CME Pit-Traded Soybean Future September 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 |
1012-4 |
1003-4 |
-9-0 |
-0.9% |
1040-0 |
High |
1012-4 |
1003-4 |
-9-0 |
-0.9% |
1041-0 |
Low |
1012-4 |
1003-4 |
-9-0 |
-0.9% |
1012-4 |
Close |
1012-4 |
1003-4 |
-9-0 |
-0.9% |
1012-4 |
Range |
|
|
|
|
|
ATR |
9-1 |
9-1 |
0-0 |
-0.1% |
0-0 |
Volume |
434 |
137 |
-297 |
-68.4% |
834 |
|
Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1003-4 |
1003-4 |
1003-4 |
|
R3 |
1003-4 |
1003-4 |
1003-4 |
|
R2 |
1003-4 |
1003-4 |
1003-4 |
|
R1 |
1003-4 |
1003-4 |
1003-4 |
1003-4 |
PP |
1003-4 |
1003-4 |
1003-4 |
1003-4 |
S1 |
1003-4 |
1003-4 |
1003-4 |
1003-4 |
S2 |
1003-4 |
1003-4 |
1003-4 |
|
S3 |
1003-4 |
1003-4 |
1003-4 |
|
S4 |
1003-4 |
1003-4 |
1003-4 |
|
|
Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1107-4 |
1088-4 |
1028-1 |
|
R3 |
1079-0 |
1060-0 |
1020-3 |
|
R2 |
1050-4 |
1050-4 |
1017-6 |
|
R1 |
1031-4 |
1031-4 |
1015-1 |
1026-6 |
PP |
1022-0 |
1022-0 |
1022-0 |
1019-5 |
S1 |
1003-0 |
1003-0 |
1009-7 |
998-2 |
S2 |
993-4 |
993-4 |
1007-2 |
|
S3 |
965-0 |
974-4 |
1004-5 |
|
S4 |
936-4 |
946-0 |
996-7 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1003-4 |
2.618 |
1003-4 |
1.618 |
1003-4 |
1.000 |
1003-4 |
0.618 |
1003-4 |
HIGH |
1003-4 |
0.618 |
1003-4 |
0.500 |
1003-4 |
0.382 |
1003-4 |
LOW |
1003-4 |
0.618 |
1003-4 |
1.000 |
1003-4 |
1.618 |
1003-4 |
2.618 |
1003-4 |
4.250 |
1003-4 |
|
|
Fisher Pivots for day following 11-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1003-4 |
1009-2 |
PP |
1003-4 |
1007-3 |
S1 |
1003-4 |
1005-3 |
|