CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 13-Jan-2010

Day Change Summary
	Previous	Current
	12-Jan-2010	13-Jan-2010	Change	Change %	Previous Week
Open	987-0	980-0	-7-0	-0.7%	1071-0
High	993-0	1000-0	7-0	0.7%	1076-0
Low	978-0	980-0	2-0	0.2%	1020-0
Close	985-6	999-6	14-0	1.4%	1027-6
Range	15-0	20-0	5-0	33.3%	56-0
ATR	18-6	18-6	0-1	0.5%	0-0
Volume	13,949	29,327	15,378	110.2%	65,529

Daily Pivots for day following 13-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1053-2	1046-4	1010-6
R3	1033-2	1026-4	1005-2
R2	1013-2	1013-2	1003-3
R1	1006-4	1006-4	1001-5	1009-7
PP	993-2	993-2	993-2	995-0
S1	986-4	986-4	997-7	989-7
S2	973-2	973-2	996-1
S3	953-2	966-4	994-2
S4	933-2	946-4	988-6

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	1050-0	978-0	72-0	7.2%	15-7	1.6%	30%	False	False	17,481
10	1076-0	978-0	98-0	9.8%	14-6	1.5%	22%	False	False	14,118
20	1079-4	978-0	101-4	10.2%	14-6	1.5%	21%	False	False	12,302
40	1087-4	978-0	109-4	11.0%	15-4	1.5%	20%	False	False	11,170

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1085-0
2.618	1052-3
1.618	1032-3
1.000	1020-0
0.618	1012-3
HIGH	1000-0
0.618	992-3
0.500	990-0
0.382	987-5
LOW	980-0
0.618	967-5
1.000	960-0
1.618	947-5
2.618	927-5
4.250	895-0

Fisher Pivots for day following 13-Jan-2010
Pivot	1 day	3 day
R1	996-4	1003-6
PP	993-2	1002-3
S1	990-0	1001-1

Download as Excel Spreadsheet

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

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