CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 12-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1029-0 |
987-0 |
-42-0 |
-4.1% |
1071-0 |
High |
1029-4 |
993-0 |
-36-4 |
-3.5% |
1076-0 |
Low |
1013-0 |
978-0 |
-35-0 |
-3.5% |
1020-0 |
Close |
1017-2 |
985-6 |
-31-4 |
-3.1% |
1027-6 |
Range |
16-4 |
15-0 |
-1-4 |
-9.1% |
56-0 |
ATR |
17-1 |
18-6 |
1-5 |
9.2% |
0-0 |
Volume |
17,166 |
13,949 |
-3,217 |
-18.7% |
65,529 |
|
Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1030-5 |
1023-1 |
994-0 |
|
R3 |
1015-5 |
1008-1 |
989-7 |
|
R2 |
1000-5 |
1000-5 |
988-4 |
|
R1 |
993-1 |
993-1 |
987-1 |
989-3 |
PP |
985-5 |
985-5 |
985-5 |
983-6 |
S1 |
978-1 |
978-1 |
984-3 |
974-3 |
S2 |
970-5 |
970-5 |
983-0 |
|
S3 |
955-5 |
963-1 |
981-5 |
|
S4 |
940-5 |
948-1 |
977-4 |
|
|
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 |
1056-6 |
2.618 |
1032-2 |
1.618 |
1017-2 |
1.000 |
1008-0 |
0.618 |
1002-2 |
HIGH |
993-0 |
0.618 |
987-2 |
0.500 |
985-4 |
0.382 |
983-6 |
LOW |
978-0 |
0.618 |
968-6 |
1.000 |
963-0 |
1.618 |
953-6 |
2.618 |
938-6 |
4.250 |
914-2 |
|
|
Fisher Pivots for day following 12-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
985-5 |
1003-6 |
PP |
985-5 |
997-6 |
S1 |
985-4 |
991-6 |
|