CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 25-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
953-0 |
951-0 |
-2-0 |
-0.2% |
972-0 |
| High |
955-4 |
953-0 |
-2-4 |
-0.3% |
974-4 |
| Low |
947-4 |
936-0 |
-11-4 |
-1.2% |
941-4 |
| Close |
951-4 |
940-4 |
-11-0 |
-1.2% |
951-4 |
| Range |
8-0 |
17-0 |
9-0 |
112.5% |
33-0 |
| ATR |
18-2 |
18-1 |
-0-1 |
-0.5% |
0-0 |
| Volume |
63,882 |
54,161 |
-9,721 |
-15.2% |
309,795 |
|
| Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
994-1 |
984-3 |
949-7 |
|
| R3 |
977-1 |
967-3 |
945-1 |
|
| R2 |
960-1 |
960-1 |
943-5 |
|
| R1 |
950-3 |
950-3 |
942-0 |
946-6 |
| PP |
943-1 |
943-1 |
943-1 |
941-3 |
| S1 |
933-3 |
933-3 |
939-0 |
929-6 |
| S2 |
926-1 |
926-1 |
937-3 |
|
| S3 |
909-1 |
916-3 |
935-7 |
|
| S4 |
892-1 |
899-3 |
931-1 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1054-7 |
1036-1 |
969-5 |
|
| R3 |
1021-7 |
1003-1 |
960-5 |
|
| R2 |
988-7 |
988-7 |
957-4 |
|
| R1 |
970-1 |
970-1 |
954-4 |
963-0 |
| PP |
955-7 |
955-7 |
955-7 |
952-2 |
| S1 |
937-1 |
937-1 |
948-4 |
930-0 |
| S2 |
922-7 |
922-7 |
945-4 |
|
| S3 |
889-7 |
904-1 |
942-3 |
|
| S4 |
856-7 |
871-1 |
933-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
974-4 |
936-0 |
38-4 |
4.1% |
11-6 |
1.2% |
12% |
False |
True |
72,791 |
| 10 |
1024-4 |
936-0 |
88-4 |
9.4% |
15-0 |
1.6% |
5% |
False |
True |
82,206 |
| 20 |
1074-4 |
936-0 |
138-4 |
14.7% |
15-4 |
1.7% |
3% |
False |
True |
73,704 |
| 40 |
1083-0 |
936-0 |
147-0 |
15.6% |
17-1 |
1.8% |
3% |
False |
True |
57,425 |
| 60 |
1083-0 |
936-0 |
147-0 |
15.6% |
17-6 |
1.9% |
3% |
False |
True |
45,133 |
| 80 |
1083-0 |
890-0 |
193-0 |
20.5% |
17-1 |
1.8% |
26% |
False |
False |
36,536 |
| 100 |
1083-0 |
890-0 |
193-0 |
20.5% |
15-5 |
1.7% |
26% |
False |
False |
30,425 |
| 120 |
1083-0 |
890-0 |
193-0 |
20.5% |
15-2 |
1.6% |
26% |
False |
False |
26,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1025-2 |
|
2.618 |
997-4 |
|
1.618 |
980-4 |
|
1.000 |
970-0 |
|
0.618 |
963-4 |
|
HIGH |
953-0 |
|
0.618 |
946-4 |
|
0.500 |
944-4 |
|
0.382 |
942-4 |
|
LOW |
936-0 |
|
0.618 |
925-4 |
|
1.000 |
919-0 |
|
1.618 |
908-4 |
|
2.618 |
891-4 |
|
4.250 |
863-6 |
|
|
| Fisher Pivots for day following 25-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
944-4 |
947-4 |
| PP |
943-1 |
945-1 |
| S1 |
941-7 |
942-7 |
|