CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 29-Jan-2010
Day Change Summary
Previous Current
28-Jan-2010 29-Jan-2010 Change Change % Previous Week
Open 929-2 917-0 -12-2 -1.3% 930-0
High 929-2 917-0 -12-2 -1.3% 939-4
Low 929-2 917-0 -12-2 -1.3% 917-0
Close 929-2 917-0 -12-2 -1.3% 917-0
Range
ATR 10-1 10-2 0-1 1.5% 0-0
Volume 255 641 386 151.4% 1,890
Daily Pivots for day following 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 917-0 917-0 917-0
R3 917-0 917-0 917-0
R2 917-0 917-0 917-0
R1 917-0 917-0 917-0 917-0
PP 917-0 917-0 917-0 917-0
S1 917-0 917-0 917-0 917-0
S2 917-0 917-0 917-0
S3 917-0 917-0 917-0
S4 917-0 917-0 917-0
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 992-0 977-0 929-3
R3 969-4 954-4 923-2
R2 947-0 947-0 921-1
R1 932-0 932-0 919-0 928-2
PP 924-4 924-4 924-4 922-5
S1 909-4 909-4 915-0 905-6
S2 902-0 902-0 912-7
S3 879-4 887-0 910-6
S4 857-0 864-4 904-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 939-4 917-0 22-4 2.5% 0-0 0.0% 0% False True 378
10 958-2 917-0 41-2 4.5% 1-2 0.1% 0% False True 386
20 1041-0 917-0 124-0 13.5% 0-5 0.1% 0% False True 321
40 1056-0 917-0 139-0 15.2% 0-4 0.1% 0% False True 279
60 1059-4 917-0 142-4 15.5% 0-6 0.1% 0% False True 257
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
4.250 917-0
2.618 917-0
1.618 917-0
1.000 917-0
0.618 917-0
HIGH 917-0
0.618 917-0
0.500 917-0
0.382 917-0
LOW 917-0
0.618 917-0
1.000 917-0
1.618 917-0
2.618 917-0
4.250 917-0
Fisher Pivots for day following 29-Jan-2010
Pivot 1 day 3 day
R1 917-0 923-1
PP 917-0 921-1
S1 917-0 919-0

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

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