CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 08-Jan-2010
Day Change Summary
Previous Current
07-Jan-2010 08-Jan-2010 Change Change % Previous Week
Open 1041-0 1025-0 -16-0 -1.5% 1071-0
High 1050-0 1028-0 -22-0 -2.1% 1076-0
Low 1030-0 1020-0 -10-0 -1.0% 1020-0
Close 1031-0 1027-6 -3-2 -0.3% 1027-6
Range 20-0 8-0 -12-0 -60.0% 56-0
ATR 17-5 17-2 -0-4 -2.7% 0-0
Volume 11,707 15,259 3,552 30.3% 65,529
Daily Pivots for day following 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 1049-2 1046-4 1032-1
R3 1041-2 1038-4 1030-0
R2 1033-2 1033-2 1029-2
R1 1030-4 1030-4 1028-4 1031-7
PP 1025-2 1025-2 1025-2 1026-0
S1 1022-4 1022-4 1027-0 1023-7
S2 1017-2 1017-2 1026-2
S3 1009-2 1014-4 1025-4
S4 1001-2 1006-4 1023-3
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 1209-2 1174-4 1058-4
R3 1153-2 1118-4 1043-1
R2 1097-2 1097-2 1038-0
R1 1062-4 1062-4 1032-7 1051-7
PP 1041-2 1041-2 1041-2 1036-0
S1 1006-4 1006-4 1022-5 995-7
S2 985-2 985-2 1017-4
S3 929-2 950-4 1012-3
S4 873-2 894-4 997-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1076-0 1020-0 56-0 5.4% 13-2 1.3% 14% False True 13,105
10 1076-0 1015-0 61-0 5.9% 14-0 1.4% 21% False False 10,232
20 1079-4 1003-0 76-4 7.4% 14-1 1.4% 32% False False 11,146
40 1087-4 977-0 110-4 10.8% 15-1 1.5% 46% False False 10,308
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 3-1
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1062-0
2.618 1049-0
1.618 1041-0
1.000 1036-0
0.618 1033-0
HIGH 1028-0
0.618 1025-0
0.500 1024-0
0.382 1023-0
LOW 1020-0
0.618 1015-0
1.000 1012-0
1.618 1007-0
2.618 999-0
4.250 986-0
Fisher Pivots for day following 08-Jan-2010
Pivot 1 day 3 day
R1 1026-4 1042-4
PP 1025-2 1037-5
S1 1024-0 1032-5

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

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