CME Pit-Traded Soybean Future July 2010

Trading Metrics calculated at close of trading on 14-Jan-2010

Day Change Summary
	Previous	Current
	13-Jan-2010	14-Jan-2010	Change	Change %	Previous Week
Open	986-0	1004-4	18-4	1.9%	1076-0
High	1005-4	1005-4	0-0	0.0%	1078-0
Low	986-0	988-0	2-0	0.2%	1025-4
Close	1006-0	996-0	-10-0	-1.0%	1032-2
Range	19-4	17-4	-2-0	-10.3%	52-4
ATR	17-7	17-7	0-0	0.0%	0-0
Volume	29,462	20,902	-8,560	-29.1%	58,356

Daily Pivots for day following 14-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1049-0	1040-0	1005-5
R3	1031-4	1022-4	1000-6
R2	1014-0	1014-0	999-2
R1	1005-0	1005-0	997-5	1000-6
PP	996-4	996-4	996-4	994-3
S1	987-4	987-4	994-3	983-2
S2	979-0	979-0	992-6
S3	961-4	970-0	991-2
S4	944-0	952-4	986-3

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	1034-4	985-0	49-4	5.0%	14-3	1.4%	22%	False	False	18,224
10	1078-0	985-0	93-0	9.3%	13-2	1.3%	12%	False	False	13,974
20	1085-0	985-0	100-0	10.0%	13-3	1.3%	11%	False	False	12,636
40	1091-0	985-0	106-0	10.6%	14-0	1.4%	10%	False	False	12,435

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	1079-7
2.618	1051-3
1.618	1033-7
1.000	1023-0
0.618	1016-3
HIGH	1005-4
0.618	998-7
0.500	996-6
0.382	994-5
LOW	988-0
0.618	977-1
1.000	970-4
1.618	959-5
2.618	942-1
4.250	913-5

Fisher Pivots for day following 14-Jan-2010
Pivot	1 day	3 day
R1	996-6	995-6
PP	996-4	995-4
S1	996-2	995-2

Download as Excel Spreadsheet

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

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