CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 29-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1025-4 |
1038-0 |
12-4 |
1.2% |
1028-4 |
| High |
1047-0 |
1053-0 |
6-0 |
0.6% |
1032-6 |
| Low |
1025-4 |
1038-0 |
12-4 |
1.2% |
1003-0 |
| Close |
1043-6 |
1052-4 |
8-6 |
0.8% |
1014-4 |
| Range |
21-4 |
15-0 |
-6-4 |
-30.2% |
29-6 |
| ATR |
17-6 |
17-4 |
-0-2 |
-1.1% |
0-0 |
| Volume |
3,668 |
9,881 |
6,213 |
169.4% |
36,634 |
|
| Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1092-7 |
1087-5 |
1060-6 |
|
| R3 |
1077-7 |
1072-5 |
1056-5 |
|
| R2 |
1062-7 |
1062-7 |
1055-2 |
|
| R1 |
1057-5 |
1057-5 |
1053-7 |
1060-2 |
| PP |
1047-7 |
1047-7 |
1047-7 |
1049-1 |
| S1 |
1042-5 |
1042-5 |
1051-1 |
1045-2 |
| S2 |
1032-7 |
1032-7 |
1049-6 |
|
| S3 |
1017-7 |
1027-5 |
1048-3 |
|
| S4 |
1002-7 |
1012-5 |
1044-2 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1106-0 |
1090-0 |
1030-7 |
|
| R3 |
1076-2 |
1060-2 |
1022-5 |
|
| R2 |
1046-4 |
1046-4 |
1020-0 |
|
| R1 |
1030-4 |
1030-4 |
1017-2 |
1023-5 |
| PP |
1016-6 |
1016-6 |
1016-6 |
1013-2 |
| S1 |
1000-6 |
1000-6 |
1011-6 |
993-7 |
| S2 |
987-0 |
987-0 |
1009-0 |
|
| S3 |
957-2 |
971-0 |
1006-3 |
|
| S4 |
927-4 |
941-2 |
998-1 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1116-6 |
|
2.618 |
1092-2 |
|
1.618 |
1077-2 |
|
1.000 |
1068-0 |
|
0.618 |
1062-2 |
|
HIGH |
1053-0 |
|
0.618 |
1047-2 |
|
0.500 |
1045-4 |
|
0.382 |
1043-6 |
|
LOW |
1038-0 |
|
0.618 |
1028-6 |
|
1.000 |
1023-0 |
|
1.618 |
1013-6 |
|
2.618 |
998-6 |
|
4.250 |
974-2 |
|
|
| Fisher Pivots for day following 29-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1050-1 |
1046-3 |
| PP |
1047-7 |
1040-1 |
| S1 |
1045-4 |
1034-0 |
|