CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 11-Jan-2010
Day Change Summary
Previous Current
08-Jan-2010 11-Jan-2010 Change Change % Previous Week
Open 1029-0 1034-0 5-0 0.5% 1076-0
High 1032-0 1034-4 2-4 0.2% 1078-0
Low 1025-4 1021-0 -4-4 -0.4% 1025-4
Close 1032-2 1022-6 -9-4 -0.9% 1032-2
Range 6-4 13-4 7-0 107.7% 52-4
ATR 16-4 16-2 -0-2 -1.3% 0-0
Volume 16,188 13,804 -2,384 -14.7% 58,356
Daily Pivots for day following 11-Jan-2010
Classic Woodie Camarilla DeMark
R4 1066-5 1058-1 1030-1
R3 1053-1 1044-5 1026-4
R2 1039-5 1039-5 1025-2
R1 1031-1 1031-1 1024-0 1028-5
PP 1026-1 1026-1 1026-1 1024-6
S1 1017-5 1017-5 1021-4 1015-1
S2 1012-5 1012-5 1020-2
S3 999-1 1004-1 1019-0
S4 985-5 990-5 1015-3
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 1070-0 1021-0 49-0 4.8% 11-2 1.1% 4% False True 12,692
10 1078-0 1021-0 57-0 5.6% 12-4 1.2% 3% False True 9,693
20 1085-0 1004-0 81-0 7.9% 13-2 1.3% 23% False False 11,494
40 1091-0 978-4 112-4 11.0% 14-0 1.4% 39% False False 11,564
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1091-7
2.618 1069-7
1.618 1056-3
1.000 1048-0
0.618 1042-7
HIGH 1034-4
0.618 1029-3
0.500 1027-6
0.382 1026-1
LOW 1021-0
0.618 1012-5
1.000 1007-4
1.618 999-1
2.618 985-5
4.250 963-5
Fisher Pivots for day following 11-Jan-2010
Pivot 1 day 3 day
R1 1027-6 1037-0
PP 1026-1 1032-2
S1 1024-3 1027-4

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

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