CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 05-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1071-0 |
1061-4 |
-9-4 |
-0.9% |
1025-4 |
| High |
1076-0 |
1066-0 |
-10-0 |
-0.9% |
1066-0 |
| Low |
1056-0 |
1057-0 |
1-0 |
0.1% |
1025-4 |
| Close |
1062-4 |
1064-6 |
2-2 |
0.2% |
1053-6 |
| Range |
20-0 |
9-0 |
-11-0 |
-55.0% |
40-4 |
| ATR |
17-5 |
17-0 |
-0-5 |
-3.5% |
0-0 |
| Volume |
12,231 |
14,647 |
2,416 |
19.8% |
28,767 |
|
| Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1089-5 |
1086-1 |
1069-6 |
|
| R3 |
1080-5 |
1077-1 |
1067-2 |
|
| R2 |
1071-5 |
1071-5 |
1066-3 |
|
| R1 |
1068-1 |
1068-1 |
1065-5 |
1069-7 |
| PP |
1062-5 |
1062-5 |
1062-5 |
1063-4 |
| S1 |
1059-1 |
1059-1 |
1063-7 |
1060-7 |
| S2 |
1053-5 |
1053-5 |
1063-1 |
|
| S3 |
1044-5 |
1050-1 |
1062-2 |
|
| S4 |
1035-5 |
1041-1 |
1059-6 |
|
|
| 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 |
1104-2 |
|
2.618 |
1089-4 |
|
1.618 |
1080-4 |
|
1.000 |
1075-0 |
|
0.618 |
1071-4 |
|
HIGH |
1066-0 |
|
0.618 |
1062-4 |
|
0.500 |
1061-4 |
|
0.382 |
1060-4 |
|
LOW |
1057-0 |
|
0.618 |
1051-4 |
|
1.000 |
1048-0 |
|
1.618 |
1042-4 |
|
2.618 |
1033-4 |
|
4.250 |
1018-6 |
|
|
| Fisher Pivots for day following 05-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1063-5 |
1064-5 |
| PP |
1062-5 |
1064-3 |
| S1 |
1061-4 |
1064-2 |
|