CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 25-Jan-2010

Day Change Summary
	Previous	Current
	22-Jan-2010	25-Jan-2010	Change	Change %	Previous Week
Open	958-0	957-4	-0-4	-0.1%	977-0
High	962-0	960-0	-2-0	-0.2%	980-0
Low	956-0	945-0	-11-0	-1.2%	948-0
Close	959-2	949-4	-9-6	-1.0%	959-2
Range	6-0	15-0	9-0	150.0%	32-0
ATR	16-6	16-5	-0-1	-0.8%	0-0
Volume	15,258	15,468	210	1.4%	87,959

Daily Pivots for day following 25-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	996-4	988-0	957-6
R3	981-4	973-0	953-5
R2	966-4	966-4	952-2
R1	958-0	958-0	950-7	954-6
PP	951-4	951-4	951-4	949-7
S1	943-0	943-0	948-1	939-6
S2	936-4	936-4	946-6
S3	921-4	928-0	945-3
S4	906-4	913-0	941-2

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	980-0	945-0	35-0	3.7%	10-3	1.1%	13%	False	True	20,685
10	1029-4	945-0	84-4	8.9%	13-4	1.4%	5%	False	True	20,687
20	1076-0	945-0	131-0	13.8%	13-6	1.5%	3%	False	True	15,460
40	1087-4	945-0	142-4	15.0%	14-4	1.5%	3%	False	True	13,305

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-2
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1023-6
2.618	999-2
1.618	984-2
1.000	975-0
0.618	969-2
HIGH	960-0
0.618	954-2
0.500	952-4
0.382	950-6
LOW	945-0
0.618	935-6
1.000	930-0
1.618	920-6
2.618	905-6
4.250	881-2

Fisher Pivots for day following 25-Jan-2010
Pivot	1 day	3 day
R1	952-4	955-0
PP	951-4	953-1
S1	950-4	951-3

Download as Excel Spreadsheet

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

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