CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 15-Jan-2010
Day Change Summary
Previous Current
14-Jan-2010 15-Jan-2010 Change Change % Previous Week
Open 997-4 988-0 -9-4 -1.0% 1029-0
High 998-0 995-0 -3-0 -0.3% 1029-4
Low 983-0 978-0 -5-0 -0.5% 978-0
Close 990-6 980-2 -10-4 -1.1% 980-2
Range 15-0 17-0 2-0 13.3% 51-4
ATR 18-5 18-4 -0-1 -0.6% 0-0
Volume 22,719 20,290 -2,429 -10.7% 103,451
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 1035-3 1024-7 989-5
R3 1018-3 1007-7 984-7
R2 1001-3 1001-3 983-3
R1 990-7 990-7 981-6 987-5
PP 984-3 984-3 984-3 982-6
S1 973-7 973-7 978-6 970-5
S2 967-3 967-3 977-1
S3 950-3 956-7 975-5
S4 933-3 939-7 970-7
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 1150-3 1116-7 1008-5
R3 1098-7 1065-3 994-3
R2 1047-3 1047-3 989-6
R1 1013-7 1013-7 985-0 1004-7
PP 995-7 995-7 995-7 991-4
S1 962-3 962-3 975-4 953-3
S2 944-3 944-3 970-6
S3 892-7 910-7 966-1
S4 841-3 859-3 951-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1029-4 978-0 51-4 5.3% 16-6 1.7% 4% False True 20,690
10 1076-0 978-0 98-0 10.0% 15-0 1.5% 2% False True 16,898
20 1076-0 978-0 98-0 10.0% 15-1 1.5% 2% False True 12,887
40 1087-4 978-0 109-4 11.2% 15-3 1.6% 2% False True 11,900
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1067-2
2.618 1039-4
1.618 1022-4
1.000 1012-0
0.618 1005-4
HIGH 995-0
0.618 988-4
0.500 986-4
0.382 984-4
LOW 978-0
0.618 967-4
1.000 961-0
1.618 950-4
2.618 933-4
4.250 905-6
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 986-4 989-0
PP 984-3 986-1
S1 982-3 983-1

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

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