CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
31-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 1061-0 1076-0 15-0 1.4% 1032-0
High 1069-0 1078-0 9-0 0.8% 1069-0
Low 1061-0 1061-4 0-4 0.0% 1032-0
Close 1059-2 1067-0 7-6 0.7% 1059-2
Range 8-0 16-4 8-4 106.3% 37-0
ATR 16-6 16-7 0-1 0.8% 0-0
Volume 6,454 8,699 2,245 34.8% 24,772
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 1118-3 1109-1 1076-1
R3 1101-7 1092-5 1071-4
R2 1085-3 1085-3 1070-0
R1 1076-1 1076-1 1068-4 1072-4
PP 1068-7 1068-7 1068-7 1067-0
S1 1059-5 1059-5 1065-4 1056-0
S2 1052-3 1052-3 1064-0
S3 1035-7 1043-1 1062-4
S4 1019-3 1026-5 1057-7
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 1164-3 1148-7 1079-5
R3 1127-3 1111-7 1069-3
R2 1090-3 1090-3 1066-0
R1 1074-7 1074-7 1062-5 1082-5
PP 1053-3 1053-3 1053-3 1057-2
S1 1037-7 1037-7 1055-7 1045-5
S2 1016-3 1016-3 1052-4
S3 979-3 1000-7 1049-1
S4 942-3 963-7 1038-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1078-0 1032-0 46-0 4.3% 13-6 1.3% 76% True False 6,694
10 1078-0 1004-0 74-0 6.9% 11-6 1.1% 85% True False 9,929
20 1085-0 1004-0 81-0 7.6% 12-6 1.2% 78% False False 11,373
40 1091-0 965-0 126-0 11.8% 14-1 1.3% 81% False False 11,376
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1-0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1148-1
2.618 1121-2
1.618 1104-6
1.000 1094-4
0.618 1088-2
HIGH 1078-0
0.618 1071-6
0.500 1069-6
0.382 1067-6
LOW 1061-4
0.618 1051-2
1.000 1045-0
1.618 1034-6
2.618 1018-2
4.250 991-3
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 1069-6 1065-4
PP 1068-7 1064-0
S1 1067-7 1062-4

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

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