CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 31-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1041-0 |
1049-0 |
8-0 |
0.8% |
1021-4 |
High |
1051-4 |
1061-4 |
10-0 |
1.0% |
1027-4 |
Low |
1036-0 |
1047-0 |
11-0 |
1.1% |
993-0 |
Close |
1044-4 |
1048-4 |
4-0 |
0.4% |
1008-0 |
Range |
15-4 |
14-4 |
-1-0 |
-6.5% |
34-4 |
ATR |
19-5 |
19-3 |
-0-1 |
-0.9% |
0-0 |
Volume |
63,115 |
66,654 |
3,539 |
5.6% |
171,410 |
|
Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1095-7 |
1086-5 |
1056-4 |
|
R3 |
1081-3 |
1072-1 |
1052-4 |
|
R2 |
1066-7 |
1066-7 |
1051-1 |
|
R1 |
1057-5 |
1057-5 |
1049-7 |
1055-0 |
PP |
1052-3 |
1052-3 |
1052-3 |
1051-0 |
S1 |
1043-1 |
1043-1 |
1047-1 |
1040-4 |
S2 |
1037-7 |
1037-7 |
1045-7 |
|
S3 |
1023-3 |
1028-5 |
1044-4 |
|
S4 |
1008-7 |
1014-1 |
1040-4 |
|
|
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 |
1061-4 |
1006-0 |
55-4 |
5.3% |
15-6 |
1.5% |
77% |
True |
False |
49,603 |
10 |
1061-4 |
993-0 |
68-4 |
6.5% |
17-7 |
1.7% |
81% |
True |
False |
48,526 |
20 |
1077-0 |
993-0 |
84-0 |
8.0% |
17-5 |
1.7% |
66% |
False |
False |
46,889 |
40 |
1083-0 |
960-0 |
123-0 |
11.7% |
18-3 |
1.8% |
72% |
False |
False |
34,854 |
60 |
1083-0 |
911-4 |
171-4 |
16.4% |
17-6 |
1.7% |
80% |
False |
False |
27,587 |
80 |
1083-0 |
890-0 |
193-0 |
18.4% |
15-7 |
1.5% |
82% |
False |
False |
22,397 |
100 |
1083-0 |
890-0 |
193-0 |
18.4% |
15-3 |
1.5% |
82% |
False |
False |
18,720 |
120 |
1083-0 |
890-0 |
193-0 |
18.4% |
14-3 |
1.4% |
82% |
False |
False |
16,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1123-1 |
2.618 |
1099-4 |
1.618 |
1085-0 |
1.000 |
1076-0 |
0.618 |
1070-4 |
HIGH |
1061-4 |
0.618 |
1056-0 |
0.500 |
1054-2 |
0.382 |
1052-4 |
LOW |
1047-0 |
0.618 |
1038-0 |
1.000 |
1032-4 |
1.618 |
1023-4 |
2.618 |
1009-0 |
4.250 |
985-3 |
|
|
Fisher Pivots for day following 31-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1054-2 |
1048-0 |
PP |
1052-3 |
1047-3 |
S1 |
1050-3 |
1046-7 |
|