CME Pit-Traded Soybean Future July 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 |
948-0 |
956-0 |
8-0 |
0.8% |
981-4 |
| High |
965-0 |
958-0 |
-7-0 |
-0.7% |
983-0 |
| Low |
948-0 |
945-4 |
-2-4 |
-0.3% |
953-0 |
| Close |
964-0 |
945-4 |
-18-4 |
-1.9% |
964-6 |
| Range |
17-0 |
12-4 |
-4-4 |
-26.5% |
30-0 |
| ATR |
15-7 |
16-0 |
0-2 |
1.2% |
0-0 |
| Volume |
15,063 |
21,659 |
6,596 |
43.8% |
88,321 |
|
| Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
987-1 |
978-7 |
952-3 |
|
| R3 |
974-5 |
966-3 |
949-0 |
|
| R2 |
962-1 |
962-1 |
947-6 |
|
| R1 |
953-7 |
953-7 |
946-5 |
951-6 |
| PP |
949-5 |
949-5 |
949-5 |
948-5 |
| S1 |
941-3 |
941-3 |
944-3 |
939-2 |
| S2 |
937-1 |
937-1 |
943-2 |
|
| S3 |
924-5 |
928-7 |
942-0 |
|
| S4 |
912-1 |
916-3 |
938-5 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1056-7 |
1040-7 |
981-2 |
|
| R3 |
1026-7 |
1010-7 |
973-0 |
|
| R2 |
996-7 |
996-7 |
970-2 |
|
| R1 |
980-7 |
980-7 |
967-4 |
973-7 |
| PP |
966-7 |
966-7 |
966-7 |
963-4 |
| S1 |
950-7 |
950-7 |
962-0 |
943-7 |
| S2 |
936-7 |
936-7 |
959-2 |
|
| S3 |
906-7 |
920-7 |
956-4 |
|
| S4 |
876-7 |
890-7 |
948-2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1011-1 |
|
2.618 |
990-6 |
|
1.618 |
978-2 |
|
1.000 |
970-4 |
|
0.618 |
965-6 |
|
HIGH |
958-0 |
|
0.618 |
953-2 |
|
0.500 |
951-6 |
|
0.382 |
950-2 |
|
LOW |
945-4 |
|
0.618 |
937-6 |
|
1.000 |
933-0 |
|
1.618 |
925-2 |
|
2.618 |
912-6 |
|
4.250 |
892-3 |
|
|
| Fisher Pivots for day following 27-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
951-6 |
955-2 |
| PP |
949-5 |
952-0 |
| S1 |
947-5 |
948-6 |
|