CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 26-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
951-0 |
934-0 |
-17-0 |
-1.8% |
972-0 |
| High |
953-0 |
948-4 |
-4-4 |
-0.5% |
974-4 |
| Low |
936-0 |
932-0 |
-4-0 |
-0.4% |
941-4 |
| Close |
940-4 |
947-4 |
7-0 |
0.7% |
951-4 |
| Range |
17-0 |
16-4 |
-0-4 |
-2.9% |
33-0 |
| ATR |
18-1 |
18-0 |
-0-1 |
-0.6% |
0-0 |
| Volume |
54,161 |
72,563 |
18,402 |
34.0% |
309,795 |
|
| Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
992-1 |
986-3 |
956-5 |
|
| R3 |
975-5 |
969-7 |
952-0 |
|
| R2 |
959-1 |
959-1 |
950-4 |
|
| R1 |
953-3 |
953-3 |
949-0 |
956-2 |
| PP |
942-5 |
942-5 |
942-5 |
944-1 |
| S1 |
936-7 |
936-7 |
946-0 |
939-6 |
| S2 |
926-1 |
926-1 |
944-4 |
|
| S3 |
909-5 |
920-3 |
943-0 |
|
| S4 |
893-1 |
903-7 |
938-3 |
|
|
| 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 |
959-0 |
932-0 |
27-0 |
2.8% |
12-5 |
1.3% |
57% |
False |
True |
71,931 |
| 10 |
993-0 |
932-0 |
61-0 |
6.4% |
14-6 |
1.6% |
25% |
False |
True |
81,277 |
| 20 |
1074-4 |
932-0 |
142-4 |
15.0% |
15-7 |
1.7% |
11% |
False |
True |
75,590 |
| 40 |
1083-0 |
932-0 |
151-0 |
15.9% |
17-0 |
1.8% |
10% |
False |
True |
58,603 |
| 60 |
1083-0 |
932-0 |
151-0 |
15.9% |
17-7 |
1.9% |
10% |
False |
True |
46,077 |
| 80 |
1083-0 |
890-0 |
193-0 |
20.4% |
17-1 |
1.8% |
30% |
False |
False |
37,388 |
| 100 |
1083-0 |
890-0 |
193-0 |
20.4% |
15-5 |
1.6% |
30% |
False |
False |
31,110 |
| 120 |
1083-0 |
890-0 |
193-0 |
20.4% |
15-2 |
1.6% |
30% |
False |
False |
26,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1018-5 |
|
2.618 |
991-6 |
|
1.618 |
975-2 |
|
1.000 |
965-0 |
|
0.618 |
958-6 |
|
HIGH |
948-4 |
|
0.618 |
942-2 |
|
0.500 |
940-2 |
|
0.382 |
938-2 |
|
LOW |
932-0 |
|
0.618 |
921-6 |
|
1.000 |
915-4 |
|
1.618 |
905-2 |
|
2.618 |
888-6 |
|
4.250 |
861-7 |
|
|
| Fisher Pivots for day following 26-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
945-1 |
946-2 |
| PP |
942-5 |
945-0 |
| S1 |
940-2 |
943-6 |
|