CME Pit-Traded Soybean Future July 2010

Trading Metrics calculated at close of trading on 27-Jan-2010

Day Change Summary
	Previous	Current
	26-Jan-2010	27-Jan-2010	Change	Change %	Previous Week
Open	948-0	956-0	8-0	0.8%	981-4
High	965-0	958-0	-7-0	-0.7%	983-0
Low	948-0	945-4	-2-4	-0.3%	953-0
Close	964-0	945-4	-18-4	-1.9%	964-6
Range	17-0	12-4	-4-4	-26.5%	30-0
ATR	15-7	16-0	0-2	1.2%	0-0
Volume	15,063	21,659	6,596	43.8%	88,321

Daily Pivots for day following 27-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	987-1	978-7	952-3
R3	974-5	966-3	949-0
R2	962-1	962-1	947-6
R1	953-7	953-7	946-5	951-6
PP	949-5	949-5	949-5	948-5
S1	941-3	941-3	944-3	939-2
S2	937-1	937-1	943-2
S3	924-5	928-7	942-0
S4	912-1	916-3	938-5

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	945-4	25-0	2.6%	10-7	1.2%	0%	False	True	18,649
10	1005-4	945-4	60-0	6.3%	12-3	1.3%	0%	False	True	21,289
20	1078-0	945-4	132-4	14.0%	12-3	1.3%	0%	False	True	15,854
40	1091-0	945-4	145-4	15.4%	12-6	1.4%	0%	False	True	13,971

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	1-1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1011-1
2.618	990-6
1.618	978-2
1.000	970-4
0.618	965-6
HIGH	958-0
0.618	953-2
0.500	951-6
0.382	950-2
LOW	945-4
0.618	937-6
1.000	933-0
1.618	925-2
2.618	912-6
4.250	892-3

Fisher Pivots for day following 27-Jan-2010
Pivot	1 day	3 day
R1	951-6	955-2
PP	949-5	952-0
S1	947-5	948-6

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols