CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 25-Jan-2010
Day Change Summary
Previous Current
22-Jan-2010 25-Jan-2010 Change Change % Previous Week
Open 949-0 930-0 -19-0 -2.0% 951-0
High 949-0 930-0 -19-0 -2.0% 951-0
Low 941-0 930-0 -11-0 -1.2% 935-0
Close 944-4 935-0 -9-4 -1.0% 944-4
Range 8-0 0-0 -8-0 -100.0% 16-0
ATR 10-3 10-5 0-2 2.8% 0-0
Volume 119 168 49 41.2% 1,619
Daily Pivots for day following 25-Jan-2010
Classic Woodie Camarilla DeMark
R4 931-5 933-3 935-0
R3 931-5 933-3 935-0
R2 931-5 931-5 935-0
R1 933-3 933-3 935-0 932-4
PP 931-5 931-5 931-5 931-2
S1 933-3 933-3 935-0 932-4
S2 931-5 931-5 935-0
S3 931-5 933-3 935-0
S4 931-5 933-3 935-0
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 991-4 984-0 953-2
R3 975-4 968-0 948-7
R2 959-4 959-4 947-3
R1 952-0 952-0 946-0 947-6
PP 943-4 943-4 943-4 941-3
S1 936-0 936-0 943-0 931-6
S2 927-4 927-4 941-5
S3 911-4 920-0 940-1
S4 895-4 904-0 935-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 951-0 930-0 21-0 2.2% 2-5 0.3% 24% False True 357
10 1003-4 930-0 73-4 7.9% 1-2 0.1% 7% False True 373
20 1041-0 930-0 111-0 11.9% 0-5 0.1% 5% False True 295
40 1059-4 930-0 129-4 13.9% 0-5 0.1% 4% False True 270
60 1059-4 930-0 129-4 13.9% 1-1 0.1% 4% False True 235
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
4.250 930-0
2.618 930-0
1.618 930-0
1.000 930-0
0.618 930-0
HIGH 930-0
0.618 930-0
0.500 930-0
0.382 930-0
LOW 930-0
0.618 930-0
1.000 930-0
1.618 930-0
2.618 930-0
4.250 930-0
Fisher Pivots for day following 25-Jan-2010
Pivot 1 day 3 day
R1 933-3 939-4
PP 931-5 938-0
S1 930-0 936-4

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

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