CME Pit-Traded Soybean Future July 2010

Trading Metrics calculated at close of trading on 06-Jan-2010

Day Change Summary
	Previous	Current
	05-Jan-2010	06-Jan-2010	Change	Change %	Previous Week
Open	1066-0	1068-0	2-0	0.2%	1032-0
High	1070-0	1069-0	-1-0	-0.1%	1069-0
Low	1061-0	1060-0	-1-0	-0.1%	1032-0
Close	1068-4	1066-6	-1-6	-0.2%	1059-2
Range	9-0	9-0	0-0	0.0%	37-0
ATR	16-3	15-7	-0-4	-3.2%	0-0
Volume	11,679	9,900	-1,779	-15.2%	24,772

Daily Pivots for day following 06-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1092-2	1088-4	1071-6
R3	1083-2	1079-4	1069-2
R2	1074-2	1074-2	1068-3
R1	1070-4	1070-4	1067-5	1067-7
PP	1065-2	1065-2	1065-2	1064-0
S1	1061-4	1061-4	1065-7	1058-7
S2	1056-2	1056-2	1065-1
S3	1047-2	1052-4	1064-2
S4	1038-2	1043-4	1061-6

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	1047-0	31-0	2.9%	11-1	1.0%	64%	False	False	8,806
10	1078-0	1004-0	74-0	6.9%	11-6	1.1%	85%	False	False	9,071
20	1085-0	1004-0	81-0	7.6%	12-5	1.2%	77%	False	False	11,382
40	1091-0	966-0	125-0	11.7%	14-0	1.3%	81%	False	False	11,385

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-4

Fibonacci Retracements and Extensions
4.250	1107-2
2.618	1092-4
1.618	1083-4
1.000	1078-0
0.618	1074-4
HIGH	1069-0
0.618	1065-4
0.500	1064-4
0.382	1063-4
LOW	1060-0
0.618	1054-4
1.000	1051-0
1.618	1045-4
2.618	1036-4
4.250	1021-6

Fisher Pivots for day following 06-Jan-2010
Pivot	1 day	3 day
R1	1066-0	1069-0
PP	1065-2	1068-2
S1	1064-4	1067-4

Download as Excel Spreadsheet

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

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