CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 04-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1056-0 |
1068-4 |
12-4 |
1.2% |
1072-0 |
| High |
1066-0 |
1070-0 |
4-0 |
0.4% |
1091-0 |
| Low |
1056-0 |
1055-0 |
-1-0 |
-0.1% |
1051-0 |
| Close |
1067-0 |
1064-6 |
-2-2 |
-0.2% |
1064-6 |
| Range |
10-0 |
15-0 |
5-0 |
50.0% |
40-0 |
| ATR |
17-7 |
17-6 |
-0-2 |
-1.2% |
0-0 |
| Volume |
16,079 |
11,249 |
-4,830 |
-30.0% |
55,541 |
|
| Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1108-2 |
1101-4 |
1073-0 |
|
| R3 |
1093-2 |
1086-4 |
1068-7 |
|
| R2 |
1078-2 |
1078-2 |
1067-4 |
|
| R1 |
1071-4 |
1071-4 |
1066-1 |
1067-3 |
| PP |
1063-2 |
1063-2 |
1063-2 |
1061-2 |
| S1 |
1056-4 |
1056-4 |
1063-3 |
1052-3 |
| S2 |
1048-2 |
1048-2 |
1062-0 |
|
| S3 |
1033-2 |
1041-4 |
1060-5 |
|
| S4 |
1018-2 |
1026-4 |
1056-4 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1188-7 |
1166-7 |
1086-6 |
|
| R3 |
1148-7 |
1126-7 |
1075-6 |
|
| R2 |
1108-7 |
1108-7 |
1072-1 |
|
| R1 |
1086-7 |
1086-7 |
1068-3 |
1077-7 |
| PP |
1068-7 |
1068-7 |
1068-7 |
1064-4 |
| S1 |
1046-7 |
1046-7 |
1061-1 |
1037-7 |
| S2 |
1028-7 |
1028-7 |
1057-3 |
|
| S3 |
988-7 |
1006-7 |
1053-6 |
|
| S4 |
948-7 |
966-7 |
1042-6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1133-6 |
|
2.618 |
1109-2 |
|
1.618 |
1094-2 |
|
1.000 |
1085-0 |
|
0.618 |
1079-2 |
|
HIGH |
1070-0 |
|
0.618 |
1064-2 |
|
0.500 |
1062-4 |
|
0.382 |
1060-6 |
|
LOW |
1055-0 |
|
0.618 |
1045-6 |
|
1.000 |
1040-0 |
|
1.618 |
1030-6 |
|
2.618 |
1015-6 |
|
4.250 |
991-2 |
|
|
| Fisher Pivots for day following 04-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1064-0 |
1064-4 |
| PP |
1063-2 |
1064-2 |
| S1 |
1062-4 |
1064-0 |
|