CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 05-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1067-0 |
1058-0 |
-9-0 |
-0.8% |
1020-0 |
High |
1074-4 |
1064-4 |
-10-0 |
-0.9% |
1061-4 |
Low |
1050-0 |
1051-0 |
1-0 |
0.1% |
1020-0 |
Close |
1058-0 |
1061-0 |
3-0 |
0.3% |
1048-4 |
Range |
24-4 |
13-4 |
-11-0 |
-44.9% |
41-4 |
ATR |
19-7 |
19-3 |
-0-4 |
-2.3% |
0-0 |
Volume |
67,411 |
96,727 |
29,316 |
43.5% |
213,188 |
|
Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1099-3 |
1093-5 |
1068-3 |
|
R3 |
1085-7 |
1080-1 |
1064-6 |
|
R2 |
1072-3 |
1072-3 |
1063-4 |
|
R1 |
1066-5 |
1066-5 |
1062-2 |
1069-4 |
PP |
1058-7 |
1058-7 |
1058-7 |
1060-2 |
S1 |
1053-1 |
1053-1 |
1059-6 |
1056-0 |
S2 |
1045-3 |
1045-3 |
1058-4 |
|
S3 |
1031-7 |
1039-5 |
1057-2 |
|
S4 |
1018-3 |
1026-1 |
1053-5 |
|
|
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 |
1032-2 |
42-2 |
4.0% |
17-0 |
1.6% |
68% |
False |
False |
69,372 |
10 |
1074-4 |
993-0 |
81-4 |
7.7% |
16-5 |
1.6% |
83% |
False |
False |
54,873 |
20 |
1077-0 |
993-0 |
84-0 |
7.9% |
17-7 |
1.7% |
81% |
False |
False |
51,945 |
40 |
1083-0 |
960-0 |
123-0 |
11.6% |
18-2 |
1.7% |
82% |
False |
False |
37,825 |
60 |
1083-0 |
942-0 |
141-0 |
13.3% |
17-7 |
1.7% |
84% |
False |
False |
29,942 |
80 |
1083-0 |
890-0 |
193-0 |
18.2% |
16-1 |
1.5% |
89% |
False |
False |
24,247 |
100 |
1083-0 |
890-0 |
193-0 |
18.2% |
15-3 |
1.4% |
89% |
False |
False |
20,283 |
120 |
1083-0 |
890-0 |
193-0 |
18.2% |
14-4 |
1.4% |
89% |
False |
False |
17,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1121-7 |
2.618 |
1099-7 |
1.618 |
1086-3 |
1.000 |
1078-0 |
0.618 |
1072-7 |
HIGH |
1064-4 |
0.618 |
1059-3 |
0.500 |
1057-6 |
0.382 |
1056-1 |
LOW |
1051-0 |
0.618 |
1042-5 |
1.000 |
1037-4 |
1.618 |
1029-1 |
2.618 |
1015-5 |
4.250 |
993-5 |
|
|
Fisher Pivots for day following 05-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1059-7 |
1060-7 |
PP |
1058-7 |
1060-7 |
S1 |
1057-6 |
1060-6 |
|