CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 20-Jan-2010

Day Change Summary
	Previous	Current
	19-Jan-2010	20-Jan-2010	Change	Change %	Previous Week
Open	977-0	959-0	-18-0	-1.8%	1029-0
High	980-0	960-0	-20-0	-2.0%	1029-4
Low	970-0	948-0	-22-0	-2.3%	978-0
Close	970-2	956-6	-13-4	-1.4%	980-2
Range	10-0	12-0	2-0	20.0%	51-4
ATR	18-0	18-2	0-2	1.7%	0-0
Volume	21,084	22,699	1,615	7.7%	103,451

Daily Pivots for day following 20-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	990-7	985-7	963-3
R3	978-7	973-7	960-0
R2	966-7	966-7	959-0
R1	961-7	961-7	957-7	958-3
PP	954-7	954-7	954-7	953-2
S1	949-7	949-7	955-5	946-3
S2	942-7	942-7	954-4
S3	930-7	937-7	953-4
S4	918-7	925-7	950-1

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	948-0	52-0	5.4%	14-6	1.5%	17%	False	True	23,223
10	1065-0	948-0	117-0	12.2%	14-2	1.5%	7%	False	True	18,588
20	1076-0	948-0	128-0	13.4%	14-1	1.5%	7%	False	True	13,908
40	1087-4	948-0	139-4	14.6%	14-6	1.5%	6%	False	True	12,464

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3-0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1011-0
2.618	991-3
1.618	979-3
1.000	972-0
0.618	967-3
HIGH	960-0
0.618	955-3
0.500	954-0
0.382	952-5
LOW	948-0
0.618	940-5
1.000	936-0
1.618	928-5
2.618	916-5
4.250	897-0

Fisher Pivots for day following 20-Jan-2010
Pivot	1 day	3 day
R1	955-7	971-4
PP	954-7	966-5
S1	954-0	961-5

Download as Excel Spreadsheet

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

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