CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 03-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1071-0 |
1056-0 |
-15-0 |
-1.4% |
1070-0 |
| High |
1077-0 |
1066-0 |
-11-0 |
-1.0% |
1071-0 |
| Low |
1051-0 |
1056-0 |
5-0 |
0.5% |
1047-0 |
| Close |
1052-2 |
1067-0 |
14-6 |
1.4% |
1065-4 |
| Range |
26-0 |
10-0 |
-16-0 |
-61.5% |
24-0 |
| ATR |
18-2 |
17-7 |
-0-3 |
-1.8% |
0-0 |
| Volume |
10,316 |
16,079 |
5,763 |
55.9% |
48,975 |
|
| Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1093-0 |
1090-0 |
1072-4 |
|
| R3 |
1083-0 |
1080-0 |
1069-6 |
|
| R2 |
1073-0 |
1073-0 |
1068-7 |
|
| R1 |
1070-0 |
1070-0 |
1067-7 |
1071-4 |
| PP |
1063-0 |
1063-0 |
1063-0 |
1063-6 |
| S1 |
1060-0 |
1060-0 |
1066-1 |
1061-4 |
| S2 |
1053-0 |
1053-0 |
1065-1 |
|
| S3 |
1043-0 |
1050-0 |
1064-2 |
|
| S4 |
1033-0 |
1040-0 |
1061-4 |
|
|
| 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 |
1108-4 |
|
2.618 |
1092-1 |
|
1.618 |
1082-1 |
|
1.000 |
1076-0 |
|
0.618 |
1072-1 |
|
HIGH |
1066-0 |
|
0.618 |
1062-1 |
|
0.500 |
1061-0 |
|
0.382 |
1059-7 |
|
LOW |
1056-0 |
|
0.618 |
1049-7 |
|
1.000 |
1046-0 |
|
1.618 |
1039-7 |
|
2.618 |
1029-7 |
|
4.250 |
1013-4 |
|
|
| Fisher Pivots for day following 03-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1065-0 |
1071-0 |
| PP |
1063-0 |
1069-5 |
| S1 |
1061-0 |
1068-3 |
|