CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 02-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2009 |
02-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1077-0 |
1065-4 |
-11-4 |
-1.1% |
1068-0 |
| High |
1087-4 |
1070-0 |
-17-4 |
-1.6% |
1072-0 |
| Low |
1068-0 |
1047-0 |
-21-0 |
-2.0% |
1043-0 |
| Close |
1069-6 |
1046-0 |
-23-6 |
-2.2% |
1060-2 |
| Range |
19-4 |
23-0 |
3-4 |
17.9% |
29-0 |
| ATR |
18-6 |
19-0 |
0-2 |
1.6% |
0-0 |
| Volume |
7,406 |
7,566 |
160 |
2.2% |
33,692 |
|
| Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1123-3 |
1107-5 |
1058-5 |
|
| R3 |
1100-3 |
1084-5 |
1052-3 |
|
| R2 |
1077-3 |
1077-3 |
1050-2 |
|
| R1 |
1061-5 |
1061-5 |
1048-1 |
1058-0 |
| PP |
1054-3 |
1054-3 |
1054-3 |
1052-4 |
| S1 |
1038-5 |
1038-5 |
1043-7 |
1035-0 |
| S2 |
1031-3 |
1031-3 |
1041-6 |
|
| S3 |
1008-3 |
1015-5 |
1039-5 |
|
| S4 |
985-3 |
992-5 |
1033-3 |
|
|
| 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 |
1167-6 |
|
2.618 |
1130-2 |
|
1.618 |
1107-2 |
|
1.000 |
1093-0 |
|
0.618 |
1084-2 |
|
HIGH |
1070-0 |
|
0.618 |
1061-2 |
|
0.500 |
1058-4 |
|
0.382 |
1055-6 |
|
LOW |
1047-0 |
|
0.618 |
1032-6 |
|
1.000 |
1024-0 |
|
1.618 |
1009-6 |
|
2.618 |
986-6 |
|
4.250 |
949-2 |
|
|
| Fisher Pivots for day following 02-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1058-4 |
1067-2 |
| PP |
1054-3 |
1060-1 |
| S1 |
1050-1 |
1053-1 |
|