CME Pit-Traded Soybean Future July 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 949-4 934-4 -15-0 -1.6% 963-0
High 951-0 940-4 -10-4 -1.1% 965-0
Low 932-4 929-0 -3-4 -0.4% 932-4
Close 932-6 928-6 -4-0 -0.4% 932-6
Range 18-4 11-4 -7-0 -37.8% 32-4
ATR 15-7 15-5 -0-3 -2.0% 0-0
Volume 32,688 21,732 -10,956 -33.5% 105,102
Daily Pivots for day following 01-Feb-2010
Classic Woodie Camarilla DeMark
R4 967-2 959-4 935-1
R3 955-6 948-0 931-7
R2 944-2 944-2 930-7
R1 936-4 936-4 929-6 934-5
PP 932-6 932-6 932-6 931-6
S1 925-0 925-0 927-6 923-1
S2 921-2 921-2 926-5
S3 909-6 913-4 925-5
S4 898-2 902-0 922-3
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 1040-7 1019-3 950-5
R3 1008-3 986-7 941-6
R2 975-7 975-7 938-6
R1 954-3 954-3 935-6 948-7
PP 943-3 943-3 943-3 940-6
S1 921-7 921-7 929-6 916-3
S2 910-7 910-7 926-6
S3 878-3 889-3 923-6
S4 845-7 856-7 914-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 965-0 929-0 36-0 3.9% 14-2 1.5% -1% False True 22,416
10 983-0 929-0 54-0 5.8% 11-5 1.2% 0% False True 21,515
20 1078-0 929-0 149-0 16.0% 12-5 1.4% 0% False True 18,559
40 1085-0 929-0 156-0 16.8% 12-4 1.3% 0% False True 15,150
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 1-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 989-3
2.618 970-5
1.618 959-1
1.000 952-0
0.618 947-5
HIGH 940-4
0.618 936-1
0.500 934-6
0.382 933-3
LOW 929-0
0.618 921-7
1.000 917-4
1.618 910-3
2.618 898-7
4.250 880-1
Fisher Pivots for day following 01-Feb-2010
Pivot 1 day 3 day
R1 934-6 940-2
PP 932-6 936-3
S1 930-6 932-5

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

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