CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 23-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1020-0 |
1017-0 |
-3-0 |
-0.3% |
1049-0 |
High |
1024-0 |
1018-0 |
-6-0 |
-0.6% |
1085-0 |
Low |
1004-0 |
1016-0 |
12-0 |
1.2% |
1029-0 |
Close |
1008-2 |
1019-6 |
11-4 |
1.1% |
1031-4 |
Range |
20-0 |
2-0 |
-18-0 |
-90.0% |
56-0 |
ATR |
17-6 |
17-1 |
-0-5 |
-3.2% |
0-0 |
Volume |
6,032 |
18,559 |
12,527 |
207.7% |
72,376 |
|
Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1023-7 |
1023-7 |
1020-7 |
|
R3 |
1021-7 |
1021-7 |
1020-2 |
|
R2 |
1019-7 |
1019-7 |
1020-1 |
|
R1 |
1019-7 |
1019-7 |
1019-7 |
1019-7 |
PP |
1017-7 |
1017-7 |
1017-7 |
1018-0 |
S1 |
1017-7 |
1017-7 |
1019-5 |
1017-7 |
S2 |
1015-7 |
1015-7 |
1019-3 |
|
S3 |
1013-7 |
1015-7 |
1019-2 |
|
S4 |
1011-7 |
1013-7 |
1018-5 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1216-4 |
1180-0 |
1062-2 |
|
R3 |
1160-4 |
1124-0 |
1046-7 |
|
R2 |
1104-4 |
1104-4 |
1041-6 |
|
R1 |
1068-0 |
1068-0 |
1036-5 |
1058-2 |
PP |
1048-4 |
1048-4 |
1048-4 |
1043-5 |
S1 |
1012-0 |
1012-0 |
1026-3 |
1002-2 |
S2 |
992-4 |
992-4 |
1021-2 |
|
S3 |
936-4 |
956-0 |
1016-1 |
|
S4 |
880-4 |
900-0 |
1000-6 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1026-4 |
2.618 |
1023-2 |
1.618 |
1021-2 |
1.000 |
1020-0 |
0.618 |
1019-2 |
HIGH |
1018-0 |
0.618 |
1017-2 |
0.500 |
1017-0 |
0.382 |
1016-6 |
LOW |
1016-0 |
0.618 |
1014-6 |
1.000 |
1014-0 |
1.618 |
1012-6 |
2.618 |
1010-6 |
4.250 |
1007-4 |
|
|
Fisher Pivots for day following 23-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1018-7 |
1017-7 |
PP |
1017-7 |
1015-7 |
S1 |
1017-0 |
1014-0 |
|