CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 14-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1042-0 |
1046-0 |
4-0 |
0.4% |
1065-0 |
High |
1048-0 |
1069-0 |
21-0 |
2.0% |
1073-0 |
Low |
1038-0 |
1046-0 |
8-0 |
0.8% |
1038-0 |
Close |
1049-0 |
1066-2 |
17-2 |
1.6% |
1049-0 |
Range |
10-0 |
23-0 |
13-0 |
130.0% |
35-0 |
ATR |
17-0 |
17-3 |
0-3 |
2.5% |
0-0 |
Volume |
11,877 |
13,804 |
1,927 |
16.2% |
65,313 |
|
Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1129-3 |
1120-7 |
1078-7 |
|
R3 |
1106-3 |
1097-7 |
1072-5 |
|
R2 |
1083-3 |
1083-3 |
1070-4 |
|
R1 |
1074-7 |
1074-7 |
1068-3 |
1079-1 |
PP |
1060-3 |
1060-3 |
1060-3 |
1062-4 |
S1 |
1051-7 |
1051-7 |
1064-1 |
1056-1 |
S2 |
1037-3 |
1037-3 |
1062-0 |
|
S3 |
1014-3 |
1028-7 |
1059-7 |
|
S4 |
991-3 |
1005-7 |
1053-5 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1158-3 |
1138-5 |
1068-2 |
|
R3 |
1123-3 |
1103-5 |
1058-5 |
|
R2 |
1088-3 |
1088-3 |
1055-3 |
|
R1 |
1068-5 |
1068-5 |
1052-2 |
1061-0 |
PP |
1053-3 |
1053-3 |
1053-3 |
1049-4 |
S1 |
1033-5 |
1033-5 |
1045-6 |
1026-0 |
S2 |
1018-3 |
1018-3 |
1042-5 |
|
S3 |
983-3 |
998-5 |
1039-3 |
|
S4 |
948-3 |
963-5 |
1029-6 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1166-6 |
2.618 |
1129-2 |
1.618 |
1106-2 |
1.000 |
1092-0 |
0.618 |
1083-2 |
HIGH |
1069-0 |
0.618 |
1060-2 |
0.500 |
1057-4 |
0.382 |
1054-6 |
LOW |
1046-0 |
0.618 |
1031-6 |
1.000 |
1023-0 |
1.618 |
1008-6 |
2.618 |
985-6 |
4.250 |
948-2 |
|
|
Fisher Pivots for day following 14-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1063-3 |
1062-0 |
PP |
1060-3 |
1057-6 |
S1 |
1057-4 |
1053-4 |
|