CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 17-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1085-0 |
1065-0 |
-20-0 |
-1.8% |
1072-0 |
High |
1085-0 |
1065-0 |
-20-0 |
-1.8% |
1077-0 |
Low |
1073-0 |
1036-0 |
-37-0 |
-3.4% |
1039-4 |
Close |
1077-0 |
1041-6 |
-35-2 |
-3.3% |
1053-4 |
Range |
12-0 |
29-0 |
17-0 |
141.7% |
37-4 |
ATR |
16-3 |
18-2 |
1-6 |
10.7% |
0-0 |
Volume |
16,735 |
12,100 |
-4,635 |
-27.7% |
60,239 |
|
Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1134-5 |
1117-1 |
1057-6 |
|
R3 |
1105-5 |
1088-1 |
1049-6 |
|
R2 |
1076-5 |
1076-5 |
1047-1 |
|
R1 |
1059-1 |
1059-1 |
1044-3 |
1053-3 |
PP |
1047-5 |
1047-5 |
1047-5 |
1044-6 |
S1 |
1030-1 |
1030-1 |
1039-1 |
1024-3 |
S2 |
1018-5 |
1018-5 |
1036-3 |
|
S3 |
989-5 |
1001-1 |
1033-6 |
|
S4 |
960-5 |
972-1 |
1025-6 |
|
|
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 |
1188-2 |
2.618 |
1140-7 |
1.618 |
1111-7 |
1.000 |
1094-0 |
0.618 |
1082-7 |
HIGH |
1065-0 |
0.618 |
1053-7 |
0.500 |
1050-4 |
0.382 |
1047-1 |
LOW |
1036-0 |
0.618 |
1018-1 |
1.000 |
1007-0 |
1.618 |
989-1 |
2.618 |
960-1 |
4.250 |
912-6 |
|
|
Fisher Pivots for day following 17-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1050-4 |
1060-4 |
PP |
1047-5 |
1054-2 |
S1 |
1044-5 |
1048-0 |
|