CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 12-Jan-2010

Day Change Summary
	Previous	Current
	11-Jan-2010	12-Jan-2010	Change	Change %	Previous Week
Open	1029-0	987-0	-42-0	-4.1%	1071-0
High	1029-4	993-0	-36-4	-3.5%	1076-0
Low	1013-0	978-0	-35-0	-3.5%	1020-0
Close	1017-2	985-6	-31-4	-3.1%	1027-6
Range	16-4	15-0	-1-4	-9.1%	56-0
ATR	17-1	18-6	1-5	9.2%	0-0
Volume	17,166	13,949	-3,217	-18.7%	65,529

Daily Pivots for day following 12-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1030-5	1023-1	994-0
R3	1015-5	1008-1	989-7
R2	1000-5	1000-5	988-4
R1	993-1	993-1	987-1	989-3
PP	985-5	985-5	985-5	983-6
S1	978-1	978-1	984-3	974-3
S2	970-5	970-5	983-0
S3	955-5	963-1	981-5
S4	940-5	948-1	977-4

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	1065-0	978-0	87-0	8.8%	13-6	1.4%	9%	False	True	13,953
10	1076-0	978-0	98-0	9.9%	14-2	1.4%	8%	False	True	12,174
20	1079-4	978-0	101-4	10.3%	14-7	1.5%	8%	False	True	11,526
40	1087-4	978-0	109-4	11.1%	15-2	1.6%	7%	False	True	10,683

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	3-5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1056-6
2.618	1032-2
1.618	1017-2
1.000	1008-0
0.618	1002-2
HIGH	993-0
0.618	987-2
0.500	985-4
0.382	983-6
LOW	978-0
0.618	968-6
1.000	963-0
1.618	953-6
2.618	938-6
4.250	914-2

Fisher Pivots for day following 12-Jan-2010
Pivot	1 day	3 day
R1	985-5	1003-6
PP	985-5	997-6
S1	985-4	991-6

Download as Excel Spreadsheet

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

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