CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 22-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
956-0 |
958-0 |
2-0 |
0.2% |
977-0 |
| High |
965-0 |
962-0 |
-3-0 |
-0.3% |
980-0 |
| Low |
956-0 |
956-0 |
0-0 |
0.0% |
948-0 |
| Close |
961-0 |
959-2 |
-1-6 |
-0.2% |
959-2 |
| Range |
9-0 |
6-0 |
-3-0 |
-33.3% |
32-0 |
| ATR |
17-5 |
16-6 |
-0-7 |
-4.7% |
0-0 |
| Volume |
28,918 |
15,258 |
-13,660 |
-47.2% |
87,959 |
|
| Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
977-1 |
974-1 |
962-4 |
|
| R3 |
971-1 |
968-1 |
960-7 |
|
| R2 |
965-1 |
965-1 |
960-3 |
|
| R1 |
962-1 |
962-1 |
959-6 |
963-5 |
| PP |
959-1 |
959-1 |
959-1 |
959-6 |
| S1 |
956-1 |
956-1 |
958-6 |
957-5 |
| S2 |
953-1 |
953-1 |
958-1 |
|
| S3 |
947-1 |
950-1 |
957-5 |
|
| S4 |
941-1 |
944-1 |
956-0 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1058-3 |
1040-7 |
976-7 |
|
| R3 |
1026-3 |
1008-7 |
968-0 |
|
| R2 |
994-3 |
994-3 |
965-1 |
|
| R1 |
976-7 |
976-7 |
962-1 |
969-5 |
| PP |
962-3 |
962-3 |
962-3 |
958-6 |
| S1 |
944-7 |
944-7 |
956-3 |
937-5 |
| S2 |
930-3 |
930-3 |
953-3 |
|
| S3 |
898-3 |
912-7 |
950-4 |
|
| S4 |
866-3 |
880-7 |
941-5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
987-4 |
|
2.618 |
977-6 |
|
1.618 |
971-6 |
|
1.000 |
968-0 |
|
0.618 |
965-6 |
|
HIGH |
962-0 |
|
0.618 |
959-6 |
|
0.500 |
959-0 |
|
0.382 |
958-2 |
|
LOW |
956-0 |
|
0.618 |
952-2 |
|
1.000 |
950-0 |
|
1.618 |
946-2 |
|
2.618 |
940-2 |
|
4.250 |
930-4 |
|
|
| Fisher Pivots for day following 22-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
959-1 |
958-3 |
| PP |
959-1 |
957-3 |
| S1 |
959-0 |
956-4 |
|