CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 29-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
940-0 |
942-0 |
2-0 |
0.2% |
957-4 |
High |
944-0 |
944-4 |
0-4 |
0.1% |
960-0 |
Low |
931-0 |
925-0 |
-6-0 |
-0.6% |
925-0 |
Close |
941-4 |
924-6 |
-16-6 |
-1.8% |
924-6 |
Range |
13-0 |
19-4 |
6-4 |
50.0% |
35-0 |
ATR |
16-4 |
16-6 |
0-2 |
1.3% |
0-0 |
Volume |
28,807 |
34,016 |
5,209 |
18.1% |
132,398 |
|
Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
989-7 |
976-7 |
935-4 |
|
R3 |
970-3 |
957-3 |
930-1 |
|
R2 |
950-7 |
950-7 |
928-3 |
|
R1 |
937-7 |
937-7 |
926-4 |
934-5 |
PP |
931-3 |
931-3 |
931-3 |
929-6 |
S1 |
918-3 |
918-3 |
923-0 |
915-1 |
S2 |
911-7 |
911-7 |
921-1 |
|
S3 |
892-3 |
898-7 |
919-3 |
|
S4 |
872-7 |
879-3 |
914-0 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1041-5 |
1018-1 |
944-0 |
|
R3 |
1006-5 |
983-1 |
934-3 |
|
R2 |
971-5 |
971-5 |
931-1 |
|
R1 |
948-1 |
948-1 |
928-0 |
942-3 |
PP |
936-5 |
936-5 |
936-5 |
933-6 |
S1 |
913-1 |
913-1 |
921-4 |
907-3 |
S2 |
901-5 |
901-5 |
918-3 |
|
S3 |
866-5 |
878-1 |
915-1 |
|
S4 |
831-5 |
843-1 |
905-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
960-0 |
925-0 |
35-0 |
3.8% |
15-3 |
1.7% |
-1% |
False |
True |
26,479 |
10 |
995-0 |
925-0 |
70-0 |
7.6% |
13-1 |
1.4% |
0% |
False |
True |
24,064 |
20 |
1076-0 |
925-0 |
151-0 |
16.3% |
13-7 |
1.5% |
0% |
False |
True |
19,808 |
40 |
1079-4 |
925-0 |
154-4 |
16.7% |
14-3 |
1.6% |
0% |
False |
True |
15,469 |
60 |
1087-4 |
925-0 |
162-4 |
17.6% |
15-0 |
1.6% |
0% |
False |
True |
13,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1027-3 |
2.618 |
995-4 |
1.618 |
976-0 |
1.000 |
964-0 |
0.618 |
956-4 |
HIGH |
944-4 |
0.618 |
937-0 |
0.500 |
934-6 |
0.382 |
932-4 |
LOW |
925-0 |
0.618 |
913-0 |
1.000 |
905-4 |
1.618 |
893-4 |
2.618 |
874-0 |
4.250 |
842-1 |
|
|
Fisher Pivots for day following 29-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
934-6 |
937-6 |
PP |
931-3 |
933-3 |
S1 |
928-1 |
929-1 |
|