CME Pit-Traded Soybean Future July 2010

Trading Metrics calculated at close of trading on 04-Jan-2010

Day Change Summary
	Previous	Current
	31-Dec-2009	04-Jan-2010	Change	Change %	Previous Week
Open	1061-0	1076-0	15-0	1.4%	1032-0
High	1069-0	1078-0	9-0	0.8%	1069-0
Low	1061-0	1061-4	0-4	0.0%	1032-0
Close	1059-2	1067-0	7-6	0.7%	1059-2
Range	8-0	16-4	8-4	106.3%	37-0
ATR	16-6	16-7	0-1	0.8%	0-0
Volume	6,454	8,699	2,245	34.8%	24,772

Daily Pivots for day following 04-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1118-3	1109-1	1076-1
R3	1101-7	1092-5	1071-4
R2	1085-3	1085-3	1070-0
R1	1076-1	1076-1	1068-4	1072-4
PP	1068-7	1068-7	1068-7	1067-0
S1	1059-5	1059-5	1065-4	1056-0
S2	1052-3	1052-3	1064-0
S3	1035-7	1043-1	1062-4
S4	1019-3	1026-5	1057-7

Weekly Pivots for week ending 01-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1164-3	1148-7	1079-5
R3	1127-3	1111-7	1069-3
R2	1090-3	1090-3	1066-0
R1	1074-7	1074-7	1062-5	1082-5
PP	1053-3	1053-3	1053-3	1057-2
S1	1037-7	1037-7	1055-7	1045-5
S2	1016-3	1016-3	1052-4
S3	979-3	1000-7	1049-1
S4	942-3	963-7	1038-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1078-0	1032-0	46-0	4.3%	13-6	1.3%	76%	True	False	6,694
10	1078-0	1004-0	74-0	6.9%	11-6	1.1%	85%	True	False	9,929
20	1085-0	1004-0	81-0	7.6%	12-6	1.2%	78%	False	False	11,373
40	1091-0	965-0	126-0	11.8%	14-1	1.3%	81%	False	False	11,376

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	1-0
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1148-1
2.618	1121-2
1.618	1104-6
1.000	1094-4
0.618	1088-2
HIGH	1078-0
0.618	1071-6
0.500	1069-6
0.382	1067-6
LOW	1061-4
0.618	1051-2
1.000	1045-0
1.618	1034-6
2.618	1018-2
4.250	991-3

Fisher Pivots for day following 04-Jan-2010
Pivot	1 day	3 day
R1	1069-6	1065-4
PP	1068-7	1064-0
S1	1067-7	1062-4

Download as Excel Spreadsheet

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

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