CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 11-Feb-2010
Day Change Summary
Previous Current
10-Feb-2010 11-Feb-2010 Change Change % Previous Week
Open 939-0 957-0 18-0 1.9% 934-4
High 954-0 960-0 6-0 0.6% 948-4
Low 939-0 951-4 12-4 1.3% 922-0
Close 954-4 958-6 4-2 0.4% 932-6
Range 15-0 8-4 -6-4 -43.3% 26-4
ATR 16-0 15-4 -0-4 -3.4% 0-0
Volume 28,019 33,221 5,202 18.6% 126,541
Daily Pivots for day following 11-Feb-2010
Classic Woodie Camarilla DeMark
R4 982-2 979-0 963-3
R3 973-6 970-4 961-1
R2 965-2 965-2 960-2
R1 962-0 962-0 959-4 963-5
PP 956-6 956-6 956-6 957-4
S1 953-4 953-4 958-0 955-1
S2 948-2 948-2 957-2
S3 939-6 945-0 956-3
S4 931-2 936-4 954-1
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 1013-7 999-7 947-3
R3 987-3 973-3 940-0
R2 960-7 960-7 937-5
R1 946-7 946-7 935-1 940-5
PP 934-3 934-3 934-3 931-2
S1 920-3 920-3 930-3 914-1
S2 907-7 907-7 927-7
S3 881-3 893-7 925-4
S4 854-7 867-3 918-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 960-0 930-0 30-0 3.1% 12-6 1.3% 96% True False 30,677
10 960-0 922-0 38-0 4.0% 13-3 1.4% 97% True False 28,106
20 1005-4 922-0 83-4 8.7% 12-4 1.3% 44% False False 24,271
40 1085-0 922-0 163-0 17.0% 12-6 1.3% 23% False False 18,262
60 1091-0 922-0 169-0 17.6% 13-3 1.4% 22% False False 16,189
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-4
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 996-1
2.618 982-2
1.618 973-6
1.000 968-4
0.618 965-2
HIGH 960-0
0.618 956-6
0.500 955-6
0.382 954-6
LOW 951-4
0.618 946-2
1.000 943-0
1.618 937-6
2.618 929-2
4.250 915-3
Fisher Pivots for day following 11-Feb-2010
Pivot 1 day 3 day
R1 957-6 955-5
PP 956-6 952-5
S1 955-6 949-4

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

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