CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 29-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1032-0 |
1042-4 |
10-4 |
1.0% |
1022-0 |
| High |
1048-6 |
1057-0 |
8-2 |
0.8% |
1027-0 |
| Low |
1032-0 |
1042-4 |
10-4 |
1.0% |
1004-0 |
| Close |
1048-6 |
1057-0 |
8-2 |
0.8% |
1019-4 |
| Range |
16-6 |
14-4 |
-2-2 |
-13.4% |
23-0 |
| ATR |
17-4 |
17-2 |
-0-2 |
-1.2% |
0-0 |
| Volume |
3,494 |
7,523 |
4,029 |
115.3% |
50,126 |
|
| Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1095-5 |
1090-7 |
1065-0 |
|
| R3 |
1081-1 |
1076-3 |
1061-0 |
|
| R2 |
1066-5 |
1066-5 |
1059-5 |
|
| R1 |
1061-7 |
1061-7 |
1058-3 |
1064-2 |
| PP |
1052-1 |
1052-1 |
1052-1 |
1053-3 |
| S1 |
1047-3 |
1047-3 |
1055-5 |
1049-6 |
| S2 |
1037-5 |
1037-5 |
1054-3 |
|
| S3 |
1023-1 |
1032-7 |
1053-0 |
|
| S4 |
1008-5 |
1018-3 |
1049-0 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1085-7 |
1075-5 |
1032-1 |
|
| R3 |
1062-7 |
1052-5 |
1025-7 |
|
| R2 |
1039-7 |
1039-7 |
1023-6 |
|
| R1 |
1029-5 |
1029-5 |
1021-5 |
1023-2 |
| PP |
1016-7 |
1016-7 |
1016-7 |
1013-5 |
| S1 |
1006-5 |
1006-5 |
1017-3 |
1000-2 |
| S2 |
993-7 |
993-7 |
1015-2 |
|
| S3 |
970-7 |
983-5 |
1013-1 |
|
| S4 |
947-7 |
960-5 |
1006-7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1118-5 |
|
2.618 |
1095-0 |
|
1.618 |
1080-4 |
|
1.000 |
1071-4 |
|
0.618 |
1066-0 |
|
HIGH |
1057-0 |
|
0.618 |
1051-4 |
|
0.500 |
1049-6 |
|
0.382 |
1048-0 |
|
LOW |
1042-4 |
|
0.618 |
1033-4 |
|
1.000 |
1028-0 |
|
1.618 |
1019-0 |
|
2.618 |
1004-4 |
|
4.250 |
980-7 |
|
|
| Fisher Pivots for day following 29-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1054-5 |
1050-4 |
| PP |
1052-1 |
1044-0 |
| S1 |
1049-6 |
1037-4 |
|