CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 13-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
998-0 |
986-0 |
-12-0 |
-1.2% |
1076-0 |
| High |
1000-0 |
1005-4 |
5-4 |
0.6% |
1078-0 |
| Low |
985-0 |
986-0 |
1-0 |
0.1% |
1025-4 |
| Close |
992-6 |
1006-0 |
13-2 |
1.3% |
1032-2 |
| Range |
15-0 |
19-4 |
4-4 |
30.0% |
52-4 |
| ATR |
17-6 |
17-7 |
0-1 |
0.7% |
0-0 |
| Volume |
10,768 |
29,462 |
18,694 |
173.6% |
58,356 |
|
| Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1057-5 |
1051-3 |
1016-6 |
|
| R3 |
1038-1 |
1031-7 |
1011-3 |
|
| R2 |
1018-5 |
1018-5 |
1009-5 |
|
| R1 |
1012-3 |
1012-3 |
1007-6 |
1015-4 |
| PP |
999-1 |
999-1 |
999-1 |
1000-6 |
| S1 |
992-7 |
992-7 |
1004-2 |
996-0 |
| S2 |
979-5 |
979-5 |
1002-3 |
|
| S3 |
960-1 |
973-3 |
1000-5 |
|
| S4 |
940-5 |
953-7 |
995-2 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1202-6 |
1170-0 |
1061-1 |
|
| R3 |
1150-2 |
1117-4 |
1046-6 |
|
| R2 |
1097-6 |
1097-6 |
1041-7 |
|
| R1 |
1065-0 |
1065-0 |
1037-0 |
1055-1 |
| PP |
1045-2 |
1045-2 |
1045-2 |
1040-2 |
| S1 |
1012-4 |
1012-4 |
1027-4 |
1002-5 |
| S2 |
992-6 |
992-6 |
1022-5 |
|
| S3 |
940-2 |
960-0 |
1017-6 |
|
| S4 |
887-6 |
907-4 |
1003-3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1088-3 |
|
2.618 |
1056-4 |
|
1.618 |
1037-0 |
|
1.000 |
1025-0 |
|
0.618 |
1017-4 |
|
HIGH |
1005-4 |
|
0.618 |
998-0 |
|
0.500 |
995-6 |
|
0.382 |
993-4 |
|
LOW |
986-0 |
|
0.618 |
974-0 |
|
1.000 |
966-4 |
|
1.618 |
954-4 |
|
2.618 |
935-0 |
|
4.250 |
903-1 |
|
|
| Fisher Pivots for day following 13-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1002-5 |
1009-6 |
| PP |
999-1 |
1008-4 |
| S1 |
995-6 |
1007-2 |
|