CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 29-Jan-2010
Day Change Summary
Previous Current
28-Jan-2010 29-Jan-2010 Change Change % Previous Week
Open 940-0 942-0 2-0 0.2% 957-4
High 944-0 944-4 0-4 0.1% 960-0
Low 931-0 925-0 -6-0 -0.6% 925-0
Close 941-4 924-6 -16-6 -1.8% 924-6
Range 13-0 19-4 6-4 50.0% 35-0
ATR 16-4 16-6 0-2 1.3% 0-0
Volume 28,807 34,016 5,209 18.1% 132,398
Daily Pivots for day following 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 989-7 976-7 935-4
R3 970-3 957-3 930-1
R2 950-7 950-7 928-3
R1 937-7 937-7 926-4 934-5
PP 931-3 931-3 931-3 929-6
S1 918-3 918-3 923-0 915-1
S2 911-7 911-7 921-1
S3 892-3 898-7 919-3
S4 872-7 879-3 914-0
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 1041-5 1018-1 944-0
R3 1006-5 983-1 934-3
R2 971-5 971-5 931-1
R1 948-1 948-1 928-0 942-3
PP 936-5 936-5 936-5 933-6
S1 913-1 913-1 921-4 907-3
S2 901-5 901-5 918-3
S3 866-5 878-1 915-1
S4 831-5 843-1 905-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 960-0 925-0 35-0 3.8% 15-3 1.7% -1% False True 26,479
10 995-0 925-0 70-0 7.6% 13-1 1.4% 0% False True 24,064
20 1076-0 925-0 151-0 16.3% 13-7 1.5% 0% False True 19,808
40 1079-4 925-0 154-4 16.7% 14-3 1.6% 0% False True 15,469
60 1087-4 925-0 162-4 17.6% 15-0 1.6% 0% False True 13,254
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-3
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1027-3
2.618 995-4
1.618 976-0
1.000 964-0
0.618 956-4
HIGH 944-4
0.618 937-0
0.500 934-6
0.382 932-4
LOW 925-0
0.618 913-0
1.000 905-4
1.618 893-4
2.618 874-0
4.250 842-1
Fisher Pivots for day following 29-Jan-2010
Pivot 1 day 3 day
R1 934-6 937-6
PP 931-3 933-3
S1 928-1 929-1

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

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