CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 20-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
951-0 |
940-0 |
-11-0 |
-1.2% |
1003-4 |
High |
951-0 |
940-0 |
-11-0 |
-1.2% |
1003-4 |
Low |
951-0 |
935-0 |
-16-0 |
-1.7% |
958-2 |
Close |
951-0 |
941-4 |
-9-4 |
-1.0% |
958-2 |
Range |
0-0 |
5-0 |
5-0 |
|
45-2 |
ATR |
10-5 |
11-0 |
0-3 |
3.6% |
0-0 |
Volume |
487 |
256 |
-231 |
-47.4% |
1,950 |
|
Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
953-7 |
952-5 |
944-2 |
|
R3 |
948-7 |
947-5 |
942-7 |
|
R2 |
943-7 |
943-7 |
942-3 |
|
R1 |
942-5 |
942-5 |
942-0 |
943-2 |
PP |
938-7 |
938-7 |
938-7 |
939-1 |
S1 |
937-5 |
937-5 |
941-0 |
938-2 |
S2 |
933-7 |
933-7 |
940-5 |
|
S3 |
928-7 |
932-5 |
940-1 |
|
S4 |
923-7 |
927-5 |
938-6 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1109-1 |
1078-7 |
983-1 |
|
R3 |
1063-7 |
1033-5 |
970-6 |
|
R2 |
1018-5 |
1018-5 |
966-4 |
|
R1 |
988-3 |
988-3 |
962-3 |
980-7 |
PP |
973-3 |
973-3 |
973-3 |
969-4 |
S1 |
943-1 |
943-1 |
954-1 |
935-5 |
S2 |
928-1 |
928-1 |
950-0 |
|
S3 |
882-7 |
897-7 |
945-6 |
|
S4 |
837-5 |
852-5 |
933-3 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
961-2 |
2.618 |
953-1 |
1.618 |
948-1 |
1.000 |
945-0 |
0.618 |
943-1 |
HIGH |
940-0 |
0.618 |
938-1 |
0.500 |
937-4 |
0.382 |
936-7 |
LOW |
935-0 |
0.618 |
931-7 |
1.000 |
930-0 |
1.618 |
926-7 |
2.618 |
921-7 |
4.250 |
913-6 |
|
|
Fisher Pivots for day following 20-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
940-1 |
946-5 |
PP |
938-7 |
944-7 |
S1 |
937-4 |
943-2 |
|