CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 11-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1025-0 |
1029-0 |
4-0 |
0.4% |
1071-0 |
High |
1028-0 |
1029-4 |
1-4 |
0.1% |
1076-0 |
Low |
1020-0 |
1013-0 |
-7-0 |
-0.7% |
1020-0 |
Close |
1027-6 |
1017-2 |
-10-4 |
-1.0% |
1027-6 |
Range |
8-0 |
16-4 |
8-4 |
106.3% |
56-0 |
ATR |
17-2 |
17-1 |
0-0 |
-0.3% |
0-0 |
Volume |
15,259 |
17,166 |
1,907 |
12.5% |
65,529 |
|
Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1069-3 |
1059-7 |
1026-3 |
|
R3 |
1052-7 |
1043-3 |
1021-6 |
|
R2 |
1036-3 |
1036-3 |
1020-2 |
|
R1 |
1026-7 |
1026-7 |
1018-6 |
1023-3 |
PP |
1019-7 |
1019-7 |
1019-7 |
1018-2 |
S1 |
1010-3 |
1010-3 |
1015-6 |
1006-7 |
S2 |
1003-3 |
1003-3 |
1014-2 |
|
S3 |
986-7 |
993-7 |
1012-6 |
|
S4 |
970-3 |
977-3 |
1008-1 |
|
|
Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1209-2 |
1174-4 |
1058-4 |
|
R3 |
1153-2 |
1118-4 |
1043-1 |
|
R2 |
1097-2 |
1097-2 |
1038-0 |
|
R1 |
1062-4 |
1062-4 |
1032-7 |
1051-7 |
PP |
1041-2 |
1041-2 |
1041-2 |
1036-0 |
S1 |
1006-4 |
1006-4 |
1022-5 |
995-7 |
S2 |
985-2 |
985-2 |
1017-4 |
|
S3 |
929-2 |
950-4 |
1012-3 |
|
S4 |
873-2 |
894-4 |
997-0 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1099-5 |
2.618 |
1072-6 |
1.618 |
1056-2 |
1.000 |
1046-0 |
0.618 |
1039-6 |
HIGH |
1029-4 |
0.618 |
1023-2 |
0.500 |
1021-2 |
0.382 |
1019-2 |
LOW |
1013-0 |
0.618 |
1002-6 |
1.000 |
996-4 |
1.618 |
986-2 |
2.618 |
969-6 |
4.250 |
942-7 |
|
|
Fisher Pivots for day following 11-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1021-2 |
1031-4 |
PP |
1019-7 |
1026-6 |
S1 |
1018-5 |
1022-0 |
|