CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 30-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1033-0 |
1041-0 |
8-0 |
0.8% |
1021-4 |
High |
1049-0 |
1051-4 |
2-4 |
0.2% |
1027-4 |
Low |
1032-2 |
1036-0 |
3-6 |
0.4% |
993-0 |
Close |
1047-0 |
1044-4 |
-2-4 |
-0.2% |
1008-0 |
Range |
16-6 |
15-4 |
-1-2 |
-7.5% |
34-4 |
ATR |
19-7 |
19-5 |
-0-3 |
-1.6% |
0-0 |
Volume |
52,955 |
63,115 |
10,160 |
19.2% |
171,410 |
|
Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1090-4 |
1083-0 |
1053-0 |
|
R3 |
1075-0 |
1067-4 |
1048-6 |
|
R2 |
1059-4 |
1059-4 |
1047-3 |
|
R1 |
1052-0 |
1052-0 |
1045-7 |
1055-6 |
PP |
1044-0 |
1044-0 |
1044-0 |
1045-7 |
S1 |
1036-4 |
1036-4 |
1043-1 |
1040-2 |
S2 |
1028-4 |
1028-4 |
1041-5 |
|
S3 |
1013-0 |
1021-0 |
1040-2 |
|
S4 |
997-4 |
1005-4 |
1036-0 |
|
|
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 |
1051-4 |
1001-0 |
50-4 |
4.8% |
14-4 |
1.4% |
86% |
True |
False |
47,678 |
10 |
1077-0 |
993-0 |
84-0 |
8.0% |
18-1 |
1.7% |
61% |
False |
False |
47,062 |
20 |
1077-0 |
993-0 |
84-0 |
8.0% |
18-2 |
1.7% |
61% |
False |
False |
45,361 |
40 |
1083-0 |
960-0 |
123-0 |
11.8% |
18-7 |
1.8% |
69% |
False |
False |
33,887 |
60 |
1083-0 |
900-0 |
183-0 |
17.5% |
17-6 |
1.7% |
79% |
False |
False |
26,731 |
80 |
1083-0 |
890-0 |
193-0 |
18.5% |
15-6 |
1.5% |
80% |
False |
False |
21,642 |
100 |
1083-0 |
890-0 |
193-0 |
18.5% |
15-1 |
1.5% |
80% |
False |
False |
18,085 |
120 |
1083-0 |
890-0 |
193-0 |
18.5% |
14-3 |
1.4% |
80% |
False |
False |
15,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1117-3 |
2.618 |
1092-1 |
1.618 |
1076-5 |
1.000 |
1067-0 |
0.618 |
1061-1 |
HIGH |
1051-4 |
0.618 |
1045-5 |
0.500 |
1043-6 |
0.382 |
1041-7 |
LOW |
1036-0 |
0.618 |
1026-3 |
1.000 |
1020-4 |
1.618 |
1010-7 |
2.618 |
995-3 |
4.250 |
970-1 |
|
|
Fisher Pivots for day following 30-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1044-2 |
1041-5 |
PP |
1044-0 |
1038-5 |
S1 |
1043-6 |
1035-6 |
|