CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 27-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
934-0 |
940-0 |
6-0 |
0.6% |
972-0 |
| High |
948-4 |
942-4 |
-6-0 |
-0.6% |
974-4 |
| Low |
932-0 |
928-4 |
-3-4 |
-0.4% |
941-4 |
| Close |
947-4 |
929-0 |
-18-4 |
-2.0% |
951-4 |
| Range |
16-4 |
14-0 |
-2-4 |
-15.2% |
33-0 |
| ATR |
18-0 |
18-1 |
0-1 |
0.4% |
0-0 |
| Volume |
72,563 |
81,769 |
9,206 |
12.7% |
309,795 |
|
| Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
975-3 |
966-1 |
936-6 |
|
| R3 |
961-3 |
952-1 |
932-7 |
|
| R2 |
947-3 |
947-3 |
931-5 |
|
| R1 |
938-1 |
938-1 |
930-2 |
935-6 |
| PP |
933-3 |
933-3 |
933-3 |
932-1 |
| S1 |
924-1 |
924-1 |
927-6 |
921-6 |
| S2 |
919-3 |
919-3 |
926-3 |
|
| S3 |
905-3 |
910-1 |
925-1 |
|
| S4 |
891-3 |
896-1 |
921-2 |
|
|
| 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 |
928-4 |
30-4 |
3.3% |
13-0 |
1.4% |
2% |
False |
True |
72,691 |
| 10 |
993-0 |
928-4 |
64-4 |
6.9% |
14-1 |
1.5% |
1% |
False |
True |
81,780 |
| 20 |
1074-4 |
928-4 |
146-0 |
15.7% |
15-4 |
1.7% |
0% |
False |
True |
78,156 |
| 40 |
1083-0 |
928-4 |
154-4 |
16.6% |
16-7 |
1.8% |
0% |
False |
True |
59,999 |
| 60 |
1083-0 |
928-4 |
154-4 |
16.6% |
17-7 |
1.9% |
0% |
False |
True |
47,216 |
| 80 |
1083-0 |
890-0 |
193-0 |
20.8% |
17-1 |
1.8% |
20% |
False |
False |
38,342 |
| 100 |
1083-0 |
890-0 |
193-0 |
20.8% |
15-5 |
1.7% |
20% |
False |
False |
31,884 |
| 120 |
1083-0 |
890-0 |
193-0 |
20.8% |
15-1 |
1.6% |
20% |
False |
False |
27,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1002-0 |
|
2.618 |
979-1 |
|
1.618 |
965-1 |
|
1.000 |
956-4 |
|
0.618 |
951-1 |
|
HIGH |
942-4 |
|
0.618 |
937-1 |
|
0.500 |
935-4 |
|
0.382 |
933-7 |
|
LOW |
928-4 |
|
0.618 |
919-7 |
|
1.000 |
914-4 |
|
1.618 |
905-7 |
|
2.618 |
891-7 |
|
4.250 |
869-0 |
|
|
| Fisher Pivots for day following 27-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
935-4 |
940-6 |
| PP |
933-3 |
936-7 |
| S1 |
931-1 |
932-7 |
|