CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 18-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1053-0 |
1033-0 |
-20-0 |
-1.9% |
1039-0 |
| High |
1059-0 |
1034-0 |
-25-0 |
-2.4% |
1077-0 |
| Low |
1025-0 |
1017-0 |
-8-0 |
-0.8% |
1017-0 |
| Close |
1030-0 |
1020-0 |
-10-0 |
-1.0% |
1020-0 |
| Range |
34-0 |
17-0 |
-17-0 |
-50.0% |
60-0 |
| ATR |
20-6 |
20-4 |
-0-2 |
-1.3% |
0-0 |
| Volume |
44,098 |
56,570 |
12,472 |
28.3% |
260,132 |
|
| Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1074-5 |
1064-3 |
1029-3 |
|
| R3 |
1057-5 |
1047-3 |
1024-5 |
|
| R2 |
1040-5 |
1040-5 |
1023-1 |
|
| R1 |
1030-3 |
1030-3 |
1021-4 |
1027-0 |
| PP |
1023-5 |
1023-5 |
1023-5 |
1022-0 |
| S1 |
1013-3 |
1013-3 |
1018-4 |
1010-0 |
| S2 |
1006-5 |
1006-5 |
1016-7 |
|
| S3 |
989-5 |
996-3 |
1015-3 |
|
| S4 |
972-5 |
979-3 |
1010-5 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1218-0 |
1179-0 |
1053-0 |
|
| R3 |
1158-0 |
1119-0 |
1036-4 |
|
| R2 |
1098-0 |
1098-0 |
1031-0 |
|
| R1 |
1059-0 |
1059-0 |
1025-4 |
1048-4 |
| PP |
1038-0 |
1038-0 |
1038-0 |
1032-6 |
| S1 |
999-0 |
999-0 |
1014-4 |
988-4 |
| S2 |
978-0 |
978-0 |
1009-0 |
|
| S3 |
918-0 |
939-0 |
1003-4 |
|
| S4 |
858-0 |
879-0 |
987-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1077-0 |
1017-0 |
60-0 |
5.9% |
22-1 |
2.2% |
5% |
False |
True |
52,026 |
| 10 |
1077-0 |
1017-0 |
60-0 |
5.9% |
19-1 |
1.9% |
5% |
False |
True |
49,017 |
| 20 |
1083-0 |
1017-0 |
66-0 |
6.5% |
18-7 |
1.9% |
5% |
False |
True |
37,826 |
| 40 |
1083-0 |
960-0 |
123-0 |
12.1% |
19-2 |
1.9% |
49% |
False |
False |
28,482 |
| 60 |
1083-0 |
890-0 |
193-0 |
18.9% |
16-7 |
1.7% |
67% |
False |
False |
22,045 |
| 80 |
1083-0 |
890-0 |
193-0 |
18.9% |
15-4 |
1.5% |
67% |
False |
False |
18,002 |
| 100 |
1083-0 |
890-0 |
193-0 |
18.9% |
15-1 |
1.5% |
67% |
False |
False |
15,222 |
| 120 |
1083-0 |
890-0 |
193-0 |
18.9% |
14-4 |
1.4% |
67% |
False |
False |
13,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1106-2 |
|
2.618 |
1078-4 |
|
1.618 |
1061-4 |
|
1.000 |
1051-0 |
|
0.618 |
1044-4 |
|
HIGH |
1034-0 |
|
0.618 |
1027-4 |
|
0.500 |
1025-4 |
|
0.382 |
1023-4 |
|
LOW |
1017-0 |
|
0.618 |
1006-4 |
|
1.000 |
1000-0 |
|
1.618 |
989-4 |
|
2.618 |
972-4 |
|
4.250 |
944-6 |
|
|
| Fisher Pivots for day following 18-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1025-4 |
1047-0 |
| PP |
1023-5 |
1038-0 |
| S1 |
1021-7 |
1029-0 |
|