025-0 |
52-0 |
5.0% |
22-2 |
2.2% |
10% |
False |
True |
50,218 |
10 |
1077-0 |
1025-0 |
52-0 |
5.0% |
19-1 |
1.9% |
10% |
False |
True |
46,456 |
20 |
1083-0 |
1025-0 |
58-0 |
5.6% |
19-1 |
1.9% |
9% |
False |
True |
36,301 |
40 |
1083-0 |
960-0 |
123-0 |
11.9% |
19-0 |
1.8% |
57% |
False |
False |
27,374 |
60 |
1083-0 |
890-0 |
193-0 |
18.7% |
16-5 |
1.6% |
73% |
False |
False |
21,172 |
80 |
1083-0 |
890-0 |
193-0 |
18.7% |
15-2 |
1.5% |
73% |
False |
False |
17,348 |
100 |
1083-0 |
890-0 |
193-0 |
18.7% |
15-0 |
1.5% |
73% |
False |
False |
14,693 |
120 |
1083-0 |
890-0 |
193-0 |
18.7% |
14-5 |
1.4% |
73% |
False |
False |
12,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1203-4 |
2.618 |
1148-0 |
1.618 |
1114-0 |
1.000 |
1093-0 |
0.618 |
1080-0 |
HIGH |
1059-0 |
0.618 |
1046-0 |
0.500 |
1042-0 |
0.382 |
1038-0 |
LOW |
1025-0 |
0.618 |
1004-0 |
1.000 |
991-0 |
1.618 |
970-0 |
2.618 |
936-0 |
4.250 |
880-4 |
|
|
Fisher Pivots for day following 17-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1042-0 |
1051-0 |
PP |
1038-0 |
1044-0 |
S1 |
1034-0 |
1037-0 |
|