CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 19-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
988-0 |
977-0 |
-11-0 |
-1.1% |
1029-0 |
| High |
995-0 |
980-0 |
-15-0 |
-1.5% |
1029-4 |
| Low |
978-0 |
970-0 |
-8-0 |
-0.8% |
978-0 |
| Close |
980-2 |
970-2 |
-10-0 |
-1.0% |
980-2 |
| Range |
17-0 |
10-0 |
-7-0 |
-41.2% |
51-4 |
| ATR |
18-4 |
18-0 |
-0-5 |
-3.2% |
0-0 |
| Volume |
20,290 |
21,084 |
794 |
3.9% |
103,451 |
|
| Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1003-3 |
996-7 |
975-6 |
|
| R3 |
993-3 |
986-7 |
973-0 |
|
| R2 |
983-3 |
983-3 |
972-1 |
|
| R1 |
976-7 |
976-7 |
971-1 |
975-1 |
| PP |
973-3 |
973-3 |
973-3 |
972-4 |
| S1 |
966-7 |
966-7 |
969-3 |
965-1 |
| S2 |
963-3 |
963-3 |
968-3 |
|
| S3 |
953-3 |
956-7 |
967-4 |
|
| S4 |
943-3 |
946-7 |
964-6 |
|
|
| 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 |
1022-4 |
|
2.618 |
1006-1 |
|
1.618 |
996-1 |
|
1.000 |
990-0 |
|
0.618 |
986-1 |
|
HIGH |
980-0 |
|
0.618 |
976-1 |
|
0.500 |
975-0 |
|
0.382 |
973-7 |
|
LOW |
970-0 |
|
0.618 |
963-7 |
|
1.000 |
960-0 |
|
1.618 |
953-7 |
|
2.618 |
943-7 |
|
4.250 |
927-4 |
|
|
| Fisher Pivots for day following 19-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
975-0 |
984-0 |
| PP |
973-3 |
979-3 |
| S1 |
971-7 |
974-7 |
|