CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 11-Jan-2010

Day Change Summary
	Previous	Current
	08-Jan-2010	11-Jan-2010	Change	Change %	Previous Week
Open	1025-0	1029-0	4-0	0.4%	1071-0
High	1028-0	1029-4	1-4	0.1%	1076-0
Low	1020-0	1013-0	-7-0	-0.7%	1020-0
Close	1027-6	1017-2	-10-4	-1.0%	1027-6
Range	8-0	16-4	8-4	106.3%	56-0
ATR	17-2	17-1	0-0	-0.3%	0-0
Volume	15,259	17,166	1,907	12.5%	65,529

Daily Pivots for day following 11-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1069-3	1059-7	1026-3
R3	1052-7	1043-3	1021-6
R2	1036-3	1036-3	1020-2
R1	1026-7	1026-7	1018-6	1023-3
PP	1019-7	1019-7	1019-7	1018-2
S1	1010-3	1010-3	1015-6	1006-7
S2	1003-3	1003-3	1014-2
S3	986-7	993-7	1012-6
S4	970-3	977-3	1008-1

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	1066-0	1013-0	53-0	5.2%	12-4	1.2%	8%	False	True	14,092
10	1076-0	1013-0	63-0	6.2%	14-7	1.5%	7%	False	True	11,146
20	1079-4	1003-0	76-4	7.5%	14-5	1.4%	19%	False	False	11,422
40	1087-4	994-0	93-4	9.2%	15-1	1.5%	25%	False	False	10,487

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3-0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1099-5
2.618	1072-6
1.618	1056-2
1.000	1046-0
0.618	1039-6
HIGH	1029-4
0.618	1023-2
0.500	1021-2
0.382	1019-2
LOW	1013-0
0.618	1002-6
1.000	996-4
1.618	986-2
2.618	969-6
4.250	942-7

Fisher Pivots for day following 11-Jan-2010
Pivot	1 day	3 day
R1	1021-2	1031-4
PP	1019-7	1026-6
S1	1018-5	1022-0

Download as Excel Spreadsheet

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

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