CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 06-Jan-2010
Day Change Summary
Previous Current
05-Jan-2010 06-Jan-2010 Change Change % Previous Week
Open 1061-4 1065-0 3-4 0.3% 1025-4
High 1066-0 1065-0 -1-0 -0.1% 1066-0
Low 1057-0 1056-0 -1-0 -0.1% 1025-4
Close 1064-6 1063-0 -1-6 -0.2% 1053-6
Range 9-0 9-0 0-0 0.0% 40-4
ATR 17-0 16-4 -0-5 -3.4% 0-0
Volume 14,647 11,685 -2,962 -20.2% 28,767
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 1088-3 1084-5 1068-0
R3 1079-3 1075-5 1065-4
R2 1070-3 1070-3 1064-5
R1 1066-5 1066-5 1063-7 1064-0
PP 1061-3 1061-3 1061-3 1060-0
S1 1057-5 1057-5 1062-1 1055-0
S2 1052-3 1052-3 1061-3
S3 1043-3 1048-5 1060-4
S4 1034-3 1039-5 1058-0
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 1042-0 34-0 3.2% 13-4 1.3% 62% False False 10,756
10 1076-0 1003-0 73-0 6.9% 13-1 1.2% 82% False False 9,477
20 1079-4 1003-0 76-4 7.2% 14-4 1.4% 78% False False 11,445
40 1087-4 962-0 125-4 11.8% 15-1 1.4% 80% False False 10,008
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Fibonacci Retracements and Extensions
4.250 1103-2
2.618 1088-4
1.618 1079-4
1.000 1074-0
0.618 1070-4
HIGH 1065-0
0.618 1061-4
0.500 1060-4
0.382 1059-4
LOW 1056-0
0.618 1050-4
1.000 1047-0
1.618 1041-4
2.618 1032-4
4.250 1017-6
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 1062-1 1066-0
PP 1061-3 1065-0
S1 1060-4 1064-0

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

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