CME Pit-Traded Soybean Future July 2010

Trading Metrics calculated at close of trading on 19-Jan-2010

Day Change Summary
	Previous	Current
	15-Jan-2010	19-Jan-2010	Change	Change %	Previous Week
Open	992-0	981-4	-10-4	-1.1%	1034-0
High	995-4	983-0	-12-4	-1.3%	1034-4
Low	983-2	974-0	-9-2	-0.9%	983-2
Close	984-4	975-2	-9-2	-0.9%	984-4
Range	12-2	9-0	-3-2	-26.5%	51-2
ATR	17-4	17-0	-0-4	-2.9%	0-0
Volume	22,734	24,322	1,588	7.0%	97,670

Daily Pivots for day following 19-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1004-3	998-7	980-2
R3	995-3	989-7	977-6
R2	986-3	986-3	976-7
R1	980-7	980-7	976-1	979-1
PP	977-3	977-3	977-3	976-4
S1	971-7	971-7	974-3	970-1
S2	968-3	968-3	973-5
S3	959-3	962-7	972-6
S4	950-3	953-7	970-2

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	1005-4	974-0	31-4	3.2%	14-5	1.5%	4%	False	True	21,637
10	1070-0	974-0	96-0	9.8%	12-7	1.3%	1%	False	True	17,164
20	1078-0	974-0	104-0	10.7%	12-3	1.3%	1%	False	True	13,547
40	1091-0	974-0	117-0	12.0%	13-3	1.4%	1%	False	True	13,100

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 6 trading days

Fibonacci Retracements and Extensions
4.250	1021-2
2.618	1006-4
1.618	997-4
1.000	992-0
0.618	988-4
HIGH	983-0
0.618	979-4
0.500	978-4
0.382	977-4
LOW	974-0
0.618	968-4
1.000	965-0
1.618	959-4
2.618	950-4
4.250	935-6

Fisher Pivots for day following 19-Jan-2010
Pivot	1 day	3 day
R1	978-4	989-6
PP	977-3	984-7
S1	976-3	980-1

Download as Excel Spreadsheet

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

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