CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 06-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1061-4 |
1065-0 |
3-4 |
0.3% |
1025-4 |
| High |
1066-0 |
1065-0 |
-1-0 |
-0.1% |
1066-0 |
| Low |
1057-0 |
1056-0 |
-1-0 |
-0.1% |
1025-4 |
| Close |
1064-6 |
1063-0 |
-1-6 |
-0.2% |
1053-6 |
| Range |
9-0 |
9-0 |
0-0 |
0.0% |
40-4 |
| ATR |
17-0 |
16-4 |
-0-5 |
-3.4% |
0-0 |
| Volume |
14,647 |
11,685 |
-2,962 |
-20.2% |
28,767 |
|
| Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1088-3 |
1084-5 |
1068-0 |
|
| R3 |
1079-3 |
1075-5 |
1065-4 |
|
| R2 |
1070-3 |
1070-3 |
1064-5 |
|
| R1 |
1066-5 |
1066-5 |
1063-7 |
1064-0 |
| PP |
1061-3 |
1061-3 |
1061-3 |
1060-0 |
| S1 |
1057-5 |
1057-5 |
1062-1 |
1055-0 |
| S2 |
1052-3 |
1052-3 |
1061-3 |
|
| S3 |
1043-3 |
1048-5 |
1060-4 |
|
| S4 |
1034-3 |
1039-5 |
1058-0 |
|
|
| 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 |
1103-2 |
|
2.618 |
1088-4 |
|
1.618 |
1079-4 |
|
1.000 |
1074-0 |
|
0.618 |
1070-4 |
|
HIGH |
1065-0 |
|
0.618 |
1061-4 |
|
0.500 |
1060-4 |
|
0.382 |
1059-4 |
|
LOW |
1056-0 |
|
0.618 |
1050-4 |
|
1.000 |
1047-0 |
|
1.618 |
1041-4 |
|
2.618 |
1032-4 |
|
4.250 |
1017-6 |
|
|
| Fisher Pivots for day following 06-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1062-1 |
1066-0 |
| PP |
1061-3 |
1065-0 |
| S1 |
1060-4 |
1064-0 |
|