CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 15-Jan-2010

Day Change Summary
	Previous	Current
	14-Jan-2010	15-Jan-2010	Change	Change %	Previous Week
Open	997-4	988-0	-9-4	-1.0%	1029-0
High	998-0	995-0	-3-0	-0.3%	1029-4
Low	983-0	978-0	-5-0	-0.5%	978-0
Close	990-6	980-2	-10-4	-1.1%	980-2
Range	15-0	17-0	2-0	13.3%	51-4
ATR	18-5	18-4	-0-1	-0.6%	0-0
Volume	22,719	20,290	-2,429	-10.7%	103,451

Daily Pivots for day following 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1035-3	1024-7	989-5
R3	1018-3	1007-7	984-7
R2	1001-3	1001-3	983-3
R1	990-7	990-7	981-6	987-5
PP	984-3	984-3	984-3	982-6
S1	973-7	973-7	978-6	970-5
S2	967-3	967-3	977-1
S3	950-3	956-7	975-5
S4	933-3	939-7	970-7

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1150-3	1116-7	1008-5
R3	1098-7	1065-3	994-3
R2	1047-3	1047-3	989-6
R1	1013-7	1013-7	985-0	1004-7
PP	995-7	995-7	995-7	991-4
S1	962-3	962-3	975-4	953-3
S2	944-3	944-3	970-6
S3	892-7	910-7	966-1
S4	841-3	859-3	951-7

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	5.3%	16-6	1.7%	4%	False	True	20,690
10	1076-0	978-0	98-0	10.0%	15-0	1.5%	2%	False	True	16,898
20	1076-0	978-0	98-0	10.0%	15-1	1.5%	2%	False	True	12,887
40	1087-4	978-0	109-4	11.2%	15-3	1.6%	2%	False	True	11,900

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

Fibonacci Retracements and Extensions
4.250	1067-2
2.618	1039-4
1.618	1022-4
1.000	1012-0
0.618	1005-4
HIGH	995-0
0.618	988-4
0.500	986-4
0.382	984-4
LOW	978-0
0.618	967-4
1.000	961-0
1.618	950-4
2.618	933-4
4.250	905-6

Fisher Pivots for day following 15-Jan-2010
Pivot	1 day	3 day
R1	986-4	989-0
PP	984-3	986-1
S1	982-3	983-1

Download as Excel Spreadsheet

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

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