CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 21-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
959-0 |
956-0 |
-3-0 |
-0.3% |
1029-0 |
| High |
960-0 |
965-0 |
5-0 |
0.5% |
1029-4 |
| Low |
948-0 |
956-0 |
8-0 |
0.8% |
978-0 |
| Close |
956-6 |
961-0 |
4-2 |
0.4% |
980-2 |
| Range |
12-0 |
9-0 |
-3-0 |
-25.0% |
51-4 |
| ATR |
18-2 |
17-5 |
-0-5 |
-3.6% |
0-0 |
| Volume |
22,699 |
28,918 |
6,219 |
27.4% |
103,451 |
|
| Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
987-5 |
983-3 |
966-0 |
|
| R3 |
978-5 |
974-3 |
963-4 |
|
| R2 |
969-5 |
969-5 |
962-5 |
|
| R1 |
965-3 |
965-3 |
961-7 |
967-4 |
| PP |
960-5 |
960-5 |
960-5 |
961-6 |
| S1 |
956-3 |
956-3 |
960-1 |
958-4 |
| S2 |
951-5 |
951-5 |
959-3 |
|
| S3 |
942-5 |
947-3 |
958-4 |
|
| S4 |
933-5 |
938-3 |
956-0 |
|
|
| 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 |
1003-2 |
|
2.618 |
988-4 |
|
1.618 |
979-4 |
|
1.000 |
974-0 |
|
0.618 |
970-4 |
|
HIGH |
965-0 |
|
0.618 |
961-4 |
|
0.500 |
960-4 |
|
0.382 |
959-4 |
|
LOW |
956-0 |
|
0.618 |
950-4 |
|
1.000 |
947-0 |
|
1.618 |
941-4 |
|
2.618 |
932-4 |
|
4.250 |
917-6 |
|
|
| Fisher Pivots for day following 21-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
960-7 |
964-0 |
| PP |
960-5 |
963-0 |
| S1 |
960-4 |
962-0 |
|