CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 22-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1021-4 |
1010-0 |
-11-4 |
-1.1% |
1039-0 |
| High |
1027-4 |
1014-0 |
-13-4 |
-1.3% |
1077-0 |
| Low |
1007-4 |
993-0 |
-14-4 |
-1.4% |
1017-0 |
| Close |
1008-4 |
998-4 |
-10-0 |
-1.0% |
1020-0 |
| Range |
20-0 |
21-0 |
1-0 |
5.0% |
60-0 |
| ATR |
20-3 |
20-4 |
0-0 |
0.2% |
0-0 |
| Volume |
40,461 |
39,089 |
-1,372 |
-3.4% |
260,132 |
|
| Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1064-7 |
1052-5 |
1010-0 |
|
| R3 |
1043-7 |
1031-5 |
1004-2 |
|
| R2 |
1022-7 |
1022-7 |
1002-3 |
|
| R1 |
1010-5 |
1010-5 |
1000-3 |
1006-2 |
| PP |
1001-7 |
1001-7 |
1001-7 |
999-5 |
| S1 |
989-5 |
989-5 |
996-5 |
985-2 |
| S2 |
980-7 |
980-7 |
994-5 |
|
| S3 |
959-7 |
968-5 |
992-6 |
|
| S4 |
938-7 |
947-5 |
987-0 |
|
|
| 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 |
993-0 |
84-0 |
8.4% |
21-7 |
2.2% |
7% |
False |
True |
46,446 |
| 10 |
1077-0 |
993-0 |
84-0 |
8.4% |
20-7 |
2.1% |
7% |
False |
True |
50,081 |
| 20 |
1083-0 |
993-0 |
90-0 |
9.0% |
18-7 |
1.9% |
6% |
False |
True |
39,615 |
| 40 |
1083-0 |
960-0 |
123-0 |
12.3% |
19-0 |
1.9% |
31% |
False |
False |
29,629 |
| 60 |
1083-0 |
890-0 |
193-0 |
19.3% |
17-4 |
1.8% |
56% |
False |
False |
23,271 |
| 80 |
1083-0 |
890-0 |
193-0 |
19.3% |
15-5 |
1.6% |
56% |
False |
False |
18,935 |
| 100 |
1083-0 |
890-0 |
193-0 |
19.3% |
15-2 |
1.5% |
56% |
False |
False |
15,945 |
| 120 |
1083-0 |
890-0 |
193-0 |
19.3% |
14-6 |
1.5% |
56% |
False |
False |
13,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1103-2 |
|
2.618 |
1069-0 |
|
1.618 |
1048-0 |
|
1.000 |
1035-0 |
|
0.618 |
1027-0 |
|
HIGH |
1014-0 |
|
0.618 |
1006-0 |
|
0.500 |
1003-4 |
|
0.382 |
1001-0 |
|
LOW |
993-0 |
|
0.618 |
980-0 |
|
1.000 |
972-0 |
|
1.618 |
959-0 |
|
2.618 |
938-0 |
|
4.250 |
903-6 |
|
|
| Fisher Pivots for day following 22-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1003-4 |
1013-4 |
| PP |
1001-7 |
1008-4 |
| S1 |
1000-1 |
1003-4 |
|