CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 01-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1066-0 |
1077-0 |
11-0 |
1.0% |
1068-0 |
| High |
1072-0 |
1087-4 |
15-4 |
1.4% |
1072-0 |
| Low |
1062-0 |
1068-0 |
6-0 |
0.6% |
1043-0 |
| Close |
1068-6 |
1069-6 |
1-0 |
0.1% |
1060-2 |
| Range |
10-0 |
19-4 |
9-4 |
95.0% |
29-0 |
| ATR |
18-5 |
18-6 |
0-0 |
0.3% |
0-0 |
| Volume |
4,690 |
7,406 |
2,716 |
57.9% |
33,692 |
|
| Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1133-5 |
1121-1 |
1080-4 |
|
| R3 |
1114-1 |
1101-5 |
1075-1 |
|
| R2 |
1094-5 |
1094-5 |
1073-3 |
|
| R1 |
1082-1 |
1082-1 |
1071-4 |
1078-5 |
| PP |
1075-1 |
1075-1 |
1075-1 |
1073-2 |
| S1 |
1062-5 |
1062-5 |
1068-0 |
1059-1 |
| S2 |
1055-5 |
1055-5 |
1066-1 |
|
| S3 |
1036-1 |
1043-1 |
1064-3 |
|
| S4 |
1016-5 |
1023-5 |
1059-0 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1145-3 |
1131-7 |
1076-2 |
|
| R3 |
1116-3 |
1102-7 |
1068-2 |
|
| R2 |
1087-3 |
1087-3 |
1065-5 |
|
| R1 |
1073-7 |
1073-7 |
1062-7 |
1066-1 |
| PP |
1058-3 |
1058-3 |
1058-3 |
1054-4 |
| S1 |
1044-7 |
1044-7 |
1057-5 |
1037-1 |
| S2 |
1029-3 |
1029-3 |
1054-7 |
|
| S3 |
1000-3 |
1015-7 |
1052-2 |
|
| S4 |
971-3 |
986-7 |
1044-2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1170-3 |
|
2.618 |
1138-4 |
|
1.618 |
1119-0 |
|
1.000 |
1107-0 |
|
0.618 |
1099-4 |
|
HIGH |
1087-4 |
|
0.618 |
1080-0 |
|
0.500 |
1077-6 |
|
0.382 |
1075-4 |
|
LOW |
1068-0 |
|
0.618 |
1056-0 |
|
1.000 |
1048-4 |
|
1.618 |
1036-4 |
|
2.618 |
1017-0 |
|
4.250 |
985-1 |
|
|
| Fisher Pivots for day following 01-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1077-6 |
1068-5 |
| PP |
1075-1 |
1067-3 |
| S1 |
1072-3 |
1066-2 |
|