CME Pit-Traded Soybean Future July 2010

Trading Metrics calculated at close of trading on 26-Jan-2010

Day Change Summary
	Previous	Current
	25-Jan-2010	26-Jan-2010	Change	Change %	Previous Week
Open	963-0	948-0	-15-0	-1.6%	981-4
High	963-0	965-0	2-0	0.2%	983-0
Low	955-0	948-0	-7-0	-0.7%	953-0
Close	956-2	964-0	7-6	0.8%	964-6
Range	8-0	17-0	9-0	112.5%	30-0
ATR	15-6	15-7	0-1	0.6%	0-0
Volume	14,752	15,063	311	2.1%	88,321

Daily Pivots for day following 26-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1010-0	1004-0	973-3
R3	993-0	987-0	968-5
R2	976-0	976-0	967-1
R1	970-0	970-0	965-4	973-0
PP	959-0	959-0	959-0	960-4
S1	953-0	953-0	962-4	956-0
S2	942-0	942-0	960-7
S3	925-0	936-0	959-3
S4	908-0	919-0	954-5

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	970-4	948-0	22-4	2.3%	10-5	1.1%	71%	False	True	18,762
10	1005-4	948-0	57-4	6.0%	12-5	1.3%	28%	False	True	20,200
20	1078-0	948-0	130-0	13.5%	12-4	1.3%	12%	False	True	14,946
40	1091-0	948-0	143-0	14.8%	12-6	1.3%	11%	False	True	13,690

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-1
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1037-2
2.618	1009-4
1.618	992-4
1.000	982-0
0.618	975-4
HIGH	965-0
0.618	958-4
0.500	956-4
0.382	954-4
LOW	948-0
0.618	937-4
1.000	931-0
1.618	920-4
2.618	903-4
4.250	875-6

Fisher Pivots for day following 26-Jan-2010
Pivot	1 day	3 day
R1	961-4	961-7
PP	959-0	959-7
S1	956-4	957-6

Download as Excel Spreadsheet

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

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