CME Pit-Traded Soybean Future July 2010

Trading Metrics calculated at close of trading on 03-Feb-2010

Day Change Summary
	Previous	Current
	02-Feb-2010	03-Feb-2010	Change	Change %	Previous Week
Open	936-0	943-0	7-0	0.7%	963-0
High	948-4	943-0	-5-4	-0.6%	965-0
Low	936-0	928-4	-7-4	-0.8%	932-4
Close	945-6	928-4	-17-2	-1.8%	932-6
Range	12-4	14-4	2-0	16.0%	32-4
ATR	15-7	16-0	0-1	0.6%	0-0
Volume	23,463	26,679	3,216	13.7%	105,102

Daily Pivots for day following 03-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	976-7	967-1	936-4
R3	962-3	952-5	932-4
R2	947-7	947-7	931-1
R1	938-1	938-1	929-7	935-6
PP	933-3	933-3	933-3	932-1
S1	923-5	923-5	927-1	921-2
S2	918-7	918-7	925-7
S3	904-3	909-1	924-4
S4	889-7	894-5	920-4

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	951-4	928-4	23-0	2.5%	13-6	1.5%	0%	False	True	25,100
10	970-4	928-4	42-0	4.5%	12-2	1.3%	0%	False	True	21,874
20	1069-0	928-4	140-4	15.1%	12-6	1.4%	0%	False	True	20,047
40	1085-0	928-4	156-4	16.9%	12-4	1.4%	0%	False	True	15,720
60	1091-0	928-4	162-4	17.5%	13-5	1.5%	0%	False	True	14,297

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	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	1-5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1004-5
2.618	981-0
1.618	966-4
1.000	957-4
0.618	952-0
HIGH	943-0
0.618	937-4
0.500	935-6
0.382	934-0
LOW	928-4
0.618	919-4
1.000	914-0
1.618	905-0
2.618	890-4
4.250	866-7

Fisher Pivots for day following 03-Feb-2010
Pivot	1 day	3 day
R1	935-6	938-4
PP	933-3	935-1
S1	930-7	931-7

Download as Excel Spreadsheet

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

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