CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 07-Jan-2010

Day Change Summary
	Previous	Current
	06-Jan-2010	07-Jan-2010	Change	Change %	Previous Week
Open	1065-0	1041-0	-24-0	-2.3%	1025-4
High	1065-0	1050-0	-15-0	-1.4%	1066-0
Low	1056-0	1030-0	-26-0	-2.5%	1025-4
Close	1063-0	1031-0	-32-0	-3.0%	1053-6
Range	9-0	20-0	11-0	122.2%	40-4
ATR	16-4	17-5	1-1	7.2%	0-0
Volume	11,685	11,707	22	0.2%	28,767

Daily Pivots for day following 07-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1097-0	1084-0	1042-0
R3	1077-0	1064-0	1036-4
R2	1057-0	1057-0	1034-5
R1	1044-0	1044-0	1032-7	1040-4
PP	1037-0	1037-0	1037-0	1035-2
S1	1024-0	1024-0	1029-1	1020-4
S2	1017-0	1017-0	1027-3
S3	997-0	1004-0	1025-4
S4	977-0	984-0	1020-0

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	1030-0	46-0	4.5%	14-2	1.4%	2%	False	True	11,422
10	1076-0	1011-0	65-0	6.3%	13-5	1.3%	31%	False	False	9,909
20	1079-4	1003-0	76-4	7.4%	15-0	1.5%	37%	False	False	11,318
40	1087-4	962-0	125-4	12.2%	15-3	1.5%	55%	False	False	10,119

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	3-0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1135-0
2.618	1102-3
1.618	1082-3
1.000	1070-0
0.618	1062-3
HIGH	1050-0
0.618	1042-3
0.500	1040-0
0.382	1037-5
LOW	1030-0
0.618	1017-5
1.000	1010-0
1.618	997-5
2.618	977-5
4.250	945-0

Fisher Pivots for day following 07-Jan-2010
Pivot	1 day	3 day
R1	1040-0	1048-0
PP	1037-0	1042-3
S1	1034-0	1036-5

Download as Excel Spreadsheet

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

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