CME Pit-Traded Soybean Future May 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	1071-0	1061-4	-9-4	-0.9%	1025-4
High	1076-0	1066-0	-10-0	-0.9%	1066-0
Low	1056-0	1057-0	1-0	0.1%	1025-4
Close	1062-4	1064-6	2-2	0.2%	1053-6
Range	20-0	9-0	-11-0	-55.0%	40-4
ATR	17-5	17-0	-0-5	-3.5%	0-0
Volume	12,231	14,647	2,416	19.8%	28,767

Daily Pivots for day following 05-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1089-5	1086-1	1069-6
R3	1080-5	1077-1	1067-2
R2	1071-5	1071-5	1066-3
R1	1068-1	1068-1	1065-5	1069-7
PP	1062-5	1062-5	1062-5	1063-4
S1	1059-1	1059-1	1063-7	1060-7
S2	1053-5	1053-5	1063-1
S3	1044-5	1050-1	1062-2
S4	1035-5	1041-1	1059-6

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	1038-0	38-0	3.6%	14-6	1.4%	70%	False	False	10,395
10	1076-0	1003-0	73-0	6.9%	14-0	1.3%	85%	False	False	9,227
20	1079-4	1003-0	76-4	7.2%	14-4	1.4%	81%	False	False	11,303
40	1087-4	962-0	125-4	11.8%	15-0	1.4%	82%	False	False	9,992

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-4
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1104-2
2.618	1089-4
1.618	1080-4
1.000	1075-0
0.618	1071-4
HIGH	1066-0
0.618	1062-4
0.500	1061-4
0.382	1060-4
LOW	1057-0
0.618	1051-4
1.000	1048-0
1.618	1042-4
2.618	1033-4
4.250	1018-6

Fisher Pivots for day following 05-Jan-2010
Pivot	1 day	3 day
R1	1063-5	1064-5
PP	1062-5	1064-3
S1	1061-4	1064-2

Download as Excel Spreadsheet

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

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