CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 20-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
977-0 |
959-0 |
-18-0 |
-1.8% |
1029-0 |
High |
980-0 |
960-0 |
-20-0 |
-2.0% |
1029-4 |
Low |
970-0 |
948-0 |
-22-0 |
-2.3% |
978-0 |
Close |
970-2 |
956-6 |
-13-4 |
-1.4% |
980-2 |
Range |
10-0 |
12-0 |
2-0 |
20.0% |
51-4 |
ATR |
18-0 |
18-2 |
0-2 |
1.7% |
0-0 |
Volume |
21,084 |
22,699 |
1,615 |
7.7% |
103,451 |
|
Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
990-7 |
985-7 |
963-3 |
|
R3 |
978-7 |
973-7 |
960-0 |
|
R2 |
966-7 |
966-7 |
959-0 |
|
R1 |
961-7 |
961-7 |
957-7 |
958-3 |
PP |
954-7 |
954-7 |
954-7 |
953-2 |
S1 |
949-7 |
949-7 |
955-5 |
946-3 |
S2 |
942-7 |
942-7 |
954-4 |
|
S3 |
930-7 |
937-7 |
953-4 |
|
S4 |
918-7 |
925-7 |
950-1 |
|
|
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 |
1011-0 |
2.618 |
991-3 |
1.618 |
979-3 |
1.000 |
972-0 |
0.618 |
967-3 |
HIGH |
960-0 |
0.618 |
955-3 |
0.500 |
954-0 |
0.382 |
952-5 |
LOW |
948-0 |
0.618 |
940-5 |
1.000 |
936-0 |
1.618 |
928-5 |
2.618 |
916-5 |
4.250 |
897-0 |
|
|
Fisher Pivots for day following 20-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
955-7 |
971-4 |
PP |
954-7 |
966-5 |
S1 |
954-0 |
961-5 |
|