CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 24-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1017-0 |
1027-0 |
10-0 |
1.0% |
1049-0 |
| High |
1018-0 |
1027-0 |
9-0 |
0.9% |
1085-0 |
| Low |
1016-0 |
1018-0 |
2-0 |
0.2% |
1029-0 |
| Close |
1019-6 |
1019-4 |
-0-2 |
0.0% |
1031-4 |
| Range |
2-0 |
9-0 |
7-0 |
350.0% |
56-0 |
| ATR |
17-1 |
16-5 |
-0-5 |
-3.4% |
0-0 |
| Volume |
18,559 |
11,069 |
-7,490 |
-40.4% |
72,376 |
|
| Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1048-4 |
1043-0 |
1024-4 |
|
| R3 |
1039-4 |
1034-0 |
1022-0 |
|
| R2 |
1030-4 |
1030-4 |
1021-1 |
|
| R1 |
1025-0 |
1025-0 |
1020-3 |
1023-2 |
| PP |
1021-4 |
1021-4 |
1021-4 |
1020-5 |
| S1 |
1016-0 |
1016-0 |
1018-5 |
1014-2 |
| S2 |
1012-4 |
1012-4 |
1017-7 |
|
| S3 |
1003-4 |
1007-0 |
1017-0 |
|
| S4 |
994-4 |
998-0 |
1014-4 |
|
|
| 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 |
1065-2 |
|
2.618 |
1050-4 |
|
1.618 |
1041-4 |
|
1.000 |
1036-0 |
|
0.618 |
1032-4 |
|
HIGH |
1027-0 |
|
0.618 |
1023-4 |
|
0.500 |
1022-4 |
|
0.382 |
1021-4 |
|
LOW |
1018-0 |
|
0.618 |
1012-4 |
|
1.000 |
1009-0 |
|
1.618 |
1003-4 |
|
2.618 |
994-4 |
|
4.250 |
979-6 |
|
|
| Fisher Pivots for day following 24-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1022-4 |
1018-1 |
| PP |
1021-4 |
1016-7 |
| S1 |
1020-4 |
1015-4 |
|