CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 21-Jan-2010
Day Change Summary
Previous Current
20-Jan-2010 21-Jan-2010 Change Change % Previous Week
Open 940-0 946-2 6-2 0.7% 1003-4
High 940-0 946-2 6-2 0.7% 1003-4
Low 935-0 946-2 11-2 1.2% 958-2
Close 941-4 946-2 4-6 0.5% 958-2
Range 5-0 0-0 -5-0 -100.0% 45-2
ATR 11-0 10-5 -0-4 -4.1% 0-0
Volume 256 757 501 195.7% 1,950
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 946-2 946-2 946-2
R3 946-2 946-2 946-2
R2 946-2 946-2 946-2
R1 946-2 946-2 946-2 946-2
PP 946-2 946-2 946-2 946-2
S1 946-2 946-2 946-2 946-2
S2 946-2 946-2 946-2
S3 946-2 946-2 946-2
S4 946-2 946-2 946-2
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
5 973-0 935-0 38-0 4.0% 1-0 0.1% 30% False False 416
10 1015-0 935-0 80-0 8.5% 0-4 0.1% 14% False False 390
20 1041-0 935-0 106-0 11.2% 0-2 0.0% 11% False False 302
40 1059-4 935-0 124-4 13.2% 0-6 0.1% 9% False False 281
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 0-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 946-2
2.618 946-2
1.618 946-2
1.000 946-2
0.618 946-2
HIGH 946-2
0.618 946-2
0.500 946-2
0.382 946-2
LOW 946-2
0.618 946-2
1.000 946-2
1.618 946-2
2.618 946-2
4.250 946-2
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 946-2 945-1
PP 946-2 944-1
S1 946-2 943-0

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

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