CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 15-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
997-4 |
988-0 |
-9-4 |
-1.0% |
1029-0 |
High |
998-0 |
995-0 |
-3-0 |
-0.3% |
1029-4 |
Low |
983-0 |
978-0 |
-5-0 |
-0.5% |
978-0 |
Close |
990-6 |
980-2 |
-10-4 |
-1.1% |
980-2 |
Range |
15-0 |
17-0 |
2-0 |
13.3% |
51-4 |
ATR |
18-5 |
18-4 |
-0-1 |
-0.6% |
0-0 |
Volume |
22,719 |
20,290 |
-2,429 |
-10.7% |
103,451 |
|
Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1035-3 |
1024-7 |
989-5 |
|
R3 |
1018-3 |
1007-7 |
984-7 |
|
R2 |
1001-3 |
1001-3 |
983-3 |
|
R1 |
990-7 |
990-7 |
981-6 |
987-5 |
PP |
984-3 |
984-3 |
984-3 |
982-6 |
S1 |
973-7 |
973-7 |
978-6 |
970-5 |
S2 |
967-3 |
967-3 |
977-1 |
|
S3 |
950-3 |
956-7 |
975-5 |
|
S4 |
933-3 |
939-7 |
970-7 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1150-3 |
1116-7 |
1008-5 |
|
R3 |
1098-7 |
1065-3 |
994-3 |
|
R2 |
1047-3 |
1047-3 |
989-6 |
|
R1 |
1013-7 |
1013-7 |
985-0 |
1004-7 |
PP |
995-7 |
995-7 |
995-7 |
991-4 |
S1 |
962-3 |
962-3 |
975-4 |
953-3 |
S2 |
944-3 |
944-3 |
970-6 |
|
S3 |
892-7 |
910-7 |
966-1 |
|
S4 |
841-3 |
859-3 |
951-7 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1067-2 |
2.618 |
1039-4 |
1.618 |
1022-4 |
1.000 |
1012-0 |
0.618 |
1005-4 |
HIGH |
995-0 |
0.618 |
988-4 |
0.500 |
986-4 |
0.382 |
984-4 |
LOW |
978-0 |
0.618 |
967-4 |
1.000 |
961-0 |
1.618 |
950-4 |
2.618 |
933-4 |
4.250 |
905-6 |
|
|
Fisher Pivots for day following 15-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
986-4 |
989-0 |
PP |
984-3 |
986-1 |
S1 |
982-3 |
983-1 |
|