CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 09-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1061-0 |
1052-0 |
-9-0 |
-0.8% |
1064-0 |
| High |
1062-0 |
1058-4 |
-3-4 |
-0.3% |
1083-0 |
| Low |
1051-2 |
1031-0 |
-20-2 |
-1.9% |
1039-0 |
| Close |
1052-6 |
1037-6 |
-15-0 |
-1.4% |
1050-4 |
| Range |
10-6 |
27-4 |
16-6 |
155.8% |
44-0 |
| ATR |
19-0 |
19-4 |
0-5 |
3.2% |
0-0 |
| Volume |
45,983 |
52,973 |
6,990 |
15.2% |
144,818 |
|
| Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1124-7 |
1108-7 |
1052-7 |
|
| R3 |
1097-3 |
1081-3 |
1045-2 |
|
| R2 |
1069-7 |
1069-7 |
1042-6 |
|
| R1 |
1053-7 |
1053-7 |
1040-2 |
1048-1 |
| PP |
1042-3 |
1042-3 |
1042-3 |
1039-4 |
| S1 |
1026-3 |
1026-3 |
1035-2 |
1020-5 |
| S2 |
1014-7 |
1014-7 |
1032-6 |
|
| S3 |
987-3 |
998-7 |
1030-2 |
|
| S4 |
959-7 |
971-3 |
1022-5 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1189-4 |
1164-0 |
1074-6 |
|
| R3 |
1145-4 |
1120-0 |
1062-5 |
|
| R2 |
1101-4 |
1101-4 |
1058-5 |
|
| R1 |
1076-0 |
1076-0 |
1054-4 |
1066-6 |
| PP |
1057-4 |
1057-4 |
1057-4 |
1052-7 |
| S1 |
1032-0 |
1032-0 |
1046-4 |
1022-6 |
| S2 |
1013-4 |
1013-4 |
1042-3 |
|
| S3 |
969-4 |
988-0 |
1038-3 |
|
| S4 |
925-4 |
944-0 |
1026-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1067-0 |
1031-0 |
36-0 |
3.5% |
16-7 |
1.6% |
19% |
False |
True |
36,979 |
| 10 |
1083-0 |
1031-0 |
52-0 |
5.0% |
18-3 |
1.8% |
13% |
False |
True |
31,807 |
| 20 |
1083-0 |
968-0 |
115-0 |
11.1% |
19-1 |
1.8% |
61% |
False |
False |
26,716 |
| 40 |
1083-0 |
960-0 |
123-0 |
11.9% |
17-6 |
1.7% |
63% |
False |
False |
21,148 |
| 60 |
1083-0 |
890-0 |
193-0 |
18.6% |
15-4 |
1.5% |
77% |
False |
False |
16,676 |
| 80 |
1083-0 |
890-0 |
193-0 |
18.6% |
14-5 |
1.4% |
77% |
False |
False |
13,723 |
| 100 |
1083-0 |
890-0 |
193-0 |
18.6% |
14-1 |
1.4% |
77% |
False |
False |
11,677 |
| 120 |
1083-0 |
890-0 |
193-0 |
18.6% |
13-6 |
1.3% |
77% |
False |
False |
10,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1175-3 |
|
2.618 |
1130-4 |
|
1.618 |
1103-0 |
|
1.000 |
1086-0 |
|
0.618 |
1075-4 |
|
HIGH |
1058-4 |
|
0.618 |
1048-0 |
|
0.500 |
1044-6 |
|
0.382 |
1041-4 |
|
LOW |
1031-0 |
|
0.618 |
1014-0 |
|
1.000 |
1003-4 |
|
1.618 |
986-4 |
|
2.618 |
959-0 |
|
4.250 |
914-1 |
|
|
| Fisher Pivots for day following 09-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1044-6 |
1049-0 |
| PP |
1042-3 |
1045-2 |
| S1 |
1040-1 |
1041-4 |
|