CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 939-4 924-6 -14-6 -1.6% 951-0
High 939-4 924-6 -14-6 -1.6% 951-0
Low 939-4 924-6 -14-6 -1.6% 935-0
Close 939-4 924-6 -14-6 -1.6% 944-4
Range
ATR 10-2 10-4 0-3 3.2% 0-0
Volume 586 240 -346 -59.0% 1,619
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 924-6 924-6 924-6
R3 924-6 924-6 924-6
R2 924-6 924-6 924-6
R1 924-6 924-6 924-6 924-6
PP 924-6 924-6 924-6 924-6
S1 924-6 924-6 924-6 924-6
S2 924-6 924-6 924-6
S3 924-6 924-6 924-6
S4 924-6 924-6 924-6
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
5 949-0 924-6 24-2 2.6% 1-5 0.2% 0% False True 374
10 986-4 924-6 61-6 6.7% 1-2 0.1% 0% False True 437
20 1041-0 924-6 116-2 12.6% 0-5 0.1% 0% False True 319
40 1059-4 924-6 134-6 14.6% 0-4 0.1% 0% False True 277
60 1059-4 924-6 134-6 14.6% 1-1 0.1% 0% False True 244
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
4.250 924-6
2.618 924-6
1.618 924-6
1.000 924-6
0.618 924-6
HIGH 924-6
0.618 924-6
0.500 924-6
0.382 924-6
LOW 924-6
0.618 924-6
1.000 924-6
1.618 924-6
2.618 924-6
4.250 924-6
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 924-6 932-1
PP 924-6 929-5
S1 924-6 927-2

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

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