CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 21-Jan-2010

Day Change Summary
	Previous	Current
	20-Jan-2010	21-Jan-2010	Change	Change %	Previous Week
Open	959-0	956-0	-3-0	-0.3%	1029-0
High	960-0	965-0	5-0	0.5%	1029-4
Low	948-0	956-0	8-0	0.8%	978-0
Close	956-6	961-0	4-2	0.4%	980-2
Range	12-0	9-0	-3-0	-25.0%	51-4
ATR	18-2	17-5	-0-5	-3.6%	0-0
Volume	22,699	28,918	6,219	27.4%	103,451

Daily Pivots for day following 21-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	987-5	983-3	966-0
R3	978-5	974-3	963-4
R2	969-5	969-5	962-5
R1	965-3	965-3	961-7	967-4
PP	960-5	960-5	960-5	961-6
S1	956-3	956-3	960-1	958-4
S2	951-5	951-5	959-3
S3	942-5	947-3	958-4
S4	933-5	938-3	956-0

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	998-0	948-0	50-0	5.2%	12-5	1.3%	26%	False	False	23,142
10	1050-0	948-0	102-0	10.6%	14-2	1.5%	13%	False	False	20,311
20	1076-0	948-0	128-0	13.3%	13-5	1.4%	10%	False	False	14,894
40	1087-4	948-0	139-4	14.5%	14-6	1.5%	9%	False	False	12,923

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	3-0
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1003-2
2.618	988-4
1.618	979-4
1.000	974-0
0.618	970-4
HIGH	965-0
0.618	961-4
0.500	960-4
0.382	959-4
LOW	956-0
0.618	950-4
1.000	947-0
1.618	941-4
2.618	932-4
4.250	917-6

Fisher Pivots for day following 21-Jan-2010
Pivot	1 day	3 day
R1	960-7	964-0
PP	960-5	963-0
S1	960-4	962-0

Download as Excel Spreadsheet

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

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