CME Pit-Traded Soybean Future July 2010

Trading Metrics calculated at close of trading on 08-Jan-2010

Day Change Summary
	Previous	Current
	07-Jan-2010	08-Jan-2010	Change	Change %	Previous Week
Open	1045-0	1029-0	-16-0	-1.5%	1076-0
High	1053-0	1032-0	-21-0	-2.0%	1078-0
Low	1035-0	1025-4	-9-4	-0.9%	1025-4
Close	1035-4	1032-2	-3-2	-0.3%	1032-2
Range	18-0	6-4	-11-4	-63.9%	52-4
ATR	17-0	16-4	-0-4	-2.9%	0-0
Volume	11,890	16,188	4,298	36.1%	58,356

Daily Pivots for day following 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1049-3	1047-3	1035-7
R3	1042-7	1040-7	1034-0
R2	1036-3	1036-3	1033-4
R1	1034-3	1034-3	1032-7	1035-3
PP	1029-7	1029-7	1029-7	1030-4
S1	1027-7	1027-7	1031-5	1028-7
S2	1023-3	1023-3	1031-0
S3	1016-7	1021-3	1030-4
S4	1010-3	1014-7	1028-5

Weekly Pivots for week ending 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1202-6	1170-0	1061-1
R3	1150-2	1117-4	1046-6
R2	1097-6	1097-6	1041-7
R1	1065-0	1065-0	1037-0	1055-1
PP	1045-2	1045-2	1045-2	1040-2
S1	1012-4	1012-4	1027-4	1002-5
S2	992-6	992-6	1022-5
S3	940-2	960-0	1017-6
S4	887-6	907-4	1003-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1078-0	1025-4	52-4	5.1%	11-6	1.1%	13%	False	True	11,671
10	1078-0	1018-0	60-0	5.8%	12-0	1.2%	24%	False	False	9,419
20	1085-0	1004-0	81-0	7.8%	13-2	1.3%	35%	False	False	11,512
40	1091-0	978-4	112-4	10.9%	13-7	1.3%	48%	False	False	11,643

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	2-1
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1059-5
2.618	1049-0
1.618	1042-4
1.000	1038-4
0.618	1036-0
HIGH	1032-0
0.618	1029-4
0.500	1028-6
0.382	1028-0
LOW	1025-4
0.618	1021-4
1.000	1019-0
1.618	1015-0
2.618	1008-4
4.250	997-7

Fisher Pivots for day following 08-Jan-2010
Pivot	1 day	3 day
R1	1031-1	1047-2
PP	1029-7	1042-2
S1	1028-6	1037-2

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols