CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 22-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
960-0 |
964-0 |
4-0 |
0.4% |
981-4 |
| High |
970-4 |
967-4 |
-3-0 |
-0.3% |
983-0 |
| Low |
960-0 |
961-0 |
1-0 |
0.1% |
953-0 |
| Close |
966-0 |
964-6 |
-1-2 |
-0.1% |
964-6 |
| Range |
10-4 |
6-4 |
-4-0 |
-38.1% |
30-0 |
| ATR |
16-7 |
16-1 |
-0-6 |
-4.4% |
0-0 |
| Volume |
24,405 |
17,367 |
-7,038 |
-28.8% |
88,321 |
|
| Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
983-7 |
980-7 |
968-3 |
|
| R3 |
977-3 |
974-3 |
966-4 |
|
| R2 |
970-7 |
970-7 |
966-0 |
|
| R1 |
967-7 |
967-7 |
965-3 |
969-3 |
| PP |
964-3 |
964-3 |
964-3 |
965-2 |
| S1 |
961-3 |
961-3 |
964-1 |
962-7 |
| S2 |
957-7 |
957-7 |
963-4 |
|
| S3 |
951-3 |
954-7 |
963-0 |
|
| S4 |
944-7 |
948-3 |
961-1 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1056-7 |
1040-7 |
981-2 |
|
| R3 |
1026-7 |
1010-7 |
973-0 |
|
| R2 |
996-7 |
996-7 |
970-2 |
|
| R1 |
980-7 |
980-7 |
967-4 |
973-7 |
| PP |
966-7 |
966-7 |
966-7 |
963-4 |
| S1 |
950-7 |
950-7 |
962-0 |
943-7 |
| S2 |
936-7 |
936-7 |
959-2 |
|
| S3 |
906-7 |
920-7 |
956-4 |
|
| S4 |
876-7 |
890-7 |
948-2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
995-1 |
|
2.618 |
984-4 |
|
1.618 |
978-0 |
|
1.000 |
974-0 |
|
0.618 |
971-4 |
|
HIGH |
967-4 |
|
0.618 |
965-0 |
|
0.500 |
964-2 |
|
0.382 |
963-4 |
|
LOW |
961-0 |
|
0.618 |
957-0 |
|
1.000 |
954-4 |
|
1.618 |
950-4 |
|
2.618 |
944-0 |
|
4.250 |
933-3 |
|
|
| Fisher Pivots for day following 22-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
964-5 |
963-6 |
| PP |
964-3 |
962-6 |
| S1 |
964-2 |
961-6 |
|