CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 04-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1049-0 |
1067-0 |
18-0 |
1.7% |
1020-0 |
| High |
1061-4 |
1074-4 |
13-0 |
1.2% |
1061-4 |
| Low |
1047-0 |
1050-0 |
3-0 |
0.3% |
1020-0 |
| Close |
1048-4 |
1058-0 |
9-4 |
0.9% |
1048-4 |
| Range |
14-4 |
24-4 |
10-0 |
69.0% |
41-4 |
| ATR |
19-3 |
19-7 |
0-4 |
2.4% |
0-0 |
| Volume |
66,654 |
67,411 |
757 |
1.1% |
213,188 |
|
| Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1134-3 |
1120-5 |
1071-4 |
|
| R3 |
1109-7 |
1096-1 |
1064-6 |
|
| R2 |
1085-3 |
1085-3 |
1062-4 |
|
| R1 |
1071-5 |
1071-5 |
1060-2 |
1066-2 |
| PP |
1060-7 |
1060-7 |
1060-7 |
1058-1 |
| S1 |
1047-1 |
1047-1 |
1055-6 |
1041-6 |
| S2 |
1036-3 |
1036-3 |
1053-4 |
|
| S3 |
1011-7 |
1022-5 |
1051-2 |
|
| S4 |
987-3 |
998-1 |
1044-4 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1167-7 |
1149-5 |
1071-3 |
|
| R3 |
1126-3 |
1108-1 |
1059-7 |
|
| R2 |
1084-7 |
1084-7 |
1056-1 |
|
| R1 |
1066-5 |
1066-5 |
1052-2 |
1075-6 |
| PP |
1043-3 |
1043-3 |
1043-3 |
1047-7 |
| S1 |
1025-1 |
1025-1 |
1044-6 |
1034-2 |
| S2 |
1001-7 |
1001-7 |
1040-7 |
|
| S3 |
960-3 |
983-5 |
1037-1 |
|
| S4 |
918-7 |
942-1 |
1025-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1074-4 |
1020-0 |
54-4 |
5.2% |
18-5 |
1.8% |
70% |
True |
False |
56,119 |
| 10 |
1074-4 |
993-0 |
81-4 |
7.7% |
16-7 |
1.6% |
80% |
True |
False |
50,857 |
| 20 |
1077-0 |
993-0 |
84-0 |
7.9% |
18-0 |
1.7% |
77% |
False |
False |
48,657 |
| 40 |
1083-0 |
960-0 |
123-0 |
11.6% |
18-3 |
1.7% |
80% |
False |
False |
36,016 |
| 60 |
1083-0 |
922-0 |
161-0 |
15.2% |
18-0 |
1.7% |
84% |
False |
False |
28,495 |
| 80 |
1083-0 |
890-0 |
193-0 |
18.2% |
16-1 |
1.5% |
87% |
False |
False |
23,132 |
| 100 |
1083-0 |
890-0 |
193-0 |
18.2% |
15-4 |
1.5% |
87% |
False |
False |
19,355 |
| 120 |
1083-0 |
890-0 |
193-0 |
18.2% |
14-5 |
1.4% |
87% |
False |
False |
16,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1178-5 |
|
2.618 |
1138-5 |
|
1.618 |
1114-1 |
|
1.000 |
1099-0 |
|
0.618 |
1089-5 |
|
HIGH |
1074-4 |
|
0.618 |
1065-1 |
|
0.500 |
1062-2 |
|
0.382 |
1059-3 |
|
LOW |
1050-0 |
|
0.618 |
1034-7 |
|
1.000 |
1025-4 |
|
1.618 |
1010-3 |
|
2.618 |
985-7 |
|
4.250 |
945-7 |
|
|
| Fisher Pivots for day following 04-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1062-2 |
1057-1 |
| PP |
1060-7 |
1056-1 |
| S1 |
1059-3 |
1055-2 |
|