CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 28-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
940-0 |
931-0 |
-9-0 |
-1.0% |
972-0 |
| High |
942-4 |
935-4 |
-7-0 |
-0.7% |
974-4 |
| Low |
928-4 |
921-4 |
-7-0 |
-0.8% |
941-4 |
| Close |
929-0 |
931-6 |
2-6 |
0.3% |
951-4 |
| Range |
14-0 |
14-0 |
0-0 |
0.0% |
33-0 |
| ATR |
18-1 |
17-6 |
-0-2 |
-1.6% |
0-0 |
| Volume |
81,769 |
73,154 |
-8,615 |
-10.5% |
309,795 |
|
| Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
971-5 |
965-5 |
939-4 |
|
| R3 |
957-5 |
951-5 |
935-5 |
|
| R2 |
943-5 |
943-5 |
934-3 |
|
| R1 |
937-5 |
937-5 |
933-0 |
940-5 |
| PP |
929-5 |
929-5 |
929-5 |
931-0 |
| S1 |
923-5 |
923-5 |
930-4 |
926-5 |
| S2 |
915-5 |
915-5 |
929-1 |
|
| S3 |
901-5 |
909-5 |
927-7 |
|
| S4 |
887-5 |
895-5 |
924-0 |
|
|
| 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 |
955-4 |
921-4 |
34-0 |
3.6% |
13-7 |
1.5% |
30% |
False |
True |
69,105 |
| 10 |
993-0 |
921-4 |
71-4 |
7.7% |
13-4 |
1.4% |
14% |
False |
True |
76,790 |
| 20 |
1074-4 |
921-4 |
153-0 |
16.4% |
15-3 |
1.6% |
7% |
False |
True |
79,166 |
| 40 |
1083-0 |
921-4 |
161-4 |
17.3% |
16-7 |
1.8% |
6% |
False |
True |
61,503 |
| 60 |
1083-0 |
921-4 |
161-4 |
17.3% |
18-0 |
1.9% |
6% |
False |
True |
48,181 |
| 80 |
1083-0 |
890-0 |
193-0 |
20.7% |
17-1 |
1.8% |
22% |
False |
False |
39,169 |
| 100 |
1083-0 |
890-0 |
193-0 |
20.7% |
15-5 |
1.7% |
22% |
False |
False |
32,574 |
| 120 |
1083-0 |
890-0 |
193-0 |
20.7% |
15-2 |
1.6% |
22% |
False |
False |
27,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
995-0 |
|
2.618 |
972-1 |
|
1.618 |
958-1 |
|
1.000 |
949-4 |
|
0.618 |
944-1 |
|
HIGH |
935-4 |
|
0.618 |
930-1 |
|
0.500 |
928-4 |
|
0.382 |
926-7 |
|
LOW |
921-4 |
|
0.618 |
912-7 |
|
1.000 |
907-4 |
|
1.618 |
898-7 |
|
2.618 |
884-7 |
|
4.250 |
862-0 |
|
|
| Fisher Pivots for day following 28-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
930-5 |
935-0 |
| PP |
929-5 |
933-7 |
| S1 |
928-4 |
932-7 |
|