CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 21-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
21-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1033-0 |
1021-4 |
-11-4 |
-1.1% |
1039-0 |
High |
1034-0 |
1027-4 |
-6-4 |
-0.6% |
1077-0 |
Low |
1017-0 |
1007-4 |
-9-4 |
-0.9% |
1017-0 |
Close |
1020-0 |
1008-4 |
-11-4 |
-1.1% |
1020-0 |
Range |
17-0 |
20-0 |
3-0 |
17.6% |
60-0 |
ATR |
20-4 |
20-3 |
0-0 |
-0.2% |
0-0 |
Volume |
56,570 |
40,461 |
-16,109 |
-28.5% |
260,132 |
|
Daily Pivots for day following 21-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1074-4 |
1061-4 |
1019-4 |
|
R3 |
1054-4 |
1041-4 |
1014-0 |
|
R2 |
1034-4 |
1034-4 |
1012-1 |
|
R1 |
1021-4 |
1021-4 |
1010-3 |
1018-0 |
PP |
1014-4 |
1014-4 |
1014-4 |
1012-6 |
S1 |
1001-4 |
1001-4 |
1006-5 |
998-0 |
S2 |
994-4 |
994-4 |
1004-7 |
|
S3 |
974-4 |
981-4 |
1003-0 |
|
S4 |
954-4 |
961-4 |
997-4 |
|
|
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 |
1007-4 |
69-4 |
6.9% |
20-7 |
2.1% |
1% |
False |
True |
48,921 |
10 |
1077-0 |
1007-4 |
69-4 |
6.9% |
19-7 |
2.0% |
1% |
False |
True |
50,771 |
20 |
1083-0 |
1007-4 |
75-4 |
7.5% |
19-2 |
1.9% |
1% |
False |
True |
38,748 |
40 |
1083-0 |
960-0 |
123-0 |
12.2% |
19-2 |
1.9% |
39% |
False |
False |
29,013 |
60 |
1083-0 |
890-0 |
193-0 |
19.1% |
17-2 |
1.7% |
61% |
False |
False |
22,664 |
80 |
1083-0 |
890-0 |
193-0 |
19.1% |
15-5 |
1.5% |
61% |
False |
False |
18,481 |
100 |
1083-0 |
890-0 |
193-0 |
19.1% |
15-1 |
1.5% |
61% |
False |
False |
15,609 |
120 |
1083-0 |
890-0 |
193-0 |
19.1% |
14-5 |
1.5% |
61% |
False |
False |
13,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1112-4 |
2.618 |
1079-7 |
1.618 |
1059-7 |
1.000 |
1047-4 |
0.618 |
1039-7 |
HIGH |
1027-4 |
0.618 |
1019-7 |
0.500 |
1017-4 |
0.382 |
1015-1 |
LOW |
1007-4 |
0.618 |
995-1 |
1.000 |
987-4 |
1.618 |
975-1 |
2.618 |
955-1 |
4.250 |
922-4 |
|
|
Fisher Pivots for day following 21-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1017-4 |
1033-2 |
PP |
1014-4 |
1025-0 |
S1 |
1011-4 |
1016-6 |
|