CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 03-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1065-4 |
1051-0 |
-14-4 |
-1.4% |
1068-0 |
| High |
1070-0 |
1063-0 |
-7-0 |
-0.7% |
1072-0 |
| Low |
1047-0 |
1047-0 |
0-0 |
0.0% |
1043-0 |
| Close |
1046-0 |
1061-0 |
15-0 |
1.4% |
1060-2 |
| Range |
23-0 |
16-0 |
-7-0 |
-30.4% |
29-0 |
| ATR |
19-0 |
18-7 |
-0-1 |
-0.8% |
0-0 |
| Volume |
7,566 |
10,198 |
2,632 |
34.8% |
33,692 |
|
| Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1105-0 |
1099-0 |
1069-6 |
|
| R3 |
1089-0 |
1083-0 |
1065-3 |
|
| R2 |
1073-0 |
1073-0 |
1063-7 |
|
| R1 |
1067-0 |
1067-0 |
1062-4 |
1070-0 |
| PP |
1057-0 |
1057-0 |
1057-0 |
1058-4 |
| S1 |
1051-0 |
1051-0 |
1059-4 |
1054-0 |
| S2 |
1041-0 |
1041-0 |
1058-1 |
|
| S3 |
1025-0 |
1035-0 |
1056-5 |
|
| S4 |
1009-0 |
1019-0 |
1052-2 |
|
|
| 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 |
1131-0 |
|
2.618 |
1104-7 |
|
1.618 |
1088-7 |
|
1.000 |
1079-0 |
|
0.618 |
1072-7 |
|
HIGH |
1063-0 |
|
0.618 |
1056-7 |
|
0.500 |
1055-0 |
|
0.382 |
1053-1 |
|
LOW |
1047-0 |
|
0.618 |
1037-1 |
|
1.000 |
1031-0 |
|
1.618 |
1021-1 |
|
2.618 |
1005-1 |
|
4.250 |
979-0 |
|
|
| Fisher Pivots for day following 03-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1059-0 |
1067-2 |
| PP |
1057-0 |
1065-1 |
| S1 |
1055-0 |
1063-1 |
|