CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 14-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1040-0 |
1039-0 |
-1-0 |
-0.1% |
1055-0 |
| High |
1048-0 |
1065-0 |
17-0 |
1.6% |
1067-0 |
| Low |
1030-0 |
1039-0 |
9-0 |
0.9% |
1028-4 |
| Close |
1043-0 |
1061-6 |
18-6 |
1.8% |
1043-0 |
| Range |
18-0 |
26-0 |
8-0 |
44.4% |
38-4 |
| ATR |
19-0 |
19-4 |
0-4 |
2.7% |
0-0 |
| Volume |
47,528 |
55,984 |
8,456 |
17.8% |
230,045 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1133-2 |
1123-4 |
1076-0 |
|
| R3 |
1107-2 |
1097-4 |
1068-7 |
|
| R2 |
1081-2 |
1081-2 |
1066-4 |
|
| R1 |
1071-4 |
1071-4 |
1064-1 |
1076-3 |
| PP |
1055-2 |
1055-2 |
1055-2 |
1057-6 |
| S1 |
1045-4 |
1045-4 |
1059-3 |
1050-3 |
| S2 |
1029-2 |
1029-2 |
1057-0 |
|
| S3 |
1003-2 |
1019-4 |
1054-5 |
|
| S4 |
977-2 |
993-4 |
1047-4 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1161-5 |
1140-7 |
1064-1 |
|
| R3 |
1123-1 |
1102-3 |
1053-5 |
|
| R2 |
1084-5 |
1084-5 |
1050-0 |
|
| R1 |
1063-7 |
1063-7 |
1046-4 |
1055-0 |
| PP |
1046-1 |
1046-1 |
1046-1 |
1041-6 |
| S1 |
1025-3 |
1025-3 |
1039-4 |
1016-4 |
| S2 |
1007-5 |
1007-5 |
1036-0 |
|
| S3 |
969-1 |
986-7 |
1032-3 |
|
| S4 |
930-5 |
948-3 |
1021-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1065-0 |
1028-4 |
36-4 |
3.4% |
18-7 |
1.8% |
91% |
True |
False |
52,620 |
| 10 |
1083-0 |
1028-4 |
54-4 |
5.1% |
18-5 |
1.8% |
61% |
False |
False |
41,785 |
| 20 |
1083-0 |
1001-0 |
82-0 |
7.7% |
19-0 |
1.8% |
74% |
False |
False |
31,830 |
| 40 |
1083-0 |
960-0 |
123-0 |
11.6% |
18-4 |
1.7% |
83% |
False |
False |
24,316 |
| 60 |
1083-0 |
890-0 |
193-0 |
18.2% |
15-7 |
1.5% |
89% |
False |
False |
19,015 |
| 80 |
1083-0 |
890-0 |
193-0 |
18.2% |
15-0 |
1.4% |
89% |
False |
False |
15,635 |
| 100 |
1083-0 |
890-0 |
193-0 |
18.2% |
14-3 |
1.4% |
89% |
False |
False |
13,263 |
| 120 |
1083-0 |
890-0 |
193-0 |
18.2% |
14-0 |
1.3% |
89% |
False |
False |
11,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1175-4 |
|
2.618 |
1133-1 |
|
1.618 |
1107-1 |
|
1.000 |
1091-0 |
|
0.618 |
1081-1 |
|
HIGH |
1065-0 |
|
0.618 |
1055-1 |
|
0.500 |
1052-0 |
|
0.382 |
1048-7 |
|
LOW |
1039-0 |
|
0.618 |
1022-7 |
|
1.000 |
1013-0 |
|
1.618 |
996-7 |
|
2.618 |
970-7 |
|
4.250 |
928-4 |
|
|
| Fisher Pivots for day following 14-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1058-4 |
1056-6 |
| PP |
1055-2 |
1051-6 |
| S1 |
1052-0 |
1046-6 |
|