CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 15-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
992-0 |
981-0 |
-11-0 |
-1.1% |
1023-4 |
High |
993-0 |
986-0 |
-7-0 |
-0.7% |
1024-4 |
Low |
975-4 |
972-0 |
-3-4 |
-0.4% |
970-0 |
Close |
984-0 |
974-0 |
-10-0 |
-1.0% |
974-0 |
Range |
17-4 |
14-0 |
-3-4 |
-20.0% |
54-4 |
ATR |
20-5 |
20-1 |
-0-4 |
-2.3% |
0-0 |
Volume |
96,459 |
80,001 |
-16,458 |
-17.1% |
458,111 |
|
Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1019-3 |
1010-5 |
981-6 |
|
R3 |
1005-3 |
996-5 |
977-7 |
|
R2 |
991-3 |
991-3 |
976-5 |
|
R1 |
982-5 |
982-5 |
975-2 |
980-0 |
PP |
977-3 |
977-3 |
977-3 |
976-0 |
S1 |
968-5 |
968-5 |
972-6 |
966-0 |
S2 |
963-3 |
963-3 |
971-3 |
|
S3 |
949-3 |
954-5 |
970-1 |
|
S4 |
935-3 |
940-5 |
966-2 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1153-0 |
1118-0 |
1004-0 |
|
R3 |
1098-4 |
1063-4 |
989-0 |
|
R2 |
1044-0 |
1044-0 |
984-0 |
|
R1 |
1009-0 |
1009-0 |
979-0 |
999-2 |
PP |
989-4 |
989-4 |
989-4 |
984-5 |
S1 |
954-4 |
954-4 |
969-0 |
944-6 |
S2 |
935-0 |
935-0 |
964-0 |
|
S3 |
880-4 |
900-0 |
959-0 |
|
S4 |
826-0 |
845-4 |
944-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1024-4 |
970-0 |
54-4 |
5.6% |
18-2 |
1.9% |
7% |
False |
False |
91,622 |
10 |
1074-4 |
970-0 |
104-4 |
10.7% |
17-3 |
1.8% |
4% |
False |
False |
86,211 |
20 |
1074-4 |
970-0 |
104-4 |
10.7% |
17-5 |
1.8% |
4% |
False |
False |
67,368 |
40 |
1083-0 |
970-0 |
113-0 |
11.6% |
18-1 |
1.9% |
4% |
False |
False |
51,295 |
60 |
1083-0 |
960-0 |
123-0 |
12.6% |
18-3 |
1.9% |
11% |
False |
False |
40,133 |
80 |
1083-0 |
890-0 |
193-0 |
19.8% |
16-5 |
1.7% |
44% |
False |
False |
32,254 |
100 |
1083-0 |
890-0 |
193-0 |
19.8% |
15-5 |
1.6% |
44% |
False |
False |
26,940 |
120 |
1083-0 |
890-0 |
193-0 |
19.8% |
15-1 |
1.6% |
44% |
False |
False |
23,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1045-4 |
2.618 |
1022-5 |
1.618 |
1008-5 |
1.000 |
1000-0 |
0.618 |
994-5 |
HIGH |
986-0 |
0.618 |
980-5 |
0.500 |
979-0 |
0.382 |
977-3 |
LOW |
972-0 |
0.618 |
963-3 |
1.000 |
958-0 |
1.618 |
949-3 |
2.618 |
935-3 |
4.250 |
912-4 |
|
|
Fisher Pivots for day following 15-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
979-0 |
982-4 |
PP |
977-3 |
979-5 |
S1 |
975-5 |
976-7 |
|