CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 01-Feb-2010
Day Change Summary
Previous Current
29-Jan-2010 01-Feb-2010 Change Change % Previous Week
Open 942-0 925-4 -16-4 -1.8% 957-4
High 944-4 933-0 -11-4 -1.2% 960-0
Low 925-0 920-4 -4-4 -0.5% 925-0
Close 924-6 920-6 -4-0 -0.4% 924-6
Range 19-4 12-4 -7-0 -35.9% 35-0
ATR 16-6 16-4 -0-2 -1.8% 0-0
Volume 34,016 26,395 -7,621 -22.4% 132,398
Daily Pivots for day following 01-Feb-2010
Classic Woodie Camarilla DeMark
R4 962-2 954-0 927-5
R3 949-6 941-4 924-2
R2 937-2 937-2 923-0
R1 929-0 929-0 921-7 926-7
PP 924-6 924-6 924-6 923-6
S1 916-4 916-4 919-5 914-3
S2 912-2 912-2 918-4
S3 899-6 904-0 917-2
S4 887-2 891-4 913-7
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 1041-5 1018-1 944-0
R3 1006-5 983-1 934-3
R2 971-5 971-5 931-1
R1 948-1 948-1 928-0 942-3
PP 936-5 936-5 936-5 933-6
S1 913-1 913-1 921-4 907-3
S2 901-5 901-5 918-3
S3 866-5 878-1 915-1
S4 831-5 843-1 905-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 958-0 920-4 37-4 4.1% 14-7 1.6% 1% False True 28,665
10 980-0 920-4 59-4 6.5% 12-5 1.4% 0% False True 24,675
20 1076-0 920-4 155-4 16.9% 13-6 1.5% 0% False True 20,786
40 1079-4 920-4 159-0 17.3% 14-1 1.5% 0% False True 15,940
60 1087-4 920-4 167-0 18.1% 14-5 1.6% 0% False True 13,528
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 2-1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 986-1
2.618 965-6
1.618 953-2
1.000 945-4
0.618 940-6
HIGH 933-0
0.618 928-2
0.500 926-6
0.382 925-2
LOW 920-4
0.618 912-6
1.000 908-0
1.618 900-2
2.618 887-6
4.250 867-3
Fisher Pivots for day following 01-Feb-2010
Pivot 1 day 3 day
R1 926-6 932-4
PP 924-6 928-5
S1 922-6 924-5

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

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