CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 12-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1034-0 |
998-0 |
-36-0 |
-3.5% |
1076-0 |
High |
1034-4 |
1000-0 |
-34-4 |
-3.3% |
1078-0 |
Low |
1021-0 |
985-0 |
-36-0 |
-3.5% |
1025-4 |
Close |
1022-6 |
992-6 |
-30-0 |
-2.9% |
1032-2 |
Range |
13-4 |
15-0 |
1-4 |
11.1% |
52-4 |
ATR |
16-2 |
17-6 |
1-4 |
9.4% |
0-0 |
Volume |
13,804 |
10,768 |
-3,036 |
-22.0% |
58,356 |
|
Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1037-5 |
1030-1 |
1001-0 |
|
R3 |
1022-5 |
1015-1 |
996-7 |
|
R2 |
1007-5 |
1007-5 |
995-4 |
|
R1 |
1000-1 |
1000-1 |
994-1 |
996-3 |
PP |
992-5 |
992-5 |
992-5 |
990-6 |
S1 |
985-1 |
985-1 |
991-3 |
981-3 |
S2 |
977-5 |
977-5 |
990-0 |
|
S3 |
962-5 |
970-1 |
988-5 |
|
S4 |
947-5 |
955-1 |
984-4 |
|
|
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 |
1063-6 |
2.618 |
1039-2 |
1.618 |
1024-2 |
1.000 |
1015-0 |
0.618 |
1009-2 |
HIGH |
1000-0 |
0.618 |
994-2 |
0.500 |
992-4 |
0.382 |
990-6 |
LOW |
985-0 |
0.618 |
975-6 |
1.000 |
970-0 |
1.618 |
960-6 |
2.618 |
945-6 |
4.250 |
921-2 |
|
|
Fisher Pivots for day following 12-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
992-5 |
1009-6 |
PP |
992-5 |
1004-1 |
S1 |
992-4 |
998-3 |
|