CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 22-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
950-0 |
953-0 |
3-0 |
0.3% |
972-0 |
High |
959-0 |
955-4 |
-3-4 |
-0.4% |
974-4 |
Low |
949-6 |
947-4 |
-2-2 |
-0.2% |
941-4 |
Close |
954-0 |
951-4 |
-2-4 |
-0.3% |
951-4 |
Range |
9-2 |
8-0 |
-1-2 |
-13.5% |
33-0 |
ATR |
19-0 |
18-2 |
-0-6 |
-4.1% |
0-0 |
Volume |
91,082 |
63,882 |
-27,200 |
-29.9% |
309,795 |
|
Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
975-4 |
971-4 |
955-7 |
|
R3 |
967-4 |
963-4 |
953-6 |
|
R2 |
959-4 |
959-4 |
953-0 |
|
R1 |
955-4 |
955-4 |
952-2 |
953-4 |
PP |
951-4 |
951-4 |
951-4 |
950-4 |
S1 |
947-4 |
947-4 |
950-6 |
945-4 |
S2 |
943-4 |
943-4 |
950-0 |
|
S3 |
935-4 |
939-4 |
949-2 |
|
S4 |
927-4 |
931-4 |
947-1 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1054-7 |
1036-1 |
969-5 |
|
R3 |
1021-7 |
1003-1 |
960-5 |
|
R2 |
988-7 |
988-7 |
957-4 |
|
R1 |
970-1 |
970-1 |
954-4 |
963-0 |
PP |
955-7 |
955-7 |
955-7 |
952-2 |
S1 |
937-1 |
937-1 |
948-4 |
930-0 |
S2 |
922-7 |
922-7 |
945-4 |
|
S3 |
889-7 |
904-1 |
942-3 |
|
S4 |
856-7 |
871-1 |
933-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
986-0 |
941-4 |
44-4 |
4.7% |
11-1 |
1.2% |
22% |
False |
False |
77,959 |
10 |
1024-4 |
941-4 |
83-0 |
8.7% |
14-1 |
1.5% |
12% |
False |
False |
86,581 |
20 |
1074-4 |
941-4 |
133-0 |
14.0% |
15-1 |
1.6% |
8% |
False |
False |
73,847 |
40 |
1083-0 |
941-4 |
141-4 |
14.9% |
17-0 |
1.8% |
7% |
False |
False |
56,731 |
60 |
1083-0 |
941-4 |
141-4 |
14.9% |
17-5 |
1.9% |
7% |
False |
False |
44,369 |
80 |
1083-0 |
890-0 |
193-0 |
20.3% |
16-7 |
1.8% |
32% |
False |
False |
35,915 |
100 |
1083-0 |
890-0 |
193-0 |
20.3% |
15-5 |
1.6% |
32% |
False |
False |
29,918 |
120 |
1083-0 |
890-0 |
193-0 |
20.3% |
15-2 |
1.6% |
32% |
False |
False |
25,595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
989-4 |
2.618 |
976-4 |
1.618 |
968-4 |
1.000 |
963-4 |
0.618 |
960-4 |
HIGH |
955-4 |
0.618 |
952-4 |
0.500 |
951-4 |
0.382 |
950-4 |
LOW |
947-4 |
0.618 |
942-4 |
1.000 |
939-4 |
1.618 |
934-4 |
2.618 |
926-4 |
4.250 |
913-4 |
|
|
Fisher Pivots for day following 22-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
951-4 |
951-1 |
PP |
951-4 |
950-5 |
S1 |
951-4 |
950-2 |
|