CME Pit-Traded Soybean Future July 2010

Trading Metrics calculated at close of trading on 23-Apr-2010

Day Change Summary
	Previous	Current
	22-Apr-2010	23-Apr-2010	Change	Change %	Previous Week
Open	1004-0	1011-0	7-0	0.7%	988-0
High	1015-4	1016-4	1-0	0.1%	1016-4
Low	1002-0	1007-0	5-0	0.5%	982-4
Close	1015-0	1010-0	-5-0	-0.5%	1010-0
Range	13-4	9-4	-4-0	-29.6%	34-0
ATR	14-4	14-1	-0-3	-2.5%	0-0
Volume	101,232	78,900	-22,332	-22.1%	393,722

Daily Pivots for day following 23-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1039-5	1034-3	1015-2
R3	1030-1	1024-7	1012-5
R2	1020-5	1020-5	1011-6
R1	1015-3	1015-3	1010-7	1013-2
PP	1011-1	1011-1	1011-1	1010-1
S1	1005-7	1005-7	1009-1	1003-6
S2	1001-5	1001-5	1008-2
S3	992-1	996-3	1007-3
S4	982-5	986-7	1004-6

Weekly Pivots for week ending 23-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1105-0	1091-4	1028-6
R3	1071-0	1057-4	1019-3
R2	1037-0	1037-0	1016-2
R1	1023-4	1023-4	1013-1	1030-2
PP	1003-0	1003-0	1003-0	1006-3
S1	989-4	989-4	1006-7	996-2
S2	969-0	969-0	1003-6
S3	935-0	955-4	1000-5
S4	901-0	921-4	991-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1016-4	982-4	34-0	3.4%	12-2	1.2%	81%	True	False	78,744
10	1016-4	962-4	54-0	5.3%	12-3	1.2%	88%	True	False	81,709
20	1016-4	941-0	75-4	7.5%	12-4	1.2%	91%	True	False	60,792
40	1016-4	930-0	86-4	8.6%	12-3	1.2%	92%	True	False	43,664
60	1016-4	922-0	94-4	9.4%	12-4	1.2%	93%	True	False	38,130
80	1078-0	922-0	156-0	15.4%	12-4	1.2%	56%	False	False	32,561
100	1091-0	922-0	169-0	16.7%	12-5	1.3%	52%	False	False	28,467

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	2-4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1056-7
2.618	1041-3
1.618	1031-7
1.000	1026-0
0.618	1022-3
HIGH	1016-4
0.618	1012-7
0.500	1011-6
0.382	1010-5
LOW	1007-0
0.618	1001-1
1.000	997-4
1.618	991-5
2.618	982-1
4.250	966-5

Fisher Pivots for day following 23-Apr-2010
Pivot	1 day	3 day
R1	1011-6	1008-3
PP	1011-1	1006-7
S1	1010-5	1005-2

Download as Excel Spreadsheet

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

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