CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 29-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1020-0 |
1033-0 |
13-0 |
1.3% |
1021-4 |
| High |
1042-0 |
1049-0 |
7-0 |
0.7% |
1027-4 |
| Low |
1020-0 |
1032-2 |
12-2 |
1.2% |
993-0 |
| Close |
1038-0 |
1047-0 |
9-0 |
0.9% |
1008-0 |
| Range |
22-0 |
16-6 |
-5-2 |
-23.9% |
34-4 |
| ATR |
20-1 |
19-7 |
-0-2 |
-1.2% |
0-0 |
| Volume |
30,464 |
52,955 |
22,491 |
73.8% |
171,410 |
|
| Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1093-0 |
1086-6 |
1056-2 |
|
| R3 |
1076-2 |
1070-0 |
1051-5 |
|
| R2 |
1059-4 |
1059-4 |
1050-1 |
|
| R1 |
1053-2 |
1053-2 |
1048-4 |
1056-3 |
| PP |
1042-6 |
1042-6 |
1042-6 |
1044-2 |
| S1 |
1036-4 |
1036-4 |
1045-4 |
1039-5 |
| S2 |
1026-0 |
1026-0 |
1043-7 |
|
| S3 |
1009-2 |
1019-6 |
1042-3 |
|
| S4 |
992-4 |
1003-0 |
1037-6 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1113-0 |
1095-0 |
1027-0 |
|
| R3 |
1078-4 |
1060-4 |
1017-4 |
|
| R2 |
1044-0 |
1044-0 |
1014-3 |
|
| R1 |
1026-0 |
1026-0 |
1011-1 |
1017-6 |
| PP |
1009-4 |
1009-4 |
1009-4 |
1005-3 |
| S1 |
991-4 |
991-4 |
1004-7 |
983-2 |
| S2 |
975-0 |
975-0 |
1001-5 |
|
| S3 |
940-4 |
957-0 |
998-4 |
|
| S4 |
906-0 |
922-4 |
989-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1049-0 |
993-0 |
56-0 |
5.3% |
15-4 |
1.5% |
96% |
True |
False |
42,873 |
| 10 |
1077-0 |
993-0 |
84-0 |
8.0% |
18-2 |
1.7% |
64% |
False |
False |
45,897 |
| 20 |
1083-0 |
993-0 |
90-0 |
8.6% |
18-3 |
1.8% |
60% |
False |
False |
43,841 |
| 40 |
1083-0 |
960-0 |
123-0 |
11.7% |
19-3 |
1.9% |
71% |
False |
False |
32,689 |
| 60 |
1083-0 |
890-0 |
193-0 |
18.4% |
17-6 |
1.7% |
81% |
False |
False |
25,836 |
| 80 |
1083-0 |
890-0 |
193-0 |
18.4% |
15-6 |
1.5% |
81% |
False |
False |
20,926 |
| 100 |
1083-0 |
890-0 |
193-0 |
18.4% |
15-1 |
1.4% |
81% |
False |
False |
17,484 |
| 120 |
1083-0 |
890-0 |
193-0 |
18.4% |
14-4 |
1.4% |
81% |
False |
False |
15,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1120-2 |
|
2.618 |
1092-7 |
|
1.618 |
1076-1 |
|
1.000 |
1065-6 |
|
0.618 |
1059-3 |
|
HIGH |
1049-0 |
|
0.618 |
1042-5 |
|
0.500 |
1040-5 |
|
0.382 |
1038-5 |
|
LOW |
1032-2 |
|
0.618 |
1021-7 |
|
1.000 |
1015-4 |
|
1.618 |
1005-1 |
|
2.618 |
988-3 |
|
4.250 |
961-0 |
|
|
| Fisher Pivots for day following 29-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1044-7 |
1040-4 |
| PP |
1042-6 |
1034-0 |
| S1 |
1040-5 |
1027-4 |
|