CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 28-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1027-0 |
1032-0 |
5-0 |
0.5% |
1022-0 |
| High |
1027-0 |
1048-6 |
21-6 |
2.1% |
1027-0 |
| Low |
1018-0 |
1032-0 |
14-0 |
1.4% |
1004-0 |
| Close |
1019-4 |
1048-6 |
29-2 |
2.9% |
1019-4 |
| Range |
9-0 |
16-6 |
7-6 |
86.1% |
23-0 |
| ATR |
16-5 |
17-4 |
0-7 |
5.4% |
0-0 |
| Volume |
11,069 |
3,494 |
-7,575 |
-68.4% |
50,126 |
|
| Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1093-3 |
1087-7 |
1058-0 |
|
| R3 |
1076-5 |
1071-1 |
1053-3 |
|
| R2 |
1059-7 |
1059-7 |
1051-7 |
|
| R1 |
1054-3 |
1054-3 |
1050-2 |
1057-1 |
| PP |
1043-1 |
1043-1 |
1043-1 |
1044-4 |
| S1 |
1037-5 |
1037-5 |
1047-2 |
1040-3 |
| S2 |
1026-3 |
1026-3 |
1045-5 |
|
| S3 |
1009-5 |
1020-7 |
1044-1 |
|
| S4 |
992-7 |
1004-1 |
1039-4 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1085-7 |
1075-5 |
1032-1 |
|
| R3 |
1062-7 |
1052-5 |
1025-7 |
|
| R2 |
1039-7 |
1039-7 |
1023-6 |
|
| R1 |
1029-5 |
1029-5 |
1021-5 |
1023-2 |
| PP |
1016-7 |
1016-7 |
1016-7 |
1013-5 |
| S1 |
1006-5 |
1006-5 |
1017-3 |
1000-2 |
| S2 |
993-7 |
993-7 |
1015-2 |
|
| S3 |
970-7 |
983-5 |
1013-1 |
|
| S4 |
947-7 |
960-5 |
1006-7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1120-0 |
|
2.618 |
1092-5 |
|
1.618 |
1075-7 |
|
1.000 |
1065-4 |
|
0.618 |
1059-1 |
|
HIGH |
1048-6 |
|
0.618 |
1042-3 |
|
0.500 |
1040-3 |
|
0.382 |
1038-3 |
|
LOW |
1032-0 |
|
0.618 |
1021-5 |
|
1.000 |
1015-2 |
|
1.618 |
1004-7 |
|
2.618 |
988-1 |
|
4.250 |
960-6 |
|
|
| Fisher Pivots for day following 28-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1046-0 |
1043-2 |
| PP |
1043-1 |
1037-7 |
| S1 |
1040-3 |
1032-3 |
|