CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 01-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1072-0 |
1082-0 |
10-0 |
0.9% |
1070-0 |
| High |
1080-0 |
1091-0 |
11-0 |
1.0% |
1071-0 |
| Low |
1067-0 |
1077-0 |
10-0 |
0.9% |
1047-0 |
| Close |
1074-4 |
1075-4 |
1-0 |
0.1% |
1065-4 |
| Range |
13-0 |
14-0 |
1-0 |
7.7% |
24-0 |
| ATR |
17-6 |
17-5 |
-0-1 |
-0.5% |
0-0 |
| Volume |
7,610 |
10,287 |
2,677 |
35.2% |
48,975 |
|
| Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1123-1 |
1113-3 |
1083-2 |
|
| R3 |
1109-1 |
1099-3 |
1079-3 |
|
| R2 |
1095-1 |
1095-1 |
1078-1 |
|
| R1 |
1085-3 |
1085-3 |
1076-6 |
1083-2 |
| PP |
1081-1 |
1081-1 |
1081-1 |
1080-1 |
| S1 |
1071-3 |
1071-3 |
1074-2 |
1069-2 |
| S2 |
1067-1 |
1067-1 |
1072-7 |
|
| S3 |
1053-1 |
1057-3 |
1071-5 |
|
| S4 |
1039-1 |
1043-3 |
1067-6 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1133-1 |
1123-3 |
1078-6 |
|
| R3 |
1109-1 |
1099-3 |
1072-1 |
|
| R2 |
1085-1 |
1085-1 |
1069-7 |
|
| R1 |
1075-3 |
1075-3 |
1067-6 |
1068-2 |
| PP |
1061-1 |
1061-1 |
1061-1 |
1057-5 |
| S1 |
1051-3 |
1051-3 |
1063-2 |
1044-2 |
| S2 |
1037-1 |
1037-1 |
1061-1 |
|
| S3 |
1013-1 |
1027-3 |
1058-7 |
|
| S4 |
989-1 |
1003-3 |
1052-2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1150-4 |
|
2.618 |
1127-5 |
|
1.618 |
1113-5 |
|
1.000 |
1105-0 |
|
0.618 |
1099-5 |
|
HIGH |
1091-0 |
|
0.618 |
1085-5 |
|
0.500 |
1084-0 |
|
0.382 |
1082-3 |
|
LOW |
1077-0 |
|
0.618 |
1068-3 |
|
1.000 |
1063-0 |
|
1.618 |
1054-3 |
|
2.618 |
1040-3 |
|
4.250 |
1017-4 |
|
|
| Fisher Pivots for day following 01-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1084-0 |
1074-5 |
| PP |
1081-1 |
1073-7 |
| S1 |
1078-3 |
1073-0 |
|