CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 16-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1063-0 |
1073-0 |
10-0 |
0.9% |
1065-0 |
High |
1075-0 |
1079-4 |
4-4 |
0.4% |
1073-0 |
Low |
1063-0 |
1068-0 |
5-0 |
0.5% |
1038-0 |
Close |
1066-6 |
1073-0 |
6-2 |
0.6% |
1049-0 |
Range |
12-0 |
11-4 |
-0-4 |
-4.2% |
35-0 |
ATR |
17-0 |
16-6 |
-0-2 |
-1.8% |
0-0 |
Volume |
16,711 |
14,590 |
-2,121 |
-12.7% |
65,313 |
|
Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1108-0 |
1102-0 |
1079-3 |
|
R3 |
1096-4 |
1090-4 |
1076-1 |
|
R2 |
1085-0 |
1085-0 |
1075-1 |
|
R1 |
1079-0 |
1079-0 |
1074-0 |
1078-6 |
PP |
1073-4 |
1073-4 |
1073-4 |
1073-3 |
S1 |
1067-4 |
1067-4 |
1072-0 |
1067-2 |
S2 |
1062-0 |
1062-0 |
1070-7 |
|
S3 |
1050-4 |
1056-0 |
1069-7 |
|
S4 |
1039-0 |
1044-4 |
1066-5 |
|
|
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 |
1128-3 |
2.618 |
1109-5 |
1.618 |
1098-1 |
1.000 |
1091-0 |
0.618 |
1086-5 |
HIGH |
1079-4 |
0.618 |
1075-1 |
0.500 |
1073-6 |
0.382 |
1072-3 |
LOW |
1068-0 |
0.618 |
1060-7 |
1.000 |
1056-4 |
1.618 |
1049-3 |
2.618 |
1037-7 |
4.250 |
1019-1 |
|
|
Fisher Pivots for day following 16-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1073-6 |
1069-5 |
PP |
1073-4 |
1066-1 |
S1 |
1073-2 |
1062-6 |
|