CME Pit-Traded Soybean Future September 2010

Trading Metrics calculated at close of trading on 19-Jan-2010

Day Change Summary
	Previous	Current
	15-Jan-2010	19-Jan-2010	Change	Change %	Previous Week
Open	958-2	951-0	-7-2	-0.8%	1003-4
High	958-2	951-0	-7-2	-0.8%	1003-4
Low	958-2	951-0	-7-2	-0.8%	958-2
Close	958-2	951-0	-7-2	-0.8%	958-2
Range
ATR	10-7	10-5	-0-2	-2.4%	0-0
Volume	353	487	134	38.0%	1,950

Daily Pivots for day following 19-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	951-0	951-0	951-0
R3	951-0	951-0	951-0
R2	951-0	951-0	951-0
R1	951-0	951-0	951-0	951-0
PP	951-0	951-0	951-0	951-0
S1	951-0	951-0	951-0	951-0
S2	951-0	951-0	951-0
S3	951-0	951-0	951-0
S4	951-0	951-0	951-0

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1109-1	1078-7	983-1
R3	1063-7	1033-5	970-6
R2	1018-5	1018-5	966-4
R1	988-3	988-3	962-3	980-7
PP	973-3	973-3	973-3	969-4
S1	943-1	943-1	954-1	935-5
S2	928-1	928-1	950-0
S3	882-7	897-7	945-6
S4	837-5	852-5	933-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	986-4	951-0	35-4	3.7%	0-0	0.0%	0%	False	True	460
10	1041-0	951-0	90-0	9.5%	0-0	0.0%	0%	False	True	310
20	1041-0	951-0	90-0	9.5%	0-0	0.0%	0%	False	True	280
40	1059-4	951-0	108-4	11.4%	0-5	0.1%	0%	False	True	271

Crabel Price Patterns
NR	False
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	0-0

Fibonacci Retracements and Extensions
4.250	951-0
2.618	951-0
1.618	951-0
1.000	951-0
0.618	951-0
HIGH	951-0
0.618	951-0
0.500	951-0
0.382	951-0
LOW	951-0
0.618	951-0
1.000	951-0
1.618	951-0
2.618	951-0
4.250	951-0

Fisher Pivots for day following 19-Jan-2010
Pivot	1 day	3 day
R1	951-0	962-0
PP	951-0	958-3
S1	951-0	954-5

Download as Excel Spreadsheet

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

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