CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 22-Jan-2010

Day Change Summary
	Previous	Current
	21-Jan-2010	22-Jan-2010	Change	Change %	Previous Week
Open	956-0	958-0	2-0	0.2%	977-0
High	965-0	962-0	-3-0	-0.3%	980-0
Low	956-0	956-0	0-0	0.0%	948-0
Close	961-0	959-2	-1-6	-0.2%	959-2
Range	9-0	6-0	-3-0	-33.3%	32-0
ATR	17-5	16-6	-0-7	-4.7%	0-0
Volume	28,918	15,258	-13,660	-47.2%	87,959

Daily Pivots for day following 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	977-1	974-1	962-4
R3	971-1	968-1	960-7
R2	965-1	965-1	960-3
R1	962-1	962-1	959-6	963-5
PP	959-1	959-1	959-1	959-6
S1	956-1	956-1	958-6	957-5
S2	953-1	953-1	958-1
S3	947-1	950-1	957-5
S4	941-1	944-1	956-0

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1058-3	1040-7	976-7
R3	1026-3	1008-7	968-0
R2	994-3	994-3	965-1
R1	976-7	976-7	962-1	969-5
PP	962-3	962-3	962-3	958-6
S1	944-7	944-7	956-3	937-5
S2	930-3	930-3	953-3
S3	898-3	912-7	950-4
S4	866-3	880-7	941-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	995-0	948-0	47-0	4.9%	10-6	1.1%	24%	False	False	21,649
10	1029-4	948-0	81-4	8.5%	12-7	1.3%	14%	False	False	20,666
20	1076-0	948-0	128-0	13.3%	13-2	1.4%	9%	False	False	15,288
40	1087-4	948-0	139-4	14.5%	14-3	1.5%	8%	False	False	13,103

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-2
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	987-4
2.618	977-6
1.618	971-6
1.000	968-0
0.618	965-6
HIGH	962-0
0.618	959-6
0.500	959-0
0.382	958-2
LOW	956-0
0.618	952-2
1.000	950-0
1.618	946-2
2.618	940-2
4.250	930-4

Fisher Pivots for day following 22-Jan-2010
Pivot	1 day	3 day
R1	959-1	958-3
PP	959-1	957-3
S1	959-0	956-4

Download as Excel Spreadsheet

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

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