CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 04-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1061-0 |
1076-0 |
15-0 |
1.4% |
1032-0 |
| High |
1069-0 |
1078-0 |
9-0 |
0.8% |
1069-0 |
| Low |
1061-0 |
1061-4 |
0-4 |
0.0% |
1032-0 |
| Close |
1059-2 |
1067-0 |
7-6 |
0.7% |
1059-2 |
| Range |
8-0 |
16-4 |
8-4 |
106.3% |
37-0 |
| ATR |
16-6 |
16-7 |
0-1 |
0.8% |
0-0 |
| Volume |
6,454 |
8,699 |
2,245 |
34.8% |
24,772 |
|
| Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1118-3 |
1109-1 |
1076-1 |
|
| R3 |
1101-7 |
1092-5 |
1071-4 |
|
| R2 |
1085-3 |
1085-3 |
1070-0 |
|
| R1 |
1076-1 |
1076-1 |
1068-4 |
1072-4 |
| PP |
1068-7 |
1068-7 |
1068-7 |
1067-0 |
| S1 |
1059-5 |
1059-5 |
1065-4 |
1056-0 |
| S2 |
1052-3 |
1052-3 |
1064-0 |
|
| S3 |
1035-7 |
1043-1 |
1062-4 |
|
| S4 |
1019-3 |
1026-5 |
1057-7 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1164-3 |
1148-7 |
1079-5 |
|
| R3 |
1127-3 |
1111-7 |
1069-3 |
|
| R2 |
1090-3 |
1090-3 |
1066-0 |
|
| R1 |
1074-7 |
1074-7 |
1062-5 |
1082-5 |
| PP |
1053-3 |
1053-3 |
1053-3 |
1057-2 |
| S1 |
1037-7 |
1037-7 |
1055-7 |
1045-5 |
| S2 |
1016-3 |
1016-3 |
1052-4 |
|
| S3 |
979-3 |
1000-7 |
1049-1 |
|
| S4 |
942-3 |
963-7 |
1038-7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1148-1 |
|
2.618 |
1121-2 |
|
1.618 |
1104-6 |
|
1.000 |
1094-4 |
|
0.618 |
1088-2 |
|
HIGH |
1078-0 |
|
0.618 |
1071-6 |
|
0.500 |
1069-6 |
|
0.382 |
1067-6 |
|
LOW |
1061-4 |
|
0.618 |
1051-2 |
|
1.000 |
1045-0 |
|
1.618 |
1034-6 |
|
2.618 |
1018-2 |
|
4.250 |
991-3 |
|
|
| Fisher Pivots for day following 04-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1069-6 |
1065-4 |
| PP |
1068-7 |
1064-0 |
| S1 |
1067-7 |
1062-4 |
|