CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 11-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1046-0 |
1042-0 |
-4-0 |
-0.4% |
1065-0 |
High |
1047-0 |
1048-0 |
1-0 |
0.1% |
1073-0 |
Low |
1039-0 |
1038-0 |
-1-0 |
-0.1% |
1038-0 |
Close |
1042-4 |
1049-0 |
6-4 |
0.6% |
1049-0 |
Range |
8-0 |
10-0 |
2-0 |
25.0% |
35-0 |
ATR |
17-4 |
17-0 |
-0-4 |
-3.1% |
0-0 |
Volume |
11,641 |
11,877 |
236 |
2.0% |
65,313 |
|
Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1075-0 |
1072-0 |
1054-4 |
|
R3 |
1065-0 |
1062-0 |
1051-6 |
|
R2 |
1055-0 |
1055-0 |
1050-7 |
|
R1 |
1052-0 |
1052-0 |
1049-7 |
1053-4 |
PP |
1045-0 |
1045-0 |
1045-0 |
1045-6 |
S1 |
1042-0 |
1042-0 |
1048-1 |
1043-4 |
S2 |
1035-0 |
1035-0 |
1047-1 |
|
S3 |
1025-0 |
1032-0 |
1046-2 |
|
S4 |
1015-0 |
1022-0 |
1043-4 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1158-3 |
1138-5 |
1068-2 |
|
R3 |
1123-3 |
1103-5 |
1058-5 |
|
R2 |
1088-3 |
1088-3 |
1055-3 |
|
R1 |
1068-5 |
1068-5 |
1052-2 |
1061-0 |
PP |
1053-3 |
1053-3 |
1053-3 |
1049-4 |
S1 |
1033-5 |
1033-5 |
1045-6 |
1026-0 |
S2 |
1018-3 |
1018-3 |
1042-5 |
|
S3 |
983-3 |
998-5 |
1039-3 |
|
S4 |
948-3 |
963-5 |
1029-6 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1090-4 |
2.618 |
1074-1 |
1.618 |
1064-1 |
1.000 |
1058-0 |
0.618 |
1054-1 |
HIGH |
1048-0 |
0.618 |
1044-1 |
0.500 |
1043-0 |
0.382 |
1041-7 |
LOW |
1038-0 |
0.618 |
1031-7 |
1.000 |
1028-0 |
1.618 |
1021-7 |
2.618 |
1011-7 |
4.250 |
995-4 |
|
|
Fisher Pivots for day following 11-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1047-0 |
1052-0 |
PP |
1045-0 |
1051-0 |
S1 |
1043-0 |
1050-0 |
|