CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 22-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1022-0 |
1020-0 |
-2-0 |
-0.2% |
1049-0 |
| High |
1022-0 |
1024-0 |
2-0 |
0.2% |
1085-0 |
| Low |
1018-0 |
1004-0 |
-14-0 |
-1.4% |
1029-0 |
| Close |
1018-6 |
1008-2 |
-10-4 |
-1.0% |
1031-4 |
| Range |
4-0 |
20-0 |
16-0 |
400.0% |
56-0 |
| ATR |
17-5 |
17-6 |
0-1 |
1.0% |
0-0 |
| Volume |
14,466 |
6,032 |
-8,434 |
-58.3% |
72,376 |
|
| Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1072-1 |
1060-1 |
1019-2 |
|
| R3 |
1052-1 |
1040-1 |
1013-6 |
|
| R2 |
1032-1 |
1032-1 |
1011-7 |
|
| R1 |
1020-1 |
1020-1 |
1010-1 |
1016-1 |
| PP |
1012-1 |
1012-1 |
1012-1 |
1010-0 |
| S1 |
1000-1 |
1000-1 |
1006-3 |
996-1 |
| S2 |
992-1 |
992-1 |
1004-5 |
|
| S3 |
972-1 |
980-1 |
1002-6 |
|
| S4 |
952-1 |
960-1 |
997-2 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1216-4 |
1180-0 |
1062-2 |
|
| R3 |
1160-4 |
1124-0 |
1046-7 |
|
| R2 |
1104-4 |
1104-4 |
1041-6 |
|
| R1 |
1068-0 |
1068-0 |
1036-5 |
1058-2 |
| PP |
1048-4 |
1048-4 |
1048-4 |
1043-5 |
| S1 |
1012-0 |
1012-0 |
1026-3 |
1002-2 |
| S2 |
992-4 |
992-4 |
1021-2 |
|
| S3 |
936-4 |
956-0 |
1016-1 |
|
| S4 |
880-4 |
900-0 |
1000-6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1109-0 |
|
2.618 |
1076-3 |
|
1.618 |
1056-3 |
|
1.000 |
1044-0 |
|
0.618 |
1036-3 |
|
HIGH |
1024-0 |
|
0.618 |
1016-3 |
|
0.500 |
1014-0 |
|
0.382 |
1011-5 |
|
LOW |
1004-0 |
|
0.618 |
991-5 |
|
1.000 |
984-0 |
|
1.618 |
971-5 |
|
2.618 |
951-5 |
|
4.250 |
919-0 |
|
|
| Fisher Pivots for day following 22-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1014-0 |
1023-4 |
| PP |
1012-1 |
1018-3 |
| S1 |
1010-1 |
1013-3 |
|