CME Pit-Traded Soybean Future September 2010

Trading Metrics calculated at close of trading on 20-Jan-2010

Day Change Summary
	Previous	Current
	19-Jan-2010	20-Jan-2010	Change	Change %	Previous Week
Open	951-0	940-0	-11-0	-1.2%	1003-4
High	951-0	940-0	-11-0	-1.2%	1003-4
Low	951-0	935-0	-16-0	-1.7%	958-2
Close	951-0	941-4	-9-4	-1.0%	958-2
Range	0-0	5-0	5-0		45-2
ATR	10-5	11-0	0-3	3.6%	0-0
Volume	487	256	-231	-47.4%	1,950

Daily Pivots for day following 20-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	953-7	952-5	944-2
R3	948-7	947-5	942-7
R2	943-7	943-7	942-3
R1	942-5	942-5	942-0	943-2
PP	938-7	938-7	938-7	939-1
S1	937-5	937-5	941-0	938-2
S2	933-7	933-7	940-5
S3	928-7	932-5	940-1
S4	923-7	927-5	938-6

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	935-0	51-4	5.5%	1-0	0.1%	13%	False	True	501
10	1041-0	935-0	106-0	11.3%	0-4	0.1%	6%	False	True	318
20	1041-0	935-0	106-0	11.3%	0-2	0.0%	6%	False	True	274
40	1059-4	935-0	124-4	13.2%	0-6	0.1%	5%	False	True	273

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-0
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	961-2
2.618	953-1
1.618	948-1
1.000	945-0
0.618	943-1
HIGH	940-0
0.618	938-1
0.500	937-4
0.382	936-7
LOW	935-0
0.618	931-7
1.000	930-0
1.618	926-7
2.618	921-7
4.250	913-6

Fisher Pivots for day following 20-Jan-2010
Pivot	1 day	3 day
R1	940-1	946-5
PP	938-7	944-7
S1	937-4	943-2

Download as Excel Spreadsheet

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

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