CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 14-Jan-2010

Day Change Summary
	Previous	Current
	13-Jan-2010	14-Jan-2010	Change	Change %	Previous Week
Open	980-0	997-4	17-4	1.8%	1071-0
High	1000-0	998-0	-2-0	-0.2%	1076-0
Low	980-0	983-0	3-0	0.3%	1020-0
Close	999-6	990-6	-9-0	-0.9%	1027-6
Range	20-0	15-0	-5-0	-25.0%	56-0
ATR	18-6	18-5	-0-1	-0.8%	0-0
Volume	29,327	22,719	-6,608	-22.5%	65,529

Daily Pivots for day following 14-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1035-5	1028-1	999-0
R3	1020-5	1013-1	994-7
R2	1005-5	1005-5	993-4
R1	998-1	998-1	992-1	994-3
PP	990-5	990-5	990-5	988-6
S1	983-1	983-1	989-3	979-3
S2	975-5	975-5	988-0
S3	960-5	968-1	986-5
S4	945-5	953-1	982-4

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	1029-4	978-0	51-4	5.2%	14-7	1.5%	25%	False	False	19,684
10	1076-0	978-0	98-0	9.9%	14-5	1.5%	13%	False	False	15,553
20	1079-4	978-0	101-4	10.2%	14-7	1.5%	13%	False	False	12,602
40	1087-4	978-0	109-4	11.1%	15-5	1.6%	12%	False	False	11,571

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

Fibonacci Retracements and Extensions
4.250	1061-6
2.618	1037-2
1.618	1022-2
1.000	1013-0
0.618	1007-2
HIGH	998-0
0.618	992-2
0.500	990-4
0.382	988-6
LOW	983-0
0.618	973-6
1.000	968-0
1.618	958-6
2.618	943-6
4.250	919-2

Fisher Pivots for day following 14-Jan-2010
Pivot	1 day	3 day
R1	990-5	990-1
PP	990-5	989-5
S1	990-4	989-0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols