CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 28-Jan-2010

Day Change Summary
	Previous	Current
	27-Jan-2010	28-Jan-2010	Change	Change %	Previous Week
Open	949-0	940-0	-9-0	-0.9%	977-0
High	950-4	944-0	-6-4	-0.7%	980-0
Low	938-0	931-0	-7-0	-0.7%	948-0
Close	938-4	941-4	3-0	0.3%	959-2
Range	12-4	13-0	0-4	4.0%	32-0
ATR	16-7	16-4	-0-2	-1.6%	0-0
Volume	27,761	28,807	1,046	3.8%	87,959

Daily Pivots for day following 28-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	977-7	972-5	948-5
R3	964-7	959-5	945-1
R2	951-7	951-7	943-7
R1	946-5	946-5	942-6	949-2
PP	938-7	938-7	938-7	940-1
S1	933-5	933-5	940-2	936-2
S2	925-7	925-7	939-1
S3	912-7	920-5	937-7
S4	899-7	907-5	934-3

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	962-0	931-0	31-0	3.3%	12-6	1.3%	34%	False	True	22,728
10	998-0	931-0	67-0	7.1%	12-5	1.3%	16%	False	True	22,935
20	1076-0	931-0	145-0	15.4%	13-5	1.5%	7%	False	True	18,526
40	1087-4	931-0	156-4	16.6%	14-3	1.5%	7%	False	True	14,804

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	2-1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	999-2
2.618	978-0
1.618	965-0
1.000	957-0
0.618	952-0
HIGH	944-0
0.618	939-0
0.500	937-4
0.382	936-0
LOW	931-0
0.618	923-0
1.000	918-0
1.618	910-0
2.618	897-0
4.250	875-6

Fisher Pivots for day following 28-Jan-2010
Pivot	1 day	3 day
R1	940-1	944-4
PP	938-7	943-4
S1	937-4	942-4

Download as Excel Spreadsheet

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

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