CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 15-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1046-0 |
1063-0 |
17-0 |
1.6% |
1065-0 |
High |
1069-0 |
1075-0 |
6-0 |
0.6% |
1073-0 |
Low |
1046-0 |
1063-0 |
17-0 |
1.6% |
1038-0 |
Close |
1066-2 |
1066-6 |
0-4 |
0.0% |
1049-0 |
Range |
23-0 |
12-0 |
-11-0 |
-47.8% |
35-0 |
ATR |
17-3 |
17-0 |
-0-3 |
-2.2% |
0-0 |
Volume |
13,804 |
16,711 |
2,907 |
21.1% |
65,313 |
|
Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1104-2 |
1097-4 |
1073-3 |
|
R3 |
1092-2 |
1085-4 |
1070-0 |
|
R2 |
1080-2 |
1080-2 |
1069-0 |
|
R1 |
1073-4 |
1073-4 |
1067-7 |
1076-7 |
PP |
1068-2 |
1068-2 |
1068-2 |
1070-0 |
S1 |
1061-4 |
1061-4 |
1065-5 |
1064-7 |
S2 |
1056-2 |
1056-2 |
1064-4 |
|
S3 |
1044-2 |
1049-4 |
1063-4 |
|
S4 |
1032-2 |
1037-4 |
1060-1 |
|
|
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 |
1126-0 |
2.618 |
1106-3 |
1.618 |
1094-3 |
1.000 |
1087-0 |
0.618 |
1082-3 |
HIGH |
1075-0 |
0.618 |
1070-3 |
0.500 |
1069-0 |
0.382 |
1067-5 |
LOW |
1063-0 |
0.618 |
1055-5 |
1.000 |
1051-0 |
1.618 |
1043-5 |
2.618 |
1031-5 |
4.250 |
1012-0 |
|
|
Fisher Pivots for day following 15-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1069-0 |
1063-3 |
PP |
1068-2 |
1059-7 |
S1 |
1067-4 |
1056-4 |
|