CME Pit-Traded Soybean Future July 2010

Trading Metrics calculated at close of trading on 15-Jan-2010

Day Change Summary
	Previous	Current
	14-Jan-2010	15-Jan-2010	Change	Change %	Previous Week
Open	1004-4	992-0	-12-4	-1.2%	1034-0
High	1005-4	995-4	-10-0	-1.0%	1034-4
Low	988-0	983-2	-4-6	-0.5%	983-2
Close	996-0	984-4	-11-4	-1.2%	984-4
Range	17-4	12-2	-5-2	-30.0%	51-2
ATR	17-7	17-4	-0-3	-2.1%	0-0
Volume	20,902	22,734	1,832	8.8%	97,670

Daily Pivots for day following 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1024-4	1016-6	991-2
R3	1012-2	1004-4	987-7
R2	1000-0	1000-0	986-6
R1	992-2	992-2	985-5	990-0
PP	987-6	987-6	987-6	986-5
S1	980-0	980-0	983-3	977-6
S2	975-4	975-4	982-2
S3	963-2	967-6	981-1
S4	951-0	955-4	977-6

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1154-4	1120-6	1012-6
R3	1103-2	1069-4	998-5
R2	1052-0	1052-0	993-7
R1	1018-2	1018-2	989-2	1009-4
PP	1000-6	1000-6	1000-6	996-3
S1	967-0	967-0	979-6	958-2
S2	949-4	949-4	975-1
S3	898-2	915-6	970-3
S4	847-0	864-4	956-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1034-4	983-2	51-2	5.2%	15-4	1.6%	2%	False	True	19,534
10	1078-0	983-2	94-6	9.6%	13-5	1.4%	1%	False	True	15,602
20	1078-0	983-2	94-6	9.6%	13-3	1.4%	1%	False	True	12,935
40	1091-0	983-2	107-6	10.9%	13-5	1.4%	1%	False	True	12,761

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	2-4
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1047-4
2.618	1027-5
1.618	1015-3
1.000	1007-6
0.618	1003-1
HIGH	995-4
0.618	990-7
0.500	989-3
0.382	987-7
LOW	983-2
0.618	975-5
1.000	971-0
1.618	963-3
2.618	951-1
4.250	931-2

Fisher Pivots for day following 15-Jan-2010
Pivot	1 day	3 day
R1	989-3	994-3
PP	987-6	991-1
S1	986-1	987-6

Download as Excel Spreadsheet

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

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