CME Pit-Traded Soybean Future July 2010

Trading Metrics calculated at close of trading on 21-Jan-2010

Day Change Summary
	Previous	Current
	20-Jan-2010	21-Jan-2010	Change	Change %	Previous Week
Open	964-0	960-0	-4-0	-0.4%	1034-0
High	964-0	970-4	6-4	0.7%	1034-4
Low	953-0	960-0	7-0	0.7%	983-2
Close	961-0	966-0	5-0	0.5%	984-4
Range	11-0	10-4	-0-4	-4.5%	51-2
ATR	17-3	16-7	-0-4	-2.8%	0-0
Volume	22,227	24,405	2,178	9.8%	97,670

Daily Pivots for day following 21-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	997-0	992-0	971-6
R3	986-4	981-4	968-7
R2	976-0	976-0	967-7
R1	971-0	971-0	967-0	973-4
PP	965-4	965-4	965-4	966-6
S1	960-4	960-4	965-0	963-0
S2	955-0	955-0	964-1
S3	944-4	950-0	963-1
S4	934-0	939-4	960-2

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	953-0	52-4	5.4%	12-0	1.2%	25%	False	False	22,918
10	1053-0	953-0	100-0	10.4%	13-2	1.4%	13%	False	False	19,670
20	1078-0	953-0	125-0	12.9%	12-4	1.3%	10%	False	False	14,370
40	1091-0	953-0	138-0	14.3%	13-1	1.4%	9%	False	False	13,475

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	2-0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1015-1
2.618	998-0
1.618	987-4
1.000	981-0
0.618	977-0
HIGH	970-4
0.618	966-4
0.500	965-2
0.382	964-0
LOW	960-0
0.618	953-4
1.000	949-4
1.618	943-0
2.618	932-4
4.250	915-3

Fisher Pivots for day following 21-Jan-2010
Pivot	1 day	3 day
R1	965-6	968-0
PP	965-4	967-3
S1	965-2	966-5

Download as Excel Spreadsheet

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

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