CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 23-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1017-4 |
1012-4 |
-5-0 |
-0.5% |
1046-0 |
High |
1018-0 |
1015-0 |
-3-0 |
-0.3% |
1079-4 |
Low |
1003-0 |
1011-0 |
8-0 |
0.8% |
1025-4 |
Close |
1004-2 |
1015-0 |
10-6 |
1.1% |
1026-2 |
Range |
15-0 |
4-0 |
-11-0 |
-73.3% |
54-0 |
ATR |
17-6 |
17-2 |
-0-4 |
-2.8% |
0-0 |
Volume |
7,388 |
12,026 |
4,638 |
62.8% |
68,478 |
|
Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1025-5 |
1024-3 |
1017-2 |
|
R3 |
1021-5 |
1020-3 |
1016-1 |
|
R2 |
1017-5 |
1017-5 |
1015-6 |
|
R1 |
1016-3 |
1016-3 |
1015-3 |
1017-0 |
PP |
1013-5 |
1013-5 |
1013-5 |
1014-0 |
S1 |
1012-3 |
1012-3 |
1014-5 |
1013-0 |
S2 |
1009-5 |
1009-5 |
1014-2 |
|
S3 |
1005-5 |
1008-3 |
1013-7 |
|
S4 |
1001-5 |
1004-3 |
1012-6 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1205-6 |
1170-0 |
1056-0 |
|
R3 |
1151-6 |
1116-0 |
1041-1 |
|
R2 |
1097-6 |
1097-6 |
1036-1 |
|
R1 |
1062-0 |
1062-0 |
1031-2 |
1052-7 |
PP |
1043-6 |
1043-6 |
1043-6 |
1039-2 |
S1 |
1008-0 |
1008-0 |
1021-2 |
998-7 |
S2 |
989-6 |
989-6 |
1016-3 |
|
S3 |
935-6 |
954-0 |
1011-3 |
|
S4 |
881-6 |
900-0 |
996-4 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1032-0 |
2.618 |
1025-4 |
1.618 |
1021-4 |
1.000 |
1019-0 |
0.618 |
1017-4 |
HIGH |
1015-0 |
0.618 |
1013-4 |
0.500 |
1013-0 |
0.382 |
1012-4 |
LOW |
1011-0 |
0.618 |
1008-4 |
1.000 |
1007-0 |
1.618 |
1004-4 |
2.618 |
1000-4 |
4.250 |
994-0 |
|
|
Fisher Pivots for day following 23-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1014-3 |
1017-7 |
PP |
1013-5 |
1016-7 |
S1 |
1013-0 |
1016-0 |
|