CME Pit-Traded Soybean Future July 2010

Trading Metrics calculated at close of trading on 29-Jan-2010

Day Change Summary
	Previous	Current
	28-Jan-2010	29-Jan-2010	Change	Change %	Previous Week
Open	947-0	949-4	2-4	0.3%	963-0
High	951-4	951-0	-0-4	-0.1%	965-0
Low	940-0	932-4	-7-4	-0.8%	932-4
Close	948-4	932-6	-15-6	-1.7%	932-6
Range	11-4	18-4	7-0	60.9%	32-4
ATR	15-5	15-7	0-2	1.3%	0-0
Volume	20,940	32,688	11,748	56.1%	105,102

Daily Pivots for day following 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	994-2	982-0	942-7
R3	975-6	963-4	937-7
R2	957-2	957-2	936-1
R1	945-0	945-0	934-4	941-7
PP	938-6	938-6	938-6	937-2
S1	926-4	926-4	931-0	923-3
S2	920-2	920-2	929-3
S3	901-6	908-0	927-5
S4	883-2	889-4	922-5

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1040-7	1019-3	950-5
R3	1008-3	986-7	941-6
R2	975-7	975-7	938-6
R1	954-3	954-3	935-6	948-7
PP	943-3	943-3	943-3	940-6
S1	921-7	921-7	929-6	916-3
S2	910-7	910-7	926-6
S3	878-3	889-3	923-6
S4	845-7	856-7	914-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	965-0	932-4	32-4	3.5%	13-4	1.4%	1%	False	True	21,020
10	995-4	932-4	63-0	6.8%	11-5	1.3%	0%	False	True	21,615
20	1078-0	932-4	145-4	15.6%	12-4	1.3%	0%	False	True	17,795
40	1085-0	932-4	152-4	16.3%	12-7	1.4%	0%	False	True	14,865

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-5
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1029-5
2.618	999-3
1.618	980-7
1.000	969-4
0.618	962-3
HIGH	951-0
0.618	943-7
0.500	941-6
0.382	939-5
LOW	932-4
0.618	921-1
1.000	914-0
1.618	902-5
2.618	884-1
4.250	853-7

Fisher Pivots for day following 29-Jan-2010
Pivot	1 day	3 day
R1	941-6	945-2
PP	938-6	941-1
S1	935-6	936-7

Download as Excel Spreadsheet

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

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