CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 07-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1061-0 |
1039-0 |
-22-0 |
-2.1% |
1020-0 |
| High |
1062-0 |
1048-4 |
-13-4 |
-1.3% |
1061-4 |
| Low |
1051-0 |
1024-0 |
-27-0 |
-2.6% |
1020-0 |
| Close |
1059-0 |
1026-0 |
-33-0 |
-3.1% |
1048-4 |
| Range |
11-0 |
24-4 |
13-4 |
122.7% |
41-4 |
| ATR |
18-6 |
20-0 |
1-1 |
6.2% |
0-0 |
| Volume |
70,402 |
71,549 |
1,147 |
1.6% |
213,188 |
|
| Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1106-3 |
1090-5 |
1039-4 |
|
| R3 |
1081-7 |
1066-1 |
1032-6 |
|
| R2 |
1057-3 |
1057-3 |
1030-4 |
|
| R1 |
1041-5 |
1041-5 |
1028-2 |
1037-2 |
| PP |
1032-7 |
1032-7 |
1032-7 |
1030-5 |
| S1 |
1017-1 |
1017-1 |
1023-6 |
1012-6 |
| S2 |
1008-3 |
1008-3 |
1021-4 |
|
| S3 |
983-7 |
992-5 |
1019-2 |
|
| S4 |
959-3 |
968-1 |
1012-4 |
|
|
| 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 |
1024-0 |
50-4 |
4.9% |
17-5 |
1.7% |
4% |
False |
True |
74,548 |
| 10 |
1074-4 |
1001-0 |
73-4 |
7.2% |
16-0 |
1.6% |
34% |
False |
False |
61,113 |
| 20 |
1077-0 |
993-0 |
84-0 |
8.2% |
18-4 |
1.8% |
39% |
False |
False |
55,597 |
| 40 |
1083-0 |
964-0 |
119-0 |
11.6% |
18-4 |
1.8% |
52% |
False |
False |
40,341 |
| 60 |
1083-0 |
960-0 |
123-0 |
12.0% |
17-6 |
1.7% |
54% |
False |
False |
31,945 |
| 80 |
1083-0 |
890-0 |
193-0 |
18.8% |
16-3 |
1.6% |
70% |
False |
False |
25,831 |
| 100 |
1083-0 |
890-0 |
193-0 |
18.8% |
15-2 |
1.5% |
70% |
False |
False |
21,618 |
| 120 |
1083-0 |
890-0 |
193-0 |
18.8% |
14-5 |
1.4% |
70% |
False |
False |
18,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1152-5 |
|
2.618 |
1112-5 |
|
1.618 |
1088-1 |
|
1.000 |
1073-0 |
|
0.618 |
1063-5 |
|
HIGH |
1048-4 |
|
0.618 |
1039-1 |
|
0.500 |
1036-2 |
|
0.382 |
1033-3 |
|
LOW |
1024-0 |
|
0.618 |
1008-7 |
|
1.000 |
999-4 |
|
1.618 |
984-3 |
|
2.618 |
959-7 |
|
4.250 |
919-7 |
|
|
| Fisher Pivots for day following 07-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1036-2 |
1044-2 |
| PP |
1032-7 |
1038-1 |
| S1 |
1029-3 |
1032-1 |
|