CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 15-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1039-0 |
1058-4 |
19-4 |
1.9% |
1055-0 |
| High |
1065-0 |
1074-4 |
9-4 |
0.9% |
1067-0 |
| Low |
1039-0 |
1058-4 |
19-4 |
1.9% |
1028-4 |
| Close |
1061-6 |
1062-0 |
0-2 |
0.0% |
1043-0 |
| Range |
26-0 |
16-0 |
-10-0 |
-38.5% |
38-4 |
| ATR |
19-4 |
19-2 |
-0-2 |
-1.3% |
0-0 |
| Volume |
55,984 |
51,468 |
-4,516 |
-8.1% |
230,045 |
|
| Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1113-0 |
1103-4 |
1070-6 |
|
| R3 |
1097-0 |
1087-4 |
1066-3 |
|
| R2 |
1081-0 |
1081-0 |
1064-7 |
|
| R1 |
1071-4 |
1071-4 |
1063-4 |
1076-2 |
| PP |
1065-0 |
1065-0 |
1065-0 |
1067-3 |
| S1 |
1055-4 |
1055-4 |
1060-4 |
1060-2 |
| S2 |
1049-0 |
1049-0 |
1059-1 |
|
| S3 |
1033-0 |
1039-4 |
1057-5 |
|
| S4 |
1017-0 |
1023-4 |
1053-2 |
|
|
| 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 |
1074-4 |
1028-4 |
46-0 |
4.3% |
19-7 |
1.9% |
73% |
True |
False |
53,717 |
| 10 |
1074-4 |
1028-4 |
46-0 |
4.3% |
18-2 |
1.7% |
73% |
True |
False |
43,660 |
| 20 |
1083-0 |
1010-0 |
73-0 |
6.9% |
19-0 |
1.8% |
71% |
False |
False |
33,596 |
| 40 |
1083-0 |
960-0 |
123-0 |
11.6% |
18-5 |
1.8% |
83% |
False |
False |
25,427 |
| 60 |
1083-0 |
890-0 |
193-0 |
18.2% |
16-1 |
1.5% |
89% |
False |
False |
19,779 |
| 80 |
1083-0 |
890-0 |
193-0 |
18.2% |
15-0 |
1.4% |
89% |
False |
False |
16,239 |
| 100 |
1083-0 |
890-0 |
193-0 |
18.2% |
14-4 |
1.4% |
89% |
False |
False |
13,763 |
| 120 |
1083-0 |
890-0 |
193-0 |
18.2% |
14-2 |
1.3% |
89% |
False |
False |
11,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1142-4 |
|
2.618 |
1116-3 |
|
1.618 |
1100-3 |
|
1.000 |
1090-4 |
|
0.618 |
1084-3 |
|
HIGH |
1074-4 |
|
0.618 |
1068-3 |
|
0.500 |
1066-4 |
|
0.382 |
1064-5 |
|
LOW |
1058-4 |
|
0.618 |
1048-5 |
|
1.000 |
1042-4 |
|
1.618 |
1032-5 |
|
2.618 |
1016-5 |
|
4.250 |
990-4 |
|
|
| Fisher Pivots for day following 15-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1066-4 |
1058-6 |
| PP |
1065-0 |
1055-4 |
| S1 |
1063-4 |
1052-2 |
|