CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 15-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1049-0 |
1066-0 |
17-0 |
1.6% |
1072-0 |
High |
1071-0 |
1080-0 |
9-0 |
0.8% |
1077-0 |
Low |
1049-0 |
1066-0 |
17-0 |
1.6% |
1039-4 |
Close |
1069-4 |
1071-2 |
1-6 |
0.2% |
1053-4 |
Range |
22-0 |
14-0 |
-8-0 |
-36.4% |
37-4 |
ATR |
16-7 |
16-5 |
-0-2 |
-1.2% |
0-0 |
Volume |
14,608 |
13,238 |
-1,370 |
-9.4% |
60,239 |
|
Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1114-3 |
1106-7 |
1079-0 |
|
R3 |
1100-3 |
1092-7 |
1075-1 |
|
R2 |
1086-3 |
1086-3 |
1073-7 |
|
R1 |
1078-7 |
1078-7 |
1072-4 |
1082-5 |
PP |
1072-3 |
1072-3 |
1072-3 |
1074-2 |
S1 |
1064-7 |
1064-7 |
1070-0 |
1068-5 |
S2 |
1058-3 |
1058-3 |
1068-5 |
|
S3 |
1044-3 |
1050-7 |
1067-3 |
|
S4 |
1030-3 |
1036-7 |
1063-4 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1169-1 |
1148-7 |
1074-1 |
|
R3 |
1131-5 |
1111-3 |
1063-6 |
|
R2 |
1094-1 |
1094-1 |
1060-3 |
|
R1 |
1073-7 |
1073-7 |
1057-0 |
1065-2 |
PP |
1056-5 |
1056-5 |
1056-5 |
1052-3 |
S1 |
1036-3 |
1036-3 |
1050-0 |
1027-6 |
S2 |
1019-1 |
1019-1 |
1046-5 |
|
S3 |
981-5 |
998-7 |
1043-2 |
|
S4 |
944-1 |
961-3 |
1032-7 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1139-4 |
2.618 |
1116-5 |
1.618 |
1102-5 |
1.000 |
1094-0 |
0.618 |
1088-5 |
HIGH |
1080-0 |
0.618 |
1074-5 |
0.500 |
1073-0 |
0.382 |
1071-3 |
LOW |
1066-0 |
0.618 |
1057-3 |
1.000 |
1052-0 |
1.618 |
1043-3 |
2.618 |
1029-3 |
4.250 |
1006-4 |
|
|
Fisher Pivots for day following 15-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1073-0 |
1067-3 |
PP |
1072-3 |
1063-5 |
S1 |
1071-7 |
1059-6 |
|