CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 16-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1058-4 |
1069-0 |
10-4 |
1.0% |
1055-0 |
| High |
1074-4 |
1077-0 |
2-4 |
0.2% |
1067-0 |
| Low |
1058-4 |
1059-4 |
1-0 |
0.1% |
1028-4 |
| Close |
1062-0 |
1067-0 |
5-0 |
0.5% |
1043-0 |
| Range |
16-0 |
17-4 |
1-4 |
9.4% |
38-4 |
| ATR |
19-2 |
19-1 |
-0-1 |
-0.6% |
0-0 |
| Volume |
51,468 |
52,012 |
544 |
1.1% |
230,045 |
|
| Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1120-3 |
1111-1 |
1076-5 |
|
| R3 |
1102-7 |
1093-5 |
1071-6 |
|
| R2 |
1085-3 |
1085-3 |
1070-2 |
|
| R1 |
1076-1 |
1076-1 |
1068-5 |
1072-0 |
| PP |
1067-7 |
1067-7 |
1067-7 |
1065-6 |
| S1 |
1058-5 |
1058-5 |
1065-3 |
1054-4 |
| S2 |
1050-3 |
1050-3 |
1063-6 |
|
| S3 |
1032-7 |
1041-1 |
1062-2 |
|
| S4 |
1015-3 |
1023-5 |
1057-3 |
|
|
| 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 |
1077-0 |
1028-4 |
48-4 |
4.5% |
17-7 |
1.7% |
79% |
True |
False |
53,525 |
| 10 |
1077-0 |
1028-4 |
48-4 |
4.5% |
17-3 |
1.6% |
79% |
True |
False |
45,252 |
| 20 |
1083-0 |
1028-4 |
54-4 |
5.1% |
18-5 |
1.7% |
71% |
False |
False |
35,222 |
| 40 |
1083-0 |
960-0 |
123-0 |
11.5% |
18-6 |
1.8% |
87% |
False |
False |
26,516 |
| 60 |
1083-0 |
890-0 |
193-0 |
18.1% |
16-2 |
1.5% |
92% |
False |
False |
20,550 |
| 80 |
1083-0 |
890-0 |
193-0 |
18.1% |
15-1 |
1.4% |
92% |
False |
False |
16,832 |
| 100 |
1083-0 |
890-0 |
193-0 |
18.1% |
14-5 |
1.4% |
92% |
False |
False |
14,266 |
| 120 |
1083-0 |
890-0 |
193-0 |
18.1% |
14-3 |
1.3% |
92% |
False |
False |
12,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1151-3 |
|
2.618 |
1122-7 |
|
1.618 |
1105-3 |
|
1.000 |
1094-4 |
|
0.618 |
1087-7 |
|
HIGH |
1077-0 |
|
0.618 |
1070-3 |
|
0.500 |
1068-2 |
|
0.382 |
1066-1 |
|
LOW |
1059-4 |
|
0.618 |
1048-5 |
|
1.000 |
1042-0 |
|
1.618 |
1031-1 |
|
2.618 |
1013-5 |
|
4.250 |
985-1 |
|
|
| Fisher Pivots for day following 16-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1068-2 |
1064-0 |
| PP |
1067-7 |
1061-0 |
| S1 |
1067-3 |
1058-0 |
|