CME Pit-Traded Soybean Future July 2010

Trading Metrics calculated at close of trading on 12-Jan-2010

Day Change Summary
	Previous	Current
	11-Jan-2010	12-Jan-2010	Change	Change %	Previous Week
Open	1034-0	998-0	-36-0	-3.5%	1076-0
High	1034-4	1000-0	-34-4	-3.3%	1078-0
Low	1021-0	985-0	-36-0	-3.5%	1025-4
Close	1022-6	992-6	-30-0	-2.9%	1032-2
Range	13-4	15-0	1-4	11.1%	52-4
ATR	16-2	17-6	1-4	9.4%	0-0
Volume	13,804	10,768	-3,036	-22.0%	58,356

Daily Pivots for day following 12-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1037-5	1030-1	1001-0
R3	1022-5	1015-1	996-7
R2	1007-5	1007-5	995-4
R1	1000-1	1000-1	994-1	996-3
PP	992-5	992-5	992-5	990-6
S1	985-1	985-1	991-3	981-3
S2	977-5	977-5	990-0
S3	962-5	970-1	988-5
S4	947-5	955-1	984-4

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	1069-0	985-0	84-0	8.5%	12-3	1.2%	9%	False	True	12,510
10	1078-0	985-0	93-0	9.4%	12-2	1.2%	8%	False	True	10,420
20	1085-0	985-0	100-0	10.1%	13-2	1.3%	8%	False	True	11,510
40	1091-0	985-0	106-0	10.7%	13-6	1.4%	7%	False	True	11,673

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	2-3
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1063-6
2.618	1039-2
1.618	1024-2
1.000	1015-0
0.618	1009-2
HIGH	1000-0
0.618	994-2
0.500	992-4
0.382	990-6
LOW	985-0
0.618	975-6
1.000	970-0
1.618	960-6
2.618	945-6
4.250	921-2

Fisher Pivots for day following 12-Jan-2010
Pivot	1 day	3 day
R1	992-5	1009-6
PP	992-5	1004-1
S1	992-4	998-3

Download as Excel Spreadsheet

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

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