CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 19-Jan-2010

Day Change Summary
	Previous	Current
	15-Jan-2010	19-Jan-2010	Change	Change %	Previous Week
Open	988-0	977-0	-11-0	-1.1%	1029-0
High	995-0	980-0	-15-0	-1.5%	1029-4
Low	978-0	970-0	-8-0	-0.8%	978-0
Close	980-2	970-2	-10-0	-1.0%	980-2
Range	17-0	10-0	-7-0	-41.2%	51-4
ATR	18-4	18-0	-0-5	-3.2%	0-0
Volume	20,290	21,084	794	3.9%	103,451

Daily Pivots for day following 19-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1003-3	996-7	975-6
R3	993-3	986-7	973-0
R2	983-3	983-3	972-1
R1	976-7	976-7	971-1	975-1
PP	973-3	973-3	973-3	972-4
S1	966-7	966-7	969-3	965-1
S2	963-3	963-3	968-3
S3	953-3	956-7	967-4
S4	943-3	946-7	964-6

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	1000-0	970-0	30-0	3.1%	15-3	1.6%	1%	False	True	21,473
10	1066-0	970-0	96-0	9.9%	14-0	1.4%	0%	False	True	17,783
20	1076-0	970-0	106-0	10.9%	14-1	1.5%	0%	False	True	13,430
40	1087-4	970-0	117-4	12.1%	15-1	1.6%	0%	False	True	12,170

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	3-3
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1022-4
2.618	1006-1
1.618	996-1
1.000	990-0
0.618	986-1
HIGH	980-0
0.618	976-1
0.500	975-0
0.382	973-7
LOW	970-0
0.618	963-7
1.000	960-0
1.618	953-7
2.618	943-7
4.250	927-4

Fisher Pivots for day following 19-Jan-2010
Pivot	1 day	3 day
R1	975-0	984-0
PP	973-3	979-3
S1	971-7	974-7

Download as Excel Spreadsheet

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

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