CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 15-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1004-4 |
992-0 |
-12-4 |
-1.2% |
1034-0 |
High |
1005-4 |
995-4 |
-10-0 |
-1.0% |
1034-4 |
Low |
988-0 |
983-2 |
-4-6 |
-0.5% |
983-2 |
Close |
996-0 |
984-4 |
-11-4 |
-1.2% |
984-4 |
Range |
17-4 |
12-2 |
-5-2 |
-30.0% |
51-2 |
ATR |
17-7 |
17-4 |
-0-3 |
-2.1% |
0-0 |
Volume |
20,902 |
22,734 |
1,832 |
8.8% |
97,670 |
|
Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1024-4 |
1016-6 |
991-2 |
|
R3 |
1012-2 |
1004-4 |
987-7 |
|
R2 |
1000-0 |
1000-0 |
986-6 |
|
R1 |
992-2 |
992-2 |
985-5 |
990-0 |
PP |
987-6 |
987-6 |
987-6 |
986-5 |
S1 |
980-0 |
980-0 |
983-3 |
977-6 |
S2 |
975-4 |
975-4 |
982-2 |
|
S3 |
963-2 |
967-6 |
981-1 |
|
S4 |
951-0 |
955-4 |
977-6 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1154-4 |
1120-6 |
1012-6 |
|
R3 |
1103-2 |
1069-4 |
998-5 |
|
R2 |
1052-0 |
1052-0 |
993-7 |
|
R1 |
1018-2 |
1018-2 |
989-2 |
1009-4 |
PP |
1000-6 |
1000-6 |
1000-6 |
996-3 |
S1 |
967-0 |
967-0 |
979-6 |
958-2 |
S2 |
949-4 |
949-4 |
975-1 |
|
S3 |
898-2 |
915-6 |
970-3 |
|
S4 |
847-0 |
864-4 |
956-2 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1047-4 |
2.618 |
1027-5 |
1.618 |
1015-3 |
1.000 |
1007-6 |
0.618 |
1003-1 |
HIGH |
995-4 |
0.618 |
990-7 |
0.500 |
989-3 |
0.382 |
987-7 |
LOW |
983-2 |
0.618 |
975-5 |
1.000 |
971-0 |
1.618 |
963-3 |
2.618 |
951-1 |
4.250 |
931-2 |
|
|
Fisher Pivots for day following 15-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
989-3 |
994-3 |
PP |
987-6 |
991-1 |
S1 |
986-1 |
987-6 |
|