CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 08-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1039-0 |
1021-4 |
-17-4 |
-1.7% |
1067-0 |
High |
1048-4 |
1023-0 |
-25-4 |
-2.4% |
1074-4 |
Low |
1024-0 |
1014-0 |
-10-0 |
-1.0% |
1014-0 |
Close |
1026-0 |
1022-0 |
-4-0 |
-0.4% |
1022-0 |
Range |
24-4 |
9-0 |
-15-4 |
-63.3% |
60-4 |
ATR |
20-0 |
19-3 |
-0-5 |
-2.8% |
0-0 |
Volume |
71,549 |
97,910 |
26,361 |
36.8% |
403,999 |
|
Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1046-5 |
1043-3 |
1027-0 |
|
R3 |
1037-5 |
1034-3 |
1024-4 |
|
R2 |
1028-5 |
1028-5 |
1023-5 |
|
R1 |
1025-3 |
1025-3 |
1022-7 |
1027-0 |
PP |
1019-5 |
1019-5 |
1019-5 |
1020-4 |
S1 |
1016-3 |
1016-3 |
1021-1 |
1018-0 |
S2 |
1010-5 |
1010-5 |
1020-3 |
|
S3 |
1001-5 |
1007-3 |
1019-4 |
|
S4 |
992-5 |
998-3 |
1017-0 |
|
|
Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1218-3 |
1180-5 |
1055-2 |
|
R3 |
1157-7 |
1120-1 |
1038-5 |
|
R2 |
1097-3 |
1097-3 |
1033-1 |
|
R1 |
1059-5 |
1059-5 |
1027-4 |
1048-2 |
PP |
1036-7 |
1036-7 |
1036-7 |
1031-1 |
S1 |
999-1 |
999-1 |
1016-4 |
987-6 |
S2 |
976-3 |
976-3 |
1010-7 |
|
S3 |
915-7 |
938-5 |
1005-3 |
|
S4 |
855-3 |
878-1 |
988-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1074-4 |
1014-0 |
60-4 |
5.9% |
16-4 |
1.6% |
13% |
False |
True |
80,799 |
10 |
1074-4 |
1006-0 |
68-4 |
6.7% |
16-1 |
1.6% |
23% |
False |
False |
65,201 |
20 |
1077-0 |
993-0 |
84-0 |
8.2% |
17-4 |
1.7% |
35% |
False |
False |
57,844 |
40 |
1083-0 |
968-0 |
115-0 |
11.3% |
18-3 |
1.8% |
47% |
False |
False |
42,280 |
60 |
1083-0 |
960-0 |
123-0 |
12.0% |
17-6 |
1.7% |
50% |
False |
False |
33,380 |
80 |
1083-0 |
890-0 |
193-0 |
18.9% |
16-0 |
1.6% |
68% |
False |
False |
26,968 |
100 |
1083-0 |
890-0 |
193-0 |
18.9% |
15-2 |
1.5% |
68% |
False |
False |
22,547 |
120 |
1083-0 |
890-0 |
193-0 |
18.9% |
14-5 |
1.4% |
68% |
False |
False |
19,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1061-2 |
2.618 |
1046-4 |
1.618 |
1037-4 |
1.000 |
1032-0 |
0.618 |
1028-4 |
HIGH |
1023-0 |
0.618 |
1019-4 |
0.500 |
1018-4 |
0.382 |
1017-4 |
LOW |
1014-0 |
0.618 |
1008-4 |
1.000 |
1005-0 |
1.618 |
999-4 |
2.618 |
990-4 |
4.250 |
975-6 |
|
|
Fisher Pivots for day following 08-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1020-7 |
1038-0 |
PP |
1019-5 |
1032-5 |
S1 |
1018-4 |
1027-3 |
|