CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 11-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1029-0 |
1034-0 |
5-0 |
0.5% |
1076-0 |
High |
1032-0 |
1034-4 |
2-4 |
0.2% |
1078-0 |
Low |
1025-4 |
1021-0 |
-4-4 |
-0.4% |
1025-4 |
Close |
1032-2 |
1022-6 |
-9-4 |
-0.9% |
1032-2 |
Range |
6-4 |
13-4 |
7-0 |
107.7% |
52-4 |
ATR |
16-4 |
16-2 |
-0-2 |
-1.3% |
0-0 |
Volume |
16,188 |
13,804 |
-2,384 |
-14.7% |
58,356 |
|
Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1066-5 |
1058-1 |
1030-1 |
|
R3 |
1053-1 |
1044-5 |
1026-4 |
|
R2 |
1039-5 |
1039-5 |
1025-2 |
|
R1 |
1031-1 |
1031-1 |
1024-0 |
1028-5 |
PP |
1026-1 |
1026-1 |
1026-1 |
1024-6 |
S1 |
1017-5 |
1017-5 |
1021-4 |
1015-1 |
S2 |
1012-5 |
1012-5 |
1020-2 |
|
S3 |
999-1 |
1004-1 |
1019-0 |
|
S4 |
985-5 |
990-5 |
1015-3 |
|
|
Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1202-6 |
1170-0 |
1061-1 |
|
R3 |
1150-2 |
1117-4 |
1046-6 |
|
R2 |
1097-6 |
1097-6 |
1041-7 |
|
R1 |
1065-0 |
1065-0 |
1037-0 |
1055-1 |
PP |
1045-2 |
1045-2 |
1045-2 |
1040-2 |
S1 |
1012-4 |
1012-4 |
1027-4 |
1002-5 |
S2 |
992-6 |
992-6 |
1022-5 |
|
S3 |
940-2 |
960-0 |
1017-6 |
|
S4 |
887-6 |
907-4 |
1003-3 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1091-7 |
2.618 |
1069-7 |
1.618 |
1056-3 |
1.000 |
1048-0 |
0.618 |
1042-7 |
HIGH |
1034-4 |
0.618 |
1029-3 |
0.500 |
1027-6 |
0.382 |
1026-1 |
LOW |
1021-0 |
0.618 |
1012-5 |
1.000 |
1007-4 |
1.618 |
999-1 |
2.618 |
985-5 |
4.250 |
963-5 |
|
|
Fisher Pivots for day following 11-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1027-6 |
1037-0 |
PP |
1026-1 |
1032-2 |
S1 |
1024-3 |
1027-4 |
|