CME Pit-Traded Soybean Future March 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 |
1023-4 |
990-0 |
-33-4 |
-3.3% |
1067-0 |
| High |
1024-4 |
990-0 |
-34-4 |
-3.4% |
1074-4 |
| Low |
1006-0 |
970-0 |
-36-0 |
-3.6% |
1014-0 |
| Close |
1010-4 |
978-0 |
-32-4 |
-3.2% |
1022-0 |
| Range |
18-4 |
20-0 |
1-4 |
8.1% |
60-4 |
| ATR |
19-3 |
20-7 |
1-4 |
7.8% |
0-0 |
| Volume |
81,852 |
76,745 |
-5,107 |
-6.2% |
403,999 |
|
| Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1039-3 |
1028-5 |
989-0 |
|
| R3 |
1019-3 |
1008-5 |
983-4 |
|
| R2 |
999-3 |
999-3 |
981-5 |
|
| R1 |
988-5 |
988-5 |
979-7 |
984-0 |
| PP |
979-3 |
979-3 |
979-3 |
977-0 |
| S1 |
968-5 |
968-5 |
976-1 |
964-0 |
| S2 |
959-3 |
959-3 |
974-3 |
|
| S3 |
939-3 |
948-5 |
972-4 |
|
| S4 |
919-3 |
928-5 |
967-0 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1218-3 |
1180-5 |
1055-2 |
|
| R3 |
1157-7 |
1120-1 |
1038-5 |
|
| R2 |
1097-3 |
1097-3 |
1033-1 |
|
| R1 |
1059-5 |
1059-5 |
1027-4 |
1048-2 |
| PP |
1036-7 |
1036-7 |
1036-7 |
1031-1 |
| S1 |
999-1 |
999-1 |
1016-4 |
987-6 |
| S2 |
976-3 |
976-3 |
1010-7 |
|
| S3 |
915-7 |
938-5 |
1005-3 |
|
| S4 |
855-3 |
878-1 |
988-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1062-0 |
970-0 |
92-0 |
9.4% |
16-5 |
1.7% |
9% |
False |
True |
79,691 |
| 10 |
1074-4 |
970-0 |
104-4 |
10.7% |
16-6 |
1.7% |
8% |
False |
True |
74,532 |
| 20 |
1077-0 |
970-0 |
107-0 |
10.9% |
18-0 |
1.8% |
7% |
False |
True |
60,366 |
| 40 |
1083-0 |
970-0 |
113-0 |
11.6% |
18-1 |
1.9% |
7% |
False |
True |
45,306 |
| 60 |
1083-0 |
960-0 |
123-0 |
12.6% |
18-0 |
1.8% |
15% |
False |
False |
35,576 |
| 80 |
1083-0 |
890-0 |
193-0 |
19.7% |
16-2 |
1.7% |
46% |
False |
False |
28,745 |
| 100 |
1083-0 |
890-0 |
193-0 |
19.7% |
15-4 |
1.6% |
46% |
False |
False |
24,056 |
| 120 |
1083-0 |
890-0 |
193-0 |
19.7% |
14-6 |
1.5% |
46% |
False |
False |
20,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1075-0 |
|
2.618 |
1042-3 |
|
1.618 |
1022-3 |
|
1.000 |
1010-0 |
|
0.618 |
1002-3 |
|
HIGH |
990-0 |
|
0.618 |
982-3 |
|
0.500 |
980-0 |
|
0.382 |
977-5 |
|
LOW |
970-0 |
|
0.618 |
957-5 |
|
1.000 |
950-0 |
|
1.618 |
937-5 |
|
2.618 |
917-5 |
|
4.250 |
885-0 |
|
|
| Fisher Pivots for day following 12-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
980-0 |
997-2 |
| PP |
979-3 |
990-7 |
| S1 |
978-5 |
984-3 |
|