CME Pit-Traded Soybean Future July 2010

Trading Metrics calculated at close of trading on 01-Feb-2010

Day Change Summary
	Previous	Current
	29-Jan-2010	01-Feb-2010	Change	Change %	Previous Week
Open	949-4	934-4	-15-0	-1.6%	963-0
High	951-0	940-4	-10-4	-1.1%	965-0
Low	932-4	929-0	-3-4	-0.4%	932-4
Close	932-6	928-6	-4-0	-0.4%	932-6
Range	18-4	11-4	-7-0	-37.8%	32-4
ATR	15-7	15-5	-0-3	-2.0%	0-0
Volume	32,688	21,732	-10,956	-33.5%	105,102

Daily Pivots for day following 01-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	967-2	959-4	935-1
R3	955-6	948-0	931-7
R2	944-2	944-2	930-7
R1	936-4	936-4	929-6	934-5
PP	932-6	932-6	932-6	931-6
S1	925-0	925-0	927-6	923-1
S2	921-2	921-2	926-5
S3	909-6	913-4	925-5
S4	898-2	902-0	922-3

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	929-0	36-0	3.9%	14-2	1.5%	-1%	False	True	22,416
10	983-0	929-0	54-0	5.8%	11-5	1.2%	0%	False	True	21,515
20	1078-0	929-0	149-0	16.0%	12-5	1.4%	0%	False	True	18,559
40	1085-0	929-0	156-0	16.8%	12-4	1.3%	0%	False	True	15,150

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	1-6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	989-3
2.618	970-5
1.618	959-1
1.000	952-0
0.618	947-5
HIGH	940-4
0.618	936-1
0.500	934-6
0.382	933-3
LOW	929-0
0.618	921-7
1.000	917-4
1.618	910-3
2.618	898-7
4.250	880-1

Fisher Pivots for day following 01-Feb-2010
Pivot	1 day	3 day
R1	934-6	940-2
PP	932-6	936-3
S1	930-6	932-5

Download as Excel Spreadsheet

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

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