CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 06-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1058-0 |
1061-0 |
3-0 |
0.3% |
1020-0 |
| High |
1064-4 |
1062-0 |
-2-4 |
-0.2% |
1061-4 |
| Low |
1051-0 |
1051-0 |
0-0 |
0.0% |
1020-0 |
| Close |
1061-0 |
1059-0 |
-2-0 |
-0.2% |
1048-4 |
| Range |
13-4 |
11-0 |
-2-4 |
-18.5% |
41-4 |
| ATR |
19-3 |
18-6 |
-0-5 |
-3.1% |
0-0 |
| Volume |
96,727 |
70,402 |
-26,325 |
-27.2% |
213,188 |
|
| Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1090-3 |
1085-5 |
1065-0 |
|
| R3 |
1079-3 |
1074-5 |
1062-0 |
|
| R2 |
1068-3 |
1068-3 |
1061-0 |
|
| R1 |
1063-5 |
1063-5 |
1060-0 |
1060-4 |
| PP |
1057-3 |
1057-3 |
1057-3 |
1055-6 |
| S1 |
1052-5 |
1052-5 |
1058-0 |
1049-4 |
| S2 |
1046-3 |
1046-3 |
1057-0 |
|
| S3 |
1035-3 |
1041-5 |
1056-0 |
|
| S4 |
1024-3 |
1030-5 |
1053-0 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1167-7 |
1149-5 |
1071-3 |
|
| R3 |
1126-3 |
1108-1 |
1059-7 |
|
| R2 |
1084-7 |
1084-7 |
1056-1 |
|
| R1 |
1066-5 |
1066-5 |
1052-2 |
1075-6 |
| PP |
1043-3 |
1043-3 |
1043-3 |
1047-7 |
| S1 |
1025-1 |
1025-1 |
1044-6 |
1034-2 |
| S2 |
1001-7 |
1001-7 |
1040-7 |
|
| S3 |
960-3 |
983-5 |
1037-1 |
|
| S4 |
918-7 |
942-1 |
1025-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1074-4 |
1036-0 |
38-4 |
3.6% |
15-6 |
1.5% |
60% |
False |
False |
72,861 |
| 10 |
1074-4 |
993-0 |
81-4 |
7.7% |
15-5 |
1.5% |
81% |
False |
False |
57,867 |
| 20 |
1077-0 |
993-0 |
84-0 |
7.9% |
17-6 |
1.7% |
79% |
False |
False |
54,319 |
| 40 |
1083-0 |
964-0 |
119-0 |
11.2% |
18-1 |
1.7% |
80% |
False |
False |
39,007 |
| 60 |
1083-0 |
960-0 |
123-0 |
11.6% |
17-5 |
1.7% |
80% |
False |
False |
30,966 |
| 80 |
1083-0 |
890-0 |
193-0 |
18.2% |
16-2 |
1.5% |
88% |
False |
False |
25,031 |
| 100 |
1083-0 |
890-0 |
193-0 |
18.2% |
15-1 |
1.4% |
88% |
False |
False |
20,951 |
| 120 |
1083-0 |
890-0 |
193-0 |
18.2% |
14-4 |
1.4% |
88% |
False |
False |
18,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1108-6 |
|
2.618 |
1090-6 |
|
1.618 |
1079-6 |
|
1.000 |
1073-0 |
|
0.618 |
1068-6 |
|
HIGH |
1062-0 |
|
0.618 |
1057-6 |
|
0.500 |
1056-4 |
|
0.382 |
1055-2 |
|
LOW |
1051-0 |
|
0.618 |
1044-2 |
|
1.000 |
1040-0 |
|
1.618 |
1033-2 |
|
2.618 |
1022-2 |
|
4.250 |
1004-2 |
|
|
| Fisher Pivots for day following 06-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1058-1 |
1062-2 |
| PP |
1057-3 |
1061-1 |
| S1 |
1056-4 |
1060-1 |
|