CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 1076-0 1066-0 -10-0 -0.9% 1032-0
High 1078-0 1070-0 -8-0 -0.7% 1069-0
Low 1061-4 1061-0 -0-4 0.0% 1032-0
Close 1067-0 1068-4 1-4 0.1% 1059-2
Range 16-4 9-0 -7-4 -45.5% 37-0
ATR 16-7 16-3 -0-5 -3.3% 0-0
Volume 8,699 11,679 2,980 34.3% 24,772
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 1093-4 1090-0 1073-4
R3 1084-4 1081-0 1071-0
R2 1075-4 1075-4 1070-1
R1 1072-0 1072-0 1069-3 1073-6
PP 1066-4 1066-4 1066-4 1067-3
S1 1063-0 1063-0 1067-5 1064-6
S2 1057-4 1057-4 1066-7
S3 1048-4 1054-0 1066-0
S4 1039-4 1045-0 1063-4
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 1042-4 35-4 3.3% 12-2 1.1% 73% False False 8,331
10 1078-0 1004-0 74-0 6.9% 11-2 1.1% 87% False False 9,527
20 1085-0 1004-0 81-0 7.6% 12-3 1.2% 80% False False 11,394
40 1091-0 965-0 126-0 11.8% 14-0 1.3% 82% False False 11,421
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 1-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1108-2
2.618 1093-4
1.618 1084-4
1.000 1079-0
0.618 1075-4
HIGH 1070-0
0.618 1066-4
0.500 1065-4
0.382 1064-4
LOW 1061-0
0.618 1055-4
1.000 1052-0
1.618 1046-4
2.618 1037-4
4.250 1022-6
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 1067-4 1069-4
PP 1066-4 1069-1
S1 1065-4 1068-7

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

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