CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 02-Feb-2010
Day Change Summary
Previous Current
01-Feb-2010 02-Feb-2010 Change Change % Previous Week
Open 925-4 927-0 1-4 0.2% 957-4
High 933-0 940-4 7-4 0.8% 960-0
Low 920-4 927-0 6-4 0.7% 925-0
Close 920-6 936-4 15-6 1.7% 924-6
Range 12-4 13-4 1-0 8.0% 35-0
ATR 16-4 16-6 0-2 1.4% 0-0
Volume 26,395 44,230 17,835 67.6% 132,398
Daily Pivots for day following 02-Feb-2010
Classic Woodie Camarilla DeMark
R4 975-1 969-3 943-7
R3 961-5 955-7 940-2
R2 948-1 948-1 939-0
R1 942-3 942-3 937-6 945-2
PP 934-5 934-5 934-5 936-1
S1 928-7 928-7 935-2 931-6
S2 921-1 921-1 934-0
S3 907-5 915-3 932-6
S4 894-1 901-7 929-1
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
5 950-4 920-4 30-0 3.2% 14-2 1.5% 53% False False 32,241
10 965-0 920-4 44-4 4.8% 13-0 1.4% 36% False False 26,989
20 1066-0 920-4 145-4 15.5% 13-4 1.4% 11% False False 22,386
40 1079-4 920-4 159-0 17.0% 14-1 1.5% 10% False False 16,791
60 1087-4 920-4 167-0 17.8% 14-4 1.6% 10% False False 14,089
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 997-7
2.618 975-7
1.618 962-3
1.000 954-0
0.618 948-7
HIGH 940-4
0.618 935-3
0.500 933-6
0.382 932-1
LOW 927-0
0.618 918-5
1.000 913-4
1.618 905-1
2.618 891-5
4.250 869-5
Fisher Pivots for day following 02-Feb-2010
Pivot 1 day 3 day
R1 935-5 935-1
PP 934-5 933-7
S1 933-6 932-4

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

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