CME Pit-Traded Soybean Future July 2010

Trading Metrics calculated at close of trading on 25-Jan-2010

Day Change Summary
	Previous	Current
	22-Jan-2010	25-Jan-2010	Change	Change %	Previous Week
Open	964-0	963-0	-1-0	-0.1%	981-4
High	967-4	963-0	-4-4	-0.5%	983-0
Low	961-0	955-0	-6-0	-0.6%	953-0
Close	964-6	956-2	-8-4	-0.9%	964-6
Range	6-4	8-0	1-4	23.1%	30-0
ATR	16-1	15-6	-0-4	-2.8%	0-0
Volume	17,367	14,752	-2,615	-15.1%	88,321

Daily Pivots for day following 25-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	982-1	977-1	960-5
R3	974-1	969-1	958-4
R2	966-1	966-1	957-6
R1	961-1	961-1	957-0	959-5
PP	958-1	958-1	958-1	957-2
S1	953-1	953-1	955-4	951-5
S2	950-1	950-1	954-6
S3	942-1	945-1	954-0
S4	934-1	937-1	951-7

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1056-7	1040-7	981-2
R3	1026-7	1010-7	973-0
R2	996-7	996-7	970-2
R1	980-7	980-7	967-4	973-7
PP	966-7	966-7	966-7	963-4
S1	950-7	950-7	962-0	943-7
S2	936-7	936-7	959-2
S3	906-7	920-7	956-4
S4	876-7	890-7	948-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	983-0	953-0	30-0	3.1%	9-0	0.9%	11%	False	False	20,614
10	1034-4	953-0	81-4	8.5%	12-2	1.3%	4%	False	False	20,074
20	1078-0	953-0	125-0	13.1%	12-1	1.3%	3%	False	False	14,747
40	1091-0	953-0	138-0	14.4%	12-6	1.3%	2%	False	False	13,646

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	997-0
2.618	984-0
1.618	976-0
1.000	971-0
0.618	968-0
HIGH	963-0
0.618	960-0
0.500	959-0
0.382	958-0
LOW	955-0
0.618	950-0
1.000	947-0
1.618	942-0
2.618	934-0
4.250	921-0

Fisher Pivots for day following 25-Jan-2010
Pivot	1 day	3 day
R1	959-0	962-6
PP	958-1	960-5
S1	957-1	958-3

Download as Excel Spreadsheet

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

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