CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 27-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
941-0 |
949-0 |
8-0 |
0.9% |
977-0 |
High |
958-0 |
950-4 |
-7-4 |
-0.8% |
980-0 |
Low |
941-0 |
938-0 |
-3-0 |
-0.3% |
948-0 |
Close |
957-0 |
938-4 |
-18-4 |
-1.9% |
959-2 |
Range |
17-0 |
12-4 |
-4-4 |
-26.5% |
32-0 |
ATR |
16-5 |
16-7 |
0-1 |
1.0% |
0-0 |
Volume |
26,346 |
27,761 |
1,415 |
5.4% |
87,959 |
|
Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
979-7 |
971-5 |
945-3 |
|
R3 |
967-3 |
959-1 |
942-0 |
|
R2 |
954-7 |
954-7 |
940-6 |
|
R1 |
946-5 |
946-5 |
939-5 |
944-4 |
PP |
942-3 |
942-3 |
942-3 |
941-2 |
S1 |
934-1 |
934-1 |
937-3 |
932-0 |
S2 |
929-7 |
929-7 |
936-2 |
|
S3 |
917-3 |
921-5 |
935-0 |
|
S4 |
904-7 |
909-1 |
931-5 |
|
|
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 |
1003-5 |
2.618 |
983-2 |
1.618 |
970-6 |
1.000 |
963-0 |
0.618 |
958-2 |
HIGH |
950-4 |
0.618 |
945-6 |
0.500 |
944-2 |
0.382 |
942-6 |
LOW |
938-0 |
0.618 |
930-2 |
1.000 |
925-4 |
1.618 |
917-6 |
2.618 |
905-2 |
4.250 |
884-7 |
|
|
Fisher Pivots for day following 27-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
944-2 |
949-0 |
PP |
942-3 |
945-4 |
S1 |
940-3 |
942-0 |
|