CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 04-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1051-0 |
1060-0 |
9-0 |
0.9% |
1066-0 |
High |
1063-0 |
1062-0 |
-1-0 |
-0.1% |
1087-4 |
Low |
1047-0 |
1049-0 |
2-0 |
0.2% |
1047-0 |
Close |
1061-0 |
1057-6 |
-3-2 |
-0.3% |
1057-6 |
Range |
16-0 |
13-0 |
-3-0 |
-18.8% |
40-4 |
ATR |
18-7 |
18-4 |
-0-3 |
-2.2% |
0-0 |
Volume |
10,198 |
12,502 |
2,304 |
22.6% |
42,362 |
|
Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1095-2 |
1089-4 |
1064-7 |
|
R3 |
1082-2 |
1076-4 |
1061-3 |
|
R2 |
1069-2 |
1069-2 |
1060-1 |
|
R1 |
1063-4 |
1063-4 |
1059-0 |
1059-7 |
PP |
1056-2 |
1056-2 |
1056-2 |
1054-4 |
S1 |
1050-4 |
1050-4 |
1056-4 |
1046-7 |
S2 |
1043-2 |
1043-2 |
1055-3 |
|
S3 |
1030-2 |
1037-4 |
1054-1 |
|
S4 |
1017-2 |
1024-4 |
1050-5 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1185-5 |
1162-1 |
1080-0 |
|
R3 |
1145-1 |
1121-5 |
1068-7 |
|
R2 |
1104-5 |
1104-5 |
1065-1 |
|
R1 |
1081-1 |
1081-1 |
1061-4 |
1072-5 |
PP |
1064-1 |
1064-1 |
1064-1 |
1059-6 |
S1 |
1040-5 |
1040-5 |
1054-0 |
1032-1 |
S2 |
1023-5 |
1023-5 |
1050-3 |
|
S3 |
983-1 |
1000-1 |
1046-5 |
|
S4 |
942-5 |
959-5 |
1035-4 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1117-2 |
2.618 |
1096-0 |
1.618 |
1083-0 |
1.000 |
1075-0 |
0.618 |
1070-0 |
HIGH |
1062-0 |
0.618 |
1057-0 |
0.500 |
1055-4 |
0.382 |
1054-0 |
LOW |
1049-0 |
0.618 |
1041-0 |
1.000 |
1036-0 |
1.618 |
1028-0 |
2.618 |
1015-0 |
4.250 |
993-6 |
|
|
Fisher Pivots for day following 04-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1057-0 |
1058-4 |
PP |
1056-2 |
1058-2 |
S1 |
1055-4 |
1058-0 |
|