CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 14-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
972-0 |
992-0 |
20-0 |
2.1% |
1067-0 |
| High |
993-0 |
993-0 |
0-0 |
0.0% |
1074-4 |
| Low |
972-0 |
975-4 |
3-4 |
0.4% |
1014-0 |
| Close |
992-4 |
984-0 |
-8-4 |
-0.9% |
1022-0 |
| Range |
21-0 |
17-4 |
-3-4 |
-16.7% |
60-4 |
| ATR |
20-7 |
20-5 |
-0-2 |
-1.1% |
0-0 |
| Volume |
123,054 |
96,459 |
-26,595 |
-21.6% |
403,999 |
|
| Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1036-5 |
1027-7 |
993-5 |
|
| R3 |
1019-1 |
1010-3 |
988-6 |
|
| R2 |
1001-5 |
1001-5 |
987-2 |
|
| R1 |
992-7 |
992-7 |
985-5 |
988-4 |
| PP |
984-1 |
984-1 |
984-1 |
982-0 |
| S1 |
975-3 |
975-3 |
982-3 |
971-0 |
| S2 |
966-5 |
966-5 |
980-6 |
|
| S3 |
949-1 |
957-7 |
979-2 |
|
| S4 |
931-5 |
940-3 |
974-3 |
|
|
| 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 |
1024-4 |
970-0 |
54-4 |
5.5% |
17-2 |
1.7% |
26% |
False |
False |
95,204 |
| 10 |
1074-4 |
970-0 |
104-4 |
10.6% |
17-3 |
1.8% |
13% |
False |
False |
84,876 |
| 20 |
1077-0 |
970-0 |
107-0 |
10.9% |
17-6 |
1.8% |
13% |
False |
False |
65,969 |
| 40 |
1083-0 |
970-0 |
113-0 |
11.5% |
18-3 |
1.9% |
12% |
False |
False |
49,782 |
| 60 |
1083-0 |
960-0 |
123-0 |
12.5% |
18-3 |
1.9% |
20% |
False |
False |
38,941 |
| 80 |
1083-0 |
890-0 |
193-0 |
19.6% |
16-4 |
1.7% |
49% |
False |
False |
31,327 |
| 100 |
1083-0 |
890-0 |
193-0 |
19.6% |
15-4 |
1.6% |
49% |
False |
False |
26,185 |
| 120 |
1083-0 |
890-0 |
193-0 |
19.6% |
15-1 |
1.5% |
49% |
False |
False |
22,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1067-3 |
|
2.618 |
1038-7 |
|
1.618 |
1021-3 |
|
1.000 |
1010-4 |
|
0.618 |
1003-7 |
|
HIGH |
993-0 |
|
0.618 |
986-3 |
|
0.500 |
984-2 |
|
0.382 |
982-1 |
|
LOW |
975-4 |
|
0.618 |
964-5 |
|
1.000 |
958-0 |
|
1.618 |
947-1 |
|
2.618 |
929-5 |
|
4.250 |
901-1 |
|
|
| Fisher Pivots for day following 14-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
984-2 |
983-1 |
| PP |
984-1 |
982-3 |
| S1 |
984-1 |
981-4 |
|