CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 20-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
972-0 |
954-0 |
-18-0 |
-1.9% |
1023-4 |
| High |
974-4 |
954-0 |
-20-4 |
-2.1% |
1024-4 |
| Low |
962-4 |
941-4 |
-21-0 |
-2.2% |
970-0 |
| Close |
963-4 |
950-0 |
-13-4 |
-1.4% |
974-0 |
| Range |
12-0 |
12-4 |
0-4 |
4.2% |
54-4 |
| ATR |
19-4 |
19-6 |
0-1 |
0.9% |
0-0 |
| Volume |
76,864 |
77,967 |
1,103 |
1.4% |
458,111 |
|
| Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
986-0 |
980-4 |
956-7 |
|
| R3 |
973-4 |
968-0 |
953-4 |
|
| R2 |
961-0 |
961-0 |
952-2 |
|
| R1 |
955-4 |
955-4 |
951-1 |
952-0 |
| PP |
948-4 |
948-4 |
948-4 |
946-6 |
| S1 |
943-0 |
943-0 |
948-7 |
939-4 |
| S2 |
936-0 |
936-0 |
947-6 |
|
| S3 |
923-4 |
930-4 |
946-4 |
|
| S4 |
911-0 |
918-0 |
943-1 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1153-0 |
1118-0 |
1004-0 |
|
| R3 |
1098-4 |
1063-4 |
989-0 |
|
| R2 |
1044-0 |
1044-0 |
984-0 |
|
| R1 |
1009-0 |
1009-0 |
979-0 |
999-2 |
| PP |
989-4 |
989-4 |
989-4 |
984-5 |
| S1 |
954-4 |
954-4 |
969-0 |
944-6 |
| S2 |
935-0 |
935-0 |
964-0 |
|
| S3 |
880-4 |
900-0 |
959-0 |
|
| S4 |
826-0 |
845-4 |
944-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
993-0 |
941-4 |
51-4 |
5.4% |
15-3 |
1.6% |
17% |
False |
True |
90,869 |
| 10 |
1062-0 |
941-4 |
120-4 |
12.7% |
16-0 |
1.7% |
7% |
False |
True |
85,280 |
| 20 |
1074-4 |
941-4 |
133-0 |
14.0% |
16-2 |
1.7% |
6% |
False |
True |
70,076 |
| 40 |
1083-0 |
941-4 |
141-4 |
14.9% |
17-5 |
1.9% |
6% |
False |
True |
53,951 |
| 60 |
1083-0 |
941-4 |
141-4 |
14.9% |
18-2 |
1.9% |
6% |
False |
True |
42,347 |
| 80 |
1083-0 |
890-0 |
193-0 |
20.3% |
16-6 |
1.8% |
31% |
False |
False |
34,053 |
| 100 |
1083-0 |
890-0 |
193-0 |
20.3% |
15-5 |
1.6% |
31% |
False |
False |
28,417 |
| 120 |
1083-0 |
890-0 |
193-0 |
20.3% |
15-2 |
1.6% |
31% |
False |
False |
24,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1007-1 |
|
2.618 |
986-6 |
|
1.618 |
974-2 |
|
1.000 |
966-4 |
|
0.618 |
961-6 |
|
HIGH |
954-0 |
|
0.618 |
949-2 |
|
0.500 |
947-6 |
|
0.382 |
946-2 |
|
LOW |
941-4 |
|
0.618 |
933-6 |
|
1.000 |
929-0 |
|
1.618 |
921-2 |
|
2.618 |
908-6 |
|
4.250 |
888-3 |
|
|
| Fisher Pivots for day following 20-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
949-2 |
963-6 |
| PP |
948-4 |
959-1 |
| S1 |
947-6 |
954-5 |
|