CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 23-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1010-0 |
1001-0 |
-9-0 |
-0.9% |
1039-0 |
| High |
1014-0 |
1009-0 |
-5-0 |
-0.5% |
1077-0 |
| Low |
993-0 |
1001-0 |
8-0 |
0.8% |
1017-0 |
| Close |
998-4 |
1009-0 |
10-4 |
1.1% |
1020-0 |
| Range |
21-0 |
8-0 |
-13-0 |
-61.9% |
60-0 |
| ATR |
20-4 |
19-6 |
-0-6 |
-3.5% |
0-0 |
| Volume |
39,089 |
57,029 |
17,940 |
45.9% |
260,132 |
|
| Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1030-3 |
1027-5 |
1013-3 |
|
| R3 |
1022-3 |
1019-5 |
1011-2 |
|
| R2 |
1014-3 |
1014-3 |
1010-4 |
|
| R1 |
1011-5 |
1011-5 |
1009-6 |
1013-0 |
| PP |
1006-3 |
1006-3 |
1006-3 |
1007-0 |
| S1 |
1003-5 |
1003-5 |
1008-2 |
1005-0 |
| S2 |
998-3 |
998-3 |
1007-4 |
|
| S3 |
990-3 |
995-5 |
1006-6 |
|
| S4 |
982-3 |
987-5 |
1004-5 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1218-0 |
1179-0 |
1053-0 |
|
| R3 |
1158-0 |
1119-0 |
1036-4 |
|
| R2 |
1098-0 |
1098-0 |
1031-0 |
|
| R1 |
1059-0 |
1059-0 |
1025-4 |
1048-4 |
| PP |
1038-0 |
1038-0 |
1038-0 |
1032-6 |
| S1 |
999-0 |
999-0 |
1014-4 |
988-4 |
| S2 |
978-0 |
978-0 |
1009-0 |
|
| S3 |
918-0 |
939-0 |
1003-4 |
|
| S4 |
858-0 |
879-0 |
987-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1059-0 |
993-0 |
66-0 |
6.5% |
20-0 |
2.0% |
24% |
False |
False |
47,449 |
| 10 |
1077-0 |
993-0 |
84-0 |
8.3% |
19-0 |
1.9% |
19% |
False |
False |
50,487 |
| 20 |
1083-0 |
993-0 |
90-0 |
8.9% |
18-5 |
1.9% |
18% |
False |
False |
41,147 |
| 40 |
1083-0 |
960-0 |
123-0 |
12.2% |
18-7 |
1.9% |
40% |
False |
False |
30,847 |
| 60 |
1083-0 |
890-0 |
193-0 |
19.1% |
17-5 |
1.7% |
62% |
False |
False |
24,147 |
| 80 |
1083-0 |
890-0 |
193-0 |
19.1% |
15-5 |
1.6% |
62% |
False |
False |
19,606 |
| 100 |
1083-0 |
890-0 |
193-0 |
19.1% |
15-1 |
1.5% |
62% |
False |
False |
16,472 |
| 120 |
1083-0 |
890-0 |
193-0 |
19.1% |
14-5 |
1.5% |
62% |
False |
False |
14,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1043-0 |
|
2.618 |
1030-0 |
|
1.618 |
1022-0 |
|
1.000 |
1017-0 |
|
0.618 |
1014-0 |
|
HIGH |
1009-0 |
|
0.618 |
1006-0 |
|
0.500 |
1005-0 |
|
0.382 |
1004-0 |
|
LOW |
1001-0 |
|
0.618 |
996-0 |
|
1.000 |
993-0 |
|
1.618 |
988-0 |
|
2.618 |
980-0 |
|
4.250 |
967-0 |
|
|
| Fisher Pivots for day following 23-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1007-5 |
1010-2 |
| PP |
1006-3 |
1009-7 |
| S1 |
1005-0 |
1009-3 |
|