CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 21-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
954-0 |
950-0 |
-4-0 |
-0.4% |
1023-4 |
High |
954-0 |
959-0 |
5-0 |
0.5% |
1024-4 |
Low |
941-4 |
949-6 |
8-2 |
0.9% |
970-0 |
Close |
950-0 |
954-0 |
4-0 |
0.4% |
974-0 |
Range |
12-4 |
9-2 |
-3-2 |
-26.0% |
54-4 |
ATR |
19-6 |
19-0 |
-0-6 |
-3.8% |
0-0 |
Volume |
77,967 |
91,082 |
13,115 |
16.8% |
458,111 |
|
Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
982-0 |
977-2 |
959-1 |
|
R3 |
972-6 |
968-0 |
956-4 |
|
R2 |
963-4 |
963-4 |
955-6 |
|
R1 |
958-6 |
958-6 |
954-7 |
961-1 |
PP |
954-2 |
954-2 |
954-2 |
955-4 |
S1 |
949-4 |
949-4 |
953-1 |
951-7 |
S2 |
945-0 |
945-0 |
952-2 |
|
S3 |
935-6 |
940-2 |
951-4 |
|
S4 |
926-4 |
931-0 |
948-7 |
|
|
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 |
993-0 |
941-4 |
51-4 |
5.4% |
13-0 |
1.4% |
24% |
False |
False |
84,474 |
10 |
1048-4 |
941-4 |
107-0 |
11.2% |
15-7 |
1.7% |
12% |
False |
False |
87,348 |
20 |
1074-4 |
941-4 |
133-0 |
13.9% |
15-6 |
1.7% |
9% |
False |
False |
72,608 |
40 |
1083-0 |
941-4 |
141-4 |
14.8% |
17-4 |
1.8% |
9% |
False |
False |
55,678 |
60 |
1083-0 |
941-4 |
141-4 |
14.8% |
18-0 |
1.9% |
9% |
False |
False |
43,545 |
80 |
1083-0 |
890-0 |
193-0 |
20.2% |
16-7 |
1.8% |
33% |
False |
False |
35,150 |
100 |
1083-0 |
890-0 |
193-0 |
20.2% |
15-5 |
1.6% |
33% |
False |
False |
29,306 |
120 |
1083-0 |
890-0 |
193-0 |
20.2% |
15-2 |
1.6% |
33% |
False |
False |
25,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
998-2 |
2.618 |
983-2 |
1.618 |
974-0 |
1.000 |
968-2 |
0.618 |
964-6 |
HIGH |
959-0 |
0.618 |
955-4 |
0.500 |
954-3 |
0.382 |
953-2 |
LOW |
949-6 |
0.618 |
944-0 |
1.000 |
940-4 |
1.618 |
934-6 |
2.618 |
925-4 |
4.250 |
910-4 |
|
|
Fisher Pivots for day following 21-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
954-3 |
958-0 |
PP |
954-2 |
956-5 |
S1 |
954-1 |
955-3 |
|