CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 05-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1076-0 |
1066-0 |
-10-0 |
-0.9% |
1032-0 |
| High |
1078-0 |
1070-0 |
-8-0 |
-0.7% |
1069-0 |
| Low |
1061-4 |
1061-0 |
-0-4 |
0.0% |
1032-0 |
| Close |
1067-0 |
1068-4 |
1-4 |
0.1% |
1059-2 |
| Range |
16-4 |
9-0 |
-7-4 |
-45.5% |
37-0 |
| ATR |
16-7 |
16-3 |
-0-5 |
-3.3% |
0-0 |
| Volume |
8,699 |
11,679 |
2,980 |
34.3% |
24,772 |
|
| Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1093-4 |
1090-0 |
1073-4 |
|
| R3 |
1084-4 |
1081-0 |
1071-0 |
|
| R2 |
1075-4 |
1075-4 |
1070-1 |
|
| R1 |
1072-0 |
1072-0 |
1069-3 |
1073-6 |
| PP |
1066-4 |
1066-4 |
1066-4 |
1067-3 |
| S1 |
1063-0 |
1063-0 |
1067-5 |
1064-6 |
| S2 |
1057-4 |
1057-4 |
1066-7 |
|
| S3 |
1048-4 |
1054-0 |
1066-0 |
|
| S4 |
1039-4 |
1045-0 |
1063-4 |
|
|
| 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 |
1108-2 |
|
2.618 |
1093-4 |
|
1.618 |
1084-4 |
|
1.000 |
1079-0 |
|
0.618 |
1075-4 |
|
HIGH |
1070-0 |
|
0.618 |
1066-4 |
|
0.500 |
1065-4 |
|
0.382 |
1064-4 |
|
LOW |
1061-0 |
|
0.618 |
1055-4 |
|
1.000 |
1052-0 |
|
1.618 |
1046-4 |
|
2.618 |
1037-4 |
|
4.250 |
1022-6 |
|
|
| Fisher Pivots for day following 05-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1067-4 |
1069-4 |
| PP |
1066-4 |
1069-1 |
| S1 |
1065-4 |
1068-7 |
|