CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 07-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1060-0 |
1065-0 |
5-0 |
0.5% |
1066-0 |
High |
1062-0 |
1073-0 |
11-0 |
1.0% |
1087-4 |
Low |
1049-0 |
1065-0 |
16-0 |
1.5% |
1047-0 |
Close |
1057-6 |
1069-0 |
11-2 |
1.1% |
1057-6 |
Range |
13-0 |
8-0 |
-5-0 |
-38.5% |
40-4 |
ATR |
18-4 |
18-2 |
-0-2 |
-1.2% |
0-0 |
Volume |
12,502 |
8,837 |
-3,665 |
-29.3% |
42,362 |
|
Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1093-0 |
1089-0 |
1073-3 |
|
R3 |
1085-0 |
1081-0 |
1071-2 |
|
R2 |
1077-0 |
1077-0 |
1070-4 |
|
R1 |
1073-0 |
1073-0 |
1069-6 |
1075-0 |
PP |
1069-0 |
1069-0 |
1069-0 |
1070-0 |
S1 |
1065-0 |
1065-0 |
1068-2 |
1067-0 |
S2 |
1061-0 |
1061-0 |
1067-4 |
|
S3 |
1053-0 |
1057-0 |
1066-6 |
|
S4 |
1045-0 |
1049-0 |
1064-5 |
|
|
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 |
1107-0 |
2.618 |
1094-0 |
1.618 |
1086-0 |
1.000 |
1081-0 |
0.618 |
1078-0 |
HIGH |
1073-0 |
0.618 |
1070-0 |
0.500 |
1069-0 |
0.382 |
1068-0 |
LOW |
1065-0 |
0.618 |
1060-0 |
1.000 |
1057-0 |
1.618 |
1052-0 |
2.618 |
1044-0 |
4.250 |
1031-0 |
|
|
Fisher Pivots for day following 07-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1069-0 |
1066-0 |
PP |
1069-0 |
1063-0 |
S1 |
1069-0 |
1060-0 |
|