CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 28-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1013-0 |
1020-0 |
7-0 |
0.7% |
1021-4 |
| High |
1016-0 |
1042-0 |
26-0 |
2.6% |
1027-4 |
| Low |
1006-0 |
1020-0 |
14-0 |
1.4% |
993-0 |
| Close |
1008-0 |
1038-0 |
30-0 |
3.0% |
1008-0 |
| Range |
10-0 |
22-0 |
12-0 |
120.0% |
34-4 |
| ATR |
19-0 |
20-1 |
1-1 |
5.6% |
0-0 |
| Volume |
34,831 |
30,464 |
-4,367 |
-12.5% |
171,410 |
|
| Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1099-3 |
1090-5 |
1050-1 |
|
| R3 |
1077-3 |
1068-5 |
1044-0 |
|
| R2 |
1055-3 |
1055-3 |
1042-0 |
|
| R1 |
1046-5 |
1046-5 |
1040-0 |
1051-0 |
| PP |
1033-3 |
1033-3 |
1033-3 |
1035-4 |
| S1 |
1024-5 |
1024-5 |
1036-0 |
1029-0 |
| S2 |
1011-3 |
1011-3 |
1034-0 |
|
| S3 |
989-3 |
1002-5 |
1032-0 |
|
| S4 |
967-3 |
980-5 |
1025-7 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1113-0 |
1095-0 |
1027-0 |
|
| R3 |
1078-4 |
1060-4 |
1017-4 |
|
| R2 |
1044-0 |
1044-0 |
1014-3 |
|
| R1 |
1026-0 |
1026-0 |
1011-1 |
1017-6 |
| PP |
1009-4 |
1009-4 |
1009-4 |
1005-3 |
| S1 |
991-4 |
991-4 |
1004-7 |
983-2 |
| S2 |
975-0 |
975-0 |
1001-5 |
|
| S3 |
940-4 |
957-0 |
998-4 |
|
| S4 |
906-0 |
922-4 |
989-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1042-0 |
993-0 |
49-0 |
4.7% |
16-2 |
1.6% |
92% |
True |
False |
40,374 |
| 10 |
1077-0 |
993-0 |
84-0 |
8.1% |
19-1 |
1.8% |
54% |
False |
False |
46,200 |
| 20 |
1083-0 |
993-0 |
90-0 |
8.7% |
18-3 |
1.8% |
50% |
False |
False |
41,843 |
| 40 |
1083-0 |
960-0 |
123-0 |
11.8% |
19-1 |
1.8% |
63% |
False |
False |
31,746 |
| 60 |
1083-0 |
890-0 |
193-0 |
18.6% |
17-5 |
1.7% |
77% |
False |
False |
25,070 |
| 80 |
1083-0 |
890-0 |
193-0 |
18.6% |
15-6 |
1.5% |
77% |
False |
False |
20,316 |
| 100 |
1083-0 |
890-0 |
193-0 |
18.6% |
15-1 |
1.5% |
77% |
False |
False |
17,003 |
| 120 |
1083-0 |
890-0 |
193-0 |
18.6% |
14-2 |
1.4% |
77% |
False |
False |
14,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1135-4 |
|
2.618 |
1099-5 |
|
1.618 |
1077-5 |
|
1.000 |
1064-0 |
|
0.618 |
1055-5 |
|
HIGH |
1042-0 |
|
0.618 |
1033-5 |
|
0.500 |
1031-0 |
|
0.382 |
1028-3 |
|
LOW |
1020-0 |
|
0.618 |
1006-3 |
|
1.000 |
998-0 |
|
1.618 |
984-3 |
|
2.618 |
962-3 |
|
4.250 |
926-4 |
|
|
| Fisher Pivots for day following 28-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1035-5 |
1032-4 |
| PP |
1033-3 |
1027-0 |
| S1 |
1031-0 |
1021-4 |
|