CME Pit-Traded Soybean Future July 2010

Trading Metrics calculated at close of trading on 20-Jan-2010

Day Change Summary
	Previous	Current
	19-Jan-2010	20-Jan-2010	Change	Change %	Previous Week
Open	981-4	964-0	-17-4	-1.8%	1034-0
High	983-0	964-0	-19-0	-1.9%	1034-4
Low	974-0	953-0	-21-0	-2.2%	983-2
Close	975-2	961-0	-14-2	-1.5%	984-4
Range	9-0	11-0	2-0	22.2%	51-2
ATR	17-0	17-3	0-3	2.2%	0-0
Volume	24,322	22,227	-2,095	-8.6%	97,670

Daily Pivots for day following 20-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	992-3	987-5	967-0
R3	981-3	976-5	964-0
R2	970-3	970-3	963-0
R1	965-5	965-5	962-0	962-4
PP	959-3	959-3	959-3	957-6
S1	954-5	954-5	960-0	951-4
S2	948-3	948-3	959-0
S3	937-3	943-5	958-0
S4	926-3	932-5	955-0

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	953-0	52-4	5.5%	13-7	1.4%	15%	False	True	23,929
10	1069-0	953-0	116-0	12.1%	13-1	1.4%	7%	False	True	18,219
20	1078-0	953-0	125-0	13.0%	12-2	1.3%	6%	False	True	13,873
40	1091-0	953-0	138-0	14.4%	13-1	1.4%	6%	False	True	13,256

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	2-0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1010-6
2.618	992-6
1.618	981-6
1.000	975-0
0.618	970-6
HIGH	964-0
0.618	959-6
0.500	958-4
0.382	957-2
LOW	953-0
0.618	946-2
1.000	942-0
1.618	935-2
2.618	924-2
4.250	906-2

Fisher Pivots for day following 20-Jan-2010
Pivot	1 day	3 day
R1	960-1	974-2
PP	959-3	969-7
S1	958-4	965-3

Download as Excel Spreadsheet

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

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