CME Pit-Traded Soybean Future May 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	1057-0	1071-0	14-0	1.3%	1025-4
High	1066-0	1076-0	10-0	0.9%	1066-0
Low	1052-4	1056-0	3-4	0.3%	1025-4
Close	1053-6	1062-4	8-6	0.8%	1053-6
Range	13-4	20-0	6-4	48.1%	40-4
ATR	17-3	17-5	0-3	2.0%	0-0
Volume	6,842	12,231	5,389	78.8%	28,767

Daily Pivots for day following 04-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1124-7	1113-5	1073-4
R3	1104-7	1093-5	1068-0
R2	1084-7	1084-7	1066-1
R1	1073-5	1073-5	1064-3	1069-2
PP	1064-7	1064-7	1064-7	1062-5
S1	1053-5	1053-5	1060-5	1049-2
S2	1044-7	1044-7	1058-7
S3	1024-7	1033-5	1057-0
S4	1004-7	1013-5	1051-4

Weekly Pivots for week ending 01-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1169-7	1152-3	1076-0
R3	1129-3	1111-7	1064-7
R2	1088-7	1088-7	1061-1
R1	1071-3	1071-3	1057-4	1080-1
PP	1048-3	1048-3	1048-3	1052-6
S1	1030-7	1030-7	1050-0	1039-5
S2	1007-7	1007-7	1046-3
S3	967-3	990-3	1042-5
S4	926-7	949-7	1031-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1076-0	1025-4	50-4	4.8%	17-2	1.6%	73%	True	False	8,199
10	1076-0	1003-0	73-0	6.9%	14-3	1.4%	82%	True	False	9,077
20	1079-4	1003-0	76-4	7.2%	14-6	1.4%	78%	False	False	11,196
40	1087-4	962-0	125-4	11.8%	15-1	1.4%	80%	False	False	9,940

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-1
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1161-0
2.618	1128-3
1.618	1108-3
1.000	1096-0
0.618	1088-3
HIGH	1076-0
0.618	1068-3
0.500	1066-0
0.382	1063-5
LOW	1056-0
0.618	1043-5
1.000	1036-0
1.618	1023-5
2.618	1003-5
4.250	971-0

Fisher Pivots for day following 04-Jan-2010
Pivot	1 day	3 day
R1	1066-0	1061-3
PP	1064-7	1060-1
S1	1063-5	1059-0

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols