CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 27-Jan-2010

Day Change Summary
	Previous	Current
	26-Jan-2010	27-Jan-2010	Change	Change %	Previous Week
Open	941-0	949-0	8-0	0.9%	977-0
High	958-0	950-4	-7-4	-0.8%	980-0
Low	941-0	938-0	-3-0	-0.3%	948-0
Close	957-0	938-4	-18-4	-1.9%	959-2
Range	17-0	12-4	-4-4	-26.5%	32-0
ATR	16-5	16-7	0-1	1.0%	0-0
Volume	26,346	27,761	1,415	5.4%	87,959

Daily Pivots for day following 27-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	979-7	971-5	945-3
R3	967-3	959-1	942-0
R2	954-7	954-7	940-6
R1	946-5	946-5	939-5	944-4
PP	942-3	942-3	942-3	941-2
S1	934-1	934-1	937-3	932-0
S2	929-7	929-7	936-2
S3	917-3	921-5	935-0
S4	904-7	909-1	931-5

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	938-0	27-0	2.9%	11-7	1.3%	2%	False	True	22,750
10	1000-0	938-0	62-0	6.6%	13-3	1.4%	1%	False	True	22,987
20	1076-0	938-0	138-0	14.7%	13-6	1.5%	0%	False	True	17,580
40	1087-4	938-0	149-4	15.9%	14-3	1.5%	0%	False	True	14,201

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	1-6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1003-5
2.618	983-2
1.618	970-6
1.000	963-0
0.618	958-2
HIGH	950-4
0.618	945-6
0.500	944-2
0.382	942-6
LOW	938-0
0.618	930-2
1.000	925-4
1.618	917-6
2.618	905-2
4.250	884-7

Fisher Pivots for day following 27-Jan-2010
Pivot	1 day	3 day
R1	944-2	949-0
PP	942-3	945-4
S1	940-3	942-0

Download as Excel Spreadsheet

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

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