CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 29-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
931-0 |
933-0 |
2-0 |
0.2% |
951-0 |
High |
935-4 |
935-0 |
-0-4 |
-0.1% |
953-0 |
Low |
921-4 |
913-0 |
-8-4 |
-0.9% |
913-0 |
Close |
931-6 |
914-0 |
-17-6 |
-1.9% |
914-0 |
Range |
14-0 |
22-0 |
8-0 |
57.1% |
40-0 |
ATR |
17-6 |
18-1 |
0-2 |
1.7% |
0-0 |
Volume |
73,154 |
82,360 |
9,206 |
12.6% |
364,007 |
|
Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
986-5 |
972-3 |
926-1 |
|
R3 |
964-5 |
950-3 |
920-0 |
|
R2 |
942-5 |
942-5 |
918-0 |
|
R1 |
928-3 |
928-3 |
916-0 |
924-4 |
PP |
920-5 |
920-5 |
920-5 |
918-6 |
S1 |
906-3 |
906-3 |
912-0 |
902-4 |
S2 |
898-5 |
898-5 |
910-0 |
|
S3 |
876-5 |
884-3 |
908-0 |
|
S4 |
854-5 |
862-3 |
901-7 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1046-5 |
1020-3 |
936-0 |
|
R3 |
1006-5 |
980-3 |
925-0 |
|
R2 |
966-5 |
966-5 |
921-3 |
|
R1 |
940-3 |
940-3 |
917-5 |
933-4 |
PP |
926-5 |
926-5 |
926-5 |
923-2 |
S1 |
900-3 |
900-3 |
910-3 |
893-4 |
S2 |
886-5 |
886-5 |
906-5 |
|
S3 |
846-5 |
860-3 |
903-0 |
|
S4 |
806-5 |
820-3 |
892-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
953-0 |
913-0 |
40-0 |
4.4% |
16-6 |
1.8% |
3% |
False |
True |
72,801 |
10 |
986-0 |
913-0 |
73-0 |
8.0% |
13-7 |
1.5% |
1% |
False |
True |
75,380 |
20 |
1074-4 |
913-0 |
161-4 |
17.7% |
15-5 |
1.7% |
1% |
False |
True |
80,128 |
40 |
1077-0 |
913-0 |
164-0 |
17.9% |
17-0 |
1.9% |
1% |
False |
True |
62,744 |
60 |
1083-0 |
913-0 |
170-0 |
18.6% |
17-6 |
1.9% |
1% |
False |
True |
49,300 |
80 |
1083-0 |
900-0 |
183-0 |
20.0% |
17-2 |
1.9% |
8% |
False |
False |
40,080 |
100 |
1083-0 |
890-0 |
193-0 |
21.1% |
15-6 |
1.7% |
12% |
False |
False |
33,339 |
120 |
1083-0 |
890-0 |
193-0 |
21.1% |
15-2 |
1.7% |
12% |
False |
False |
28,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1028-4 |
2.618 |
992-5 |
1.618 |
970-5 |
1.000 |
957-0 |
0.618 |
948-5 |
HIGH |
935-0 |
0.618 |
926-5 |
0.500 |
924-0 |
0.382 |
921-3 |
LOW |
913-0 |
0.618 |
899-3 |
1.000 |
891-0 |
1.618 |
877-3 |
2.618 |
855-3 |
4.250 |
819-4 |
|
|
Fisher Pivots for day following 29-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
924-0 |
927-6 |
PP |
920-5 |
923-1 |
S1 |
917-3 |
918-5 |
|