CME Pit-Traded Soybean Future July 2010

Trading Metrics calculated at close of trading on 13-Jan-2010

Day Change Summary
	Previous	Current
	12-Jan-2010	13-Jan-2010	Change	Change %	Previous Week
Open	998-0	986-0	-12-0	-1.2%	1076-0
High	1000-0	1005-4	5-4	0.6%	1078-0
Low	985-0	986-0	1-0	0.1%	1025-4
Close	992-6	1006-0	13-2	1.3%	1032-2
Range	15-0	19-4	4-4	30.0%	52-4
ATR	17-6	17-7	0-1	0.7%	0-0
Volume	10,768	29,462	18,694	173.6%	58,356

Daily Pivots for day following 13-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1057-5	1051-3	1016-6
R3	1038-1	1031-7	1011-3
R2	1018-5	1018-5	1009-5
R1	1012-3	1012-3	1007-6	1015-4
PP	999-1	999-1	999-1	1000-6
S1	992-7	992-7	1004-2	996-0
S2	979-5	979-5	1002-3
S3	960-1	973-3	1000-5
S4	940-5	953-7	995-2

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	1053-0	985-0	68-0	6.8%	14-4	1.4%	31%	False	False	16,422
10	1078-0	985-0	93-0	9.2%	12-6	1.3%	23%	False	False	12,614
20	1085-0	985-0	100-0	9.9%	13-1	1.3%	21%	False	False	12,252
40	1091-0	985-0	106-0	10.5%	13-7	1.4%	20%	False	False	12,148

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	2-3
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1088-3
2.618	1056-4
1.618	1037-0
1.000	1025-0
0.618	1017-4
HIGH	1005-4
0.618	998-0
0.500	995-6
0.382	993-4
LOW	986-0
0.618	974-0
1.000	966-4
1.618	954-4
2.618	935-0
4.250	903-1

Fisher Pivots for day following 13-Jan-2010
Pivot	1 day	3 day
R1	1002-5	1009-6
PP	999-1	1008-4
S1	995-6	1007-2

Download as Excel Spreadsheet

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

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