CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 28-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
949-0 |
940-0 |
-9-0 |
-0.9% |
977-0 |
| High |
950-4 |
944-0 |
-6-4 |
-0.7% |
980-0 |
| Low |
938-0 |
931-0 |
-7-0 |
-0.7% |
948-0 |
| Close |
938-4 |
941-4 |
3-0 |
0.3% |
959-2 |
| Range |
12-4 |
13-0 |
0-4 |
4.0% |
32-0 |
| ATR |
16-7 |
16-4 |
-0-2 |
-1.6% |
0-0 |
| Volume |
27,761 |
28,807 |
1,046 |
3.8% |
87,959 |
|
| Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
977-7 |
972-5 |
948-5 |
|
| R3 |
964-7 |
959-5 |
945-1 |
|
| R2 |
951-7 |
951-7 |
943-7 |
|
| R1 |
946-5 |
946-5 |
942-6 |
949-2 |
| PP |
938-7 |
938-7 |
938-7 |
940-1 |
| S1 |
933-5 |
933-5 |
940-2 |
936-2 |
| S2 |
925-7 |
925-7 |
939-1 |
|
| S3 |
912-7 |
920-5 |
937-7 |
|
| S4 |
899-7 |
907-5 |
934-3 |
|
|
| 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 |
999-2 |
|
2.618 |
978-0 |
|
1.618 |
965-0 |
|
1.000 |
957-0 |
|
0.618 |
952-0 |
|
HIGH |
944-0 |
|
0.618 |
939-0 |
|
0.500 |
937-4 |
|
0.382 |
936-0 |
|
LOW |
931-0 |
|
0.618 |
923-0 |
|
1.000 |
918-0 |
|
1.618 |
910-0 |
|
2.618 |
897-0 |
|
4.250 |
875-6 |
|
|
| Fisher Pivots for day following 28-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
940-1 |
944-4 |
| PP |
938-7 |
943-4 |
| S1 |
937-4 |
942-4 |
|