CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 13-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
990-0 |
972-0 |
-18-0 |
-1.8% |
1067-0 |
| High |
990-0 |
993-0 |
3-0 |
0.3% |
1074-4 |
| Low |
970-0 |
972-0 |
2-0 |
0.2% |
1014-0 |
| Close |
978-0 |
992-4 |
14-4 |
1.5% |
1022-0 |
| Range |
20-0 |
21-0 |
1-0 |
5.0% |
60-4 |
| ATR |
20-7 |
20-7 |
0-0 |
0.1% |
0-0 |
| Volume |
76,745 |
123,054 |
46,309 |
60.3% |
403,999 |
|
| Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1048-7 |
1041-5 |
1004-0 |
|
| R3 |
1027-7 |
1020-5 |
998-2 |
|
| R2 |
1006-7 |
1006-7 |
996-3 |
|
| R1 |
999-5 |
999-5 |
994-3 |
1003-2 |
| PP |
985-7 |
985-7 |
985-7 |
987-5 |
| S1 |
978-5 |
978-5 |
990-5 |
982-2 |
| S2 |
964-7 |
964-7 |
988-5 |
|
| S3 |
943-7 |
957-5 |
986-6 |
|
| S4 |
922-7 |
936-5 |
981-0 |
|
|
| 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 |
1048-4 |
970-0 |
78-4 |
7.9% |
18-5 |
1.9% |
29% |
False |
False |
90,222 |
| 10 |
1074-4 |
970-0 |
104-4 |
10.5% |
17-2 |
1.7% |
22% |
False |
False |
81,541 |
| 20 |
1077-0 |
970-0 |
107-0 |
10.8% |
17-6 |
1.8% |
21% |
False |
False |
63,719 |
| 40 |
1083-0 |
970-0 |
113-0 |
11.4% |
18-3 |
1.8% |
20% |
False |
False |
47,775 |
| 60 |
1083-0 |
960-0 |
123-0 |
12.4% |
18-2 |
1.8% |
26% |
False |
False |
37,451 |
| 80 |
1083-0 |
890-0 |
193-0 |
19.4% |
16-3 |
1.6% |
53% |
False |
False |
30,191 |
| 100 |
1083-0 |
890-0 |
193-0 |
19.4% |
15-5 |
1.6% |
53% |
False |
False |
25,252 |
| 120 |
1083-0 |
890-0 |
193-0 |
19.4% |
14-7 |
1.5% |
53% |
False |
False |
21,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1082-2 |
|
2.618 |
1048-0 |
|
1.618 |
1027-0 |
|
1.000 |
1014-0 |
|
0.618 |
1006-0 |
|
HIGH |
993-0 |
|
0.618 |
985-0 |
|
0.500 |
982-4 |
|
0.382 |
980-0 |
|
LOW |
972-0 |
|
0.618 |
959-0 |
|
1.000 |
951-0 |
|
1.618 |
938-0 |
|
2.618 |
917-0 |
|
4.250 |
882-6 |
|
|
| Fisher Pivots for day following 13-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
989-1 |
997-2 |
| PP |
985-7 |
995-5 |
| S1 |
982-4 |
994-1 |
|