CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 31-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1046-0 |
1057-0 |
11-0 |
1.1% |
1028-4 |
High |
1058-0 |
1066-0 |
8-0 |
0.8% |
1032-6 |
Low |
1042-0 |
1052-4 |
10-4 |
1.0% |
1003-0 |
Close |
1049-4 |
1053-6 |
4-2 |
0.4% |
1014-4 |
Range |
16-0 |
13-4 |
-2-4 |
-15.6% |
29-6 |
ATR |
17-3 |
17-3 |
-0-1 |
-0.4% |
0-0 |
Volume |
8,376 |
6,842 |
-1,534 |
-18.3% |
36,634 |
|
Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1097-7 |
1089-3 |
1061-1 |
|
R3 |
1084-3 |
1075-7 |
1057-4 |
|
R2 |
1070-7 |
1070-7 |
1056-2 |
|
R1 |
1062-3 |
1062-3 |
1055-0 |
1059-7 |
PP |
1057-3 |
1057-3 |
1057-3 |
1056-2 |
S1 |
1048-7 |
1048-7 |
1052-4 |
1046-3 |
S2 |
1043-7 |
1043-7 |
1051-2 |
|
S3 |
1030-3 |
1035-3 |
1050-0 |
|
S4 |
1016-7 |
1021-7 |
1046-3 |
|
|
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 |
1123-3 |
2.618 |
1101-3 |
1.618 |
1087-7 |
1.000 |
1079-4 |
0.618 |
1074-3 |
HIGH |
1066-0 |
0.618 |
1060-7 |
0.500 |
1059-2 |
0.382 |
1057-5 |
LOW |
1052-4 |
0.618 |
1044-1 |
1.000 |
1039-0 |
1.618 |
1030-5 |
2.618 |
1017-1 |
4.250 |
995-1 |
|
|
Fisher Pivots for day following 31-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1059-2 |
1053-1 |
PP |
1057-3 |
1052-5 |
S1 |
1055-5 |
1052-0 |
|