CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 26-Jan-2010

Day Change Summary
	Previous	Current
	25-Jan-2010	26-Jan-2010	Change	Change %	Previous Week
Open	957-4	941-0	-16-4	-1.7%	977-0
High	960-0	958-0	-2-0	-0.2%	980-0
Low	945-0	941-0	-4-0	-0.4%	948-0
Close	949-4	957-0	7-4	0.8%	959-2
Range	15-0	17-0	2-0	13.3%	32-0
ATR	16-5	16-5	0-0	0.2%	0-0
Volume	15,468	26,346	10,878	70.3%	87,959

Daily Pivots for day following 26-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1003-0	997-0	966-3
R3	986-0	980-0	961-5
R2	969-0	969-0	960-1
R1	963-0	963-0	958-4	966-0
PP	952-0	952-0	952-0	953-4
S1	946-0	946-0	955-4	949-0
S2	935-0	935-0	953-7
S3	918-0	929-0	952-3
S4	901-0	912-0	947-5

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	965-0	941-0	24-0	2.5%	11-6	1.2%	67%	False	True	21,737
10	1000-0	941-0	59-0	6.2%	13-5	1.4%	27%	False	True	21,605
20	1076-0	941-0	135-0	14.1%	14-2	1.5%	12%	False	True	16,376
40	1087-4	941-0	146-4	15.3%	14-4	1.5%	11%	False	True	13,763

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-2
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1030-2
2.618	1002-4
1.618	985-4
1.000	975-0
0.618	968-4
HIGH	958-0
0.618	951-4
0.500	949-4
0.382	947-4
LOW	941-0
0.618	930-4
1.000	924-0
1.618	913-4
2.618	896-4
4.250	868-6

Fisher Pivots for day following 26-Jan-2010
Pivot	1 day	3 day
R1	954-4	955-1
PP	952-0	953-3
S1	949-4	951-4

Download as Excel Spreadsheet

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

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