CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 31-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1050-0 |
1061-0 |
11-0 |
1.0% |
1022-0 |
| High |
1060-0 |
1069-0 |
9-0 |
0.8% |
1027-0 |
| Low |
1047-0 |
1061-0 |
14-0 |
1.3% |
1004-0 |
| Close |
1054-6 |
1059-2 |
4-4 |
0.4% |
1019-4 |
| Range |
13-0 |
8-0 |
-5-0 |
-38.5% |
23-0 |
| ATR |
17-0 |
16-6 |
-0-2 |
-1.1% |
0-0 |
| Volume |
7,301 |
6,454 |
-847 |
-11.6% |
50,126 |
|
| Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1087-1 |
1081-1 |
1063-5 |
|
| R3 |
1079-1 |
1073-1 |
1061-4 |
|
| R2 |
1071-1 |
1071-1 |
1060-6 |
|
| R1 |
1065-1 |
1065-1 |
1060-0 |
1064-1 |
| PP |
1063-1 |
1063-1 |
1063-1 |
1062-4 |
| S1 |
1057-1 |
1057-1 |
1058-4 |
1056-1 |
| S2 |
1055-1 |
1055-1 |
1057-6 |
|
| S3 |
1047-1 |
1049-1 |
1057-0 |
|
| S4 |
1039-1 |
1041-1 |
1054-7 |
|
|
| 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 |
1103-0 |
|
2.618 |
1090-0 |
|
1.618 |
1082-0 |
|
1.000 |
1077-0 |
|
0.618 |
1074-0 |
|
HIGH |
1069-0 |
|
0.618 |
1066-0 |
|
0.500 |
1065-0 |
|
0.382 |
1064-0 |
|
LOW |
1061-0 |
|
0.618 |
1056-0 |
|
1.000 |
1053-0 |
|
1.618 |
1048-0 |
|
2.618 |
1040-0 |
|
4.250 |
1027-0 |
|
|
| Fisher Pivots for day following 31-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1065-0 |
1058-1 |
| PP |
1063-1 |
1056-7 |
| S1 |
1061-1 |
1055-6 |
|