CME Pit-Traded Soybean Future July 2010

Trading Metrics calculated at close of trading on 07-Jan-2010

Day Change Summary
	Previous	Current
	06-Jan-2010	07-Jan-2010	Change	Change %	Previous Week
Open	1068-0	1045-0	-23-0	-2.2%	1032-0
High	1069-0	1053-0	-16-0	-1.5%	1069-0
Low	1060-0	1035-0	-25-0	-2.4%	1032-0
Close	1066-6	1035-4	-31-2	-2.9%	1059-2
Range	9-0	18-0	9-0	100.0%	37-0
ATR	15-7	17-0	1-1	7.2%	0-0
Volume	9,900	11,890	1,990	20.1%	24,772

Daily Pivots for day following 07-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1095-1	1083-3	1045-3
R3	1077-1	1065-3	1040-4
R2	1059-1	1059-1	1038-6
R1	1047-3	1047-3	1037-1	1044-2
PP	1041-1	1041-1	1041-1	1039-5
S1	1029-3	1029-3	1033-7	1026-2
S2	1023-1	1023-1	1032-2
S3	1005-1	1011-3	1030-4
S4	987-1	993-3	1025-5

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	1035-0	43-0	4.2%	12-1	1.2%	1%	False	True	9,724
10	1078-0	1016-0	62-0	6.0%	11-5	1.1%	31%	False	False	9,656
20	1085-0	1004-0	81-0	7.8%	13-0	1.3%	39%	False	False	11,254
40	1091-0	966-0	125-0	12.1%	14-2	1.4%	56%	False	False	11,457

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-7
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1129-4
2.618	1100-1
1.618	1082-1
1.000	1071-0
0.618	1064-1
HIGH	1053-0
0.618	1046-1
0.500	1044-0
0.382	1041-7
LOW	1035-0
0.618	1023-7
1.000	1017-0
1.618	1005-7
2.618	987-7
4.250	958-4

Fisher Pivots for day following 07-Jan-2010
Pivot	1 day	3 day
R1	1044-0	1052-4
PP	1041-1	1046-7
S1	1038-3	1041-1

Download as Excel Spreadsheet

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

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