CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 24-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1012-4 |
1022-0 |
9-4 |
0.9% |
1046-0 |
| High |
1015-0 |
1023-0 |
8-0 |
0.8% |
1079-4 |
| Low |
1011-0 |
1015-0 |
4-0 |
0.4% |
1025-4 |
| Close |
1015-0 |
1014-4 |
-0-4 |
0.0% |
1026-2 |
| Range |
4-0 |
8-0 |
4-0 |
100.0% |
54-0 |
| ATR |
17-2 |
16-4 |
-0-5 |
-3.8% |
0-0 |
| Volume |
12,026 |
8,032 |
-3,994 |
-33.2% |
68,478 |
|
| Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1041-4 |
1036-0 |
1018-7 |
|
| R3 |
1033-4 |
1028-0 |
1016-6 |
|
| R2 |
1025-4 |
1025-4 |
1016-0 |
|
| R1 |
1020-0 |
1020-0 |
1015-2 |
1018-6 |
| PP |
1017-4 |
1017-4 |
1017-4 |
1016-7 |
| S1 |
1012-0 |
1012-0 |
1013-6 |
1010-6 |
| S2 |
1009-4 |
1009-4 |
1013-0 |
|
| S3 |
1001-4 |
1004-0 |
1012-2 |
|
| S4 |
993-4 |
996-0 |
1010-1 |
|
|
| 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 |
1057-0 |
|
2.618 |
1044-0 |
|
1.618 |
1036-0 |
|
1.000 |
1031-0 |
|
0.618 |
1028-0 |
|
HIGH |
1023-0 |
|
0.618 |
1020-0 |
|
0.500 |
1019-0 |
|
0.382 |
1018-0 |
|
LOW |
1015-0 |
|
0.618 |
1010-0 |
|
1.000 |
1007-0 |
|
1.618 |
1002-0 |
|
2.618 |
994-0 |
|
4.250 |
981-0 |
|
|
| Fisher Pivots for day following 24-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1019-0 |
1014-0 |
| PP |
1017-4 |
1013-4 |
| S1 |
1016-0 |
1013-0 |
|