CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 11-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1021-4 |
1023-4 |
2-0 |
0.2% |
1067-0 |
| High |
1023-0 |
1024-4 |
1-4 |
0.1% |
1074-4 |
| Low |
1014-0 |
1006-0 |
-8-0 |
-0.8% |
1014-0 |
| Close |
1022-0 |
1010-4 |
-11-4 |
-1.1% |
1022-0 |
| Range |
9-0 |
18-4 |
9-4 |
105.6% |
60-4 |
| ATR |
19-3 |
19-3 |
-0-1 |
-0.3% |
0-0 |
| Volume |
97,910 |
81,852 |
-16,058 |
-16.4% |
403,999 |
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1069-1 |
1058-3 |
1020-5 |
|
| R3 |
1050-5 |
1039-7 |
1015-5 |
|
| R2 |
1032-1 |
1032-1 |
1013-7 |
|
| R1 |
1021-3 |
1021-3 |
1012-2 |
1017-4 |
| PP |
1013-5 |
1013-5 |
1013-5 |
1011-6 |
| S1 |
1002-7 |
1002-7 |
1008-6 |
999-0 |
| S2 |
995-1 |
995-1 |
1007-1 |
|
| S3 |
976-5 |
984-3 |
1005-3 |
|
| S4 |
958-1 |
965-7 |
1000-3 |
|
|
| 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 |
1064-4 |
1006-0 |
58-4 |
5.8% |
15-2 |
1.5% |
8% |
False |
True |
83,688 |
| 10 |
1074-4 |
1006-0 |
68-4 |
6.8% |
17-0 |
1.7% |
7% |
False |
True |
69,903 |
| 20 |
1077-0 |
993-0 |
84-0 |
8.3% |
17-7 |
1.8% |
21% |
False |
False |
58,905 |
| 40 |
1083-0 |
968-0 |
115-0 |
11.4% |
18-4 |
1.8% |
37% |
False |
False |
43,799 |
| 60 |
1083-0 |
960-0 |
123-0 |
12.2% |
17-7 |
1.8% |
41% |
False |
False |
34,501 |
| 80 |
1083-0 |
890-0 |
193-0 |
19.1% |
16-0 |
1.6% |
62% |
False |
False |
27,885 |
| 100 |
1083-0 |
890-0 |
193-0 |
19.1% |
15-3 |
1.5% |
62% |
False |
False |
23,334 |
| 120 |
1083-0 |
890-0 |
193-0 |
19.1% |
14-5 |
1.4% |
62% |
False |
False |
20,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1103-1 |
|
2.618 |
1072-7 |
|
1.618 |
1054-3 |
|
1.000 |
1043-0 |
|
0.618 |
1035-7 |
|
HIGH |
1024-4 |
|
0.618 |
1017-3 |
|
0.500 |
1015-2 |
|
0.382 |
1013-1 |
|
LOW |
1006-0 |
|
0.618 |
994-5 |
|
1.000 |
987-4 |
|
1.618 |
976-1 |
|
2.618 |
957-5 |
|
4.250 |
927-3 |
|
|
| Fisher Pivots for day following 11-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1015-2 |
1027-2 |
| PP |
1013-5 |
1021-5 |
| S1 |
1012-1 |
1016-1 |
|