CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 16-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1066-0 |
1085-0 |
19-0 |
1.8% |
1072-0 |
| High |
1080-0 |
1085-0 |
5-0 |
0.5% |
1077-0 |
| Low |
1066-0 |
1073-0 |
7-0 |
0.7% |
1039-4 |
| Close |
1071-2 |
1077-0 |
5-6 |
0.5% |
1053-4 |
| Range |
14-0 |
12-0 |
-2-0 |
-14.3% |
37-4 |
| ATR |
16-5 |
16-3 |
-0-2 |
-1.2% |
0-0 |
| Volume |
13,238 |
16,735 |
3,497 |
26.4% |
60,239 |
|
| Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1114-3 |
1107-5 |
1083-5 |
|
| R3 |
1102-3 |
1095-5 |
1080-2 |
|
| R2 |
1090-3 |
1090-3 |
1079-2 |
|
| R1 |
1083-5 |
1083-5 |
1078-1 |
1081-0 |
| PP |
1078-3 |
1078-3 |
1078-3 |
1077-0 |
| S1 |
1071-5 |
1071-5 |
1075-7 |
1069-0 |
| S2 |
1066-3 |
1066-3 |
1074-6 |
|
| S3 |
1054-3 |
1059-5 |
1073-6 |
|
| S4 |
1042-3 |
1047-5 |
1070-3 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1169-1 |
1148-7 |
1074-1 |
|
| R3 |
1131-5 |
1111-3 |
1063-6 |
|
| R2 |
1094-1 |
1094-1 |
1060-3 |
|
| R1 |
1073-7 |
1073-7 |
1057-0 |
1065-2 |
| PP |
1056-5 |
1056-5 |
1056-5 |
1052-3 |
| S1 |
1036-3 |
1036-3 |
1050-0 |
1027-6 |
| S2 |
1019-1 |
1019-1 |
1046-5 |
|
| S3 |
981-5 |
998-7 |
1043-2 |
|
| S4 |
944-1 |
961-3 |
1032-7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1136-0 |
|
2.618 |
1116-3 |
|
1.618 |
1104-3 |
|
1.000 |
1097-0 |
|
0.618 |
1092-3 |
|
HIGH |
1085-0 |
|
0.618 |
1080-3 |
|
0.500 |
1079-0 |
|
0.382 |
1077-5 |
|
LOW |
1073-0 |
|
0.618 |
1065-5 |
|
1.000 |
1061-0 |
|
1.618 |
1053-5 |
|
2.618 |
1041-5 |
|
4.250 |
1022-0 |
|
|
| Fisher Pivots for day following 16-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1079-0 |
1073-5 |
| PP |
1078-3 |
1070-3 |
| S1 |
1077-5 |
1067-0 |
|