CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 04-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1057-0 |
1071-0 |
14-0 |
1.3% |
1025-4 |
| High |
1066-0 |
1076-0 |
10-0 |
0.9% |
1066-0 |
| Low |
1052-4 |
1056-0 |
3-4 |
0.3% |
1025-4 |
| Close |
1053-6 |
1062-4 |
8-6 |
0.8% |
1053-6 |
| Range |
13-4 |
20-0 |
6-4 |
48.1% |
40-4 |
| ATR |
17-3 |
17-5 |
0-3 |
2.0% |
0-0 |
| Volume |
6,842 |
12,231 |
5,389 |
78.8% |
28,767 |
|
| Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1124-7 |
1113-5 |
1073-4 |
|
| R3 |
1104-7 |
1093-5 |
1068-0 |
|
| R2 |
1084-7 |
1084-7 |
1066-1 |
|
| R1 |
1073-5 |
1073-5 |
1064-3 |
1069-2 |
| PP |
1064-7 |
1064-7 |
1064-7 |
1062-5 |
| S1 |
1053-5 |
1053-5 |
1060-5 |
1049-2 |
| S2 |
1044-7 |
1044-7 |
1058-7 |
|
| S3 |
1024-7 |
1033-5 |
1057-0 |
|
| S4 |
1004-7 |
1013-5 |
1051-4 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1169-7 |
1152-3 |
1076-0 |
|
| R3 |
1129-3 |
1111-7 |
1064-7 |
|
| R2 |
1088-7 |
1088-7 |
1061-1 |
|
| R1 |
1071-3 |
1071-3 |
1057-4 |
1080-1 |
| PP |
1048-3 |
1048-3 |
1048-3 |
1052-6 |
| S1 |
1030-7 |
1030-7 |
1050-0 |
1039-5 |
| S2 |
1007-7 |
1007-7 |
1046-3 |
|
| S3 |
967-3 |
990-3 |
1042-5 |
|
| S4 |
926-7 |
949-7 |
1031-4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1161-0 |
|
2.618 |
1128-3 |
|
1.618 |
1108-3 |
|
1.000 |
1096-0 |
|
0.618 |
1088-3 |
|
HIGH |
1076-0 |
|
0.618 |
1068-3 |
|
0.500 |
1066-0 |
|
0.382 |
1063-5 |
|
LOW |
1056-0 |
|
0.618 |
1043-5 |
|
1.000 |
1036-0 |
|
1.618 |
1023-5 |
|
2.618 |
1003-5 |
|
4.250 |
971-0 |
|
|
| Fisher Pivots for day following 04-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1066-0 |
1061-3 |
| PP |
1064-7 |
1060-1 |
| S1 |
1063-5 |
1059-0 |
|