CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 05-Feb-2010
Day Change Summary
Previous Current
04-Feb-2010 05-Feb-2010 Change Change % Previous Week
Open 922-0 935-0 13-0 1.4% 934-4
High 934-2 939-4 5-2 0.6% 948-4
Low 922-0 930-0 8-0 0.9% 922-0
Close 933-4 932-6 -0-6 -0.1% 932-6
Range 12-2 9-4 -2-6 -22.4% 26-4
ATR 15-6 15-2 -0-4 -2.8% 0-0
Volume 23,113 31,554 8,441 36.5% 126,541
Daily Pivots for day following 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 962-5 957-1 938-0
R3 953-1 947-5 935-3
R2 943-5 943-5 934-4
R1 938-1 938-1 933-5 936-1
PP 934-1 934-1 934-1 933-0
S1 928-5 928-5 931-7 926-5
S2 924-5 924-5 931-0
S3 915-1 919-1 930-1
S4 905-5 909-5 927-4
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 1013-7 999-7 947-3
R3 987-3 973-3 940-0
R2 960-7 960-7 937-5
R1 946-7 946-7 935-1 940-5
PP 934-3 934-3 934-3 931-2
S1 920-3 920-3 930-3 914-1
S2 907-7 907-7 927-7
S3 881-3 893-7 925-4
S4 854-7 867-3 918-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 948-4 922-0 26-4 2.8% 12-0 1.3% 41% False False 25,308
10 965-0 922-0 43-0 4.6% 12-6 1.4% 25% False False 23,164
20 1034-4 922-0 112-4 12.1% 12-4 1.3% 10% False False 21,691
40 1085-0 922-0 163-0 17.5% 12-6 1.4% 7% False False 16,472
60 1091-0 922-0 169-0 18.1% 13-5 1.5% 6% False False 14,868
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook True
Stretch 1-6
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 979-7
2.618 964-3
1.618 954-7
1.000 949-0
0.618 945-3
HIGH 939-4
0.618 935-7
0.500 934-6
0.382 933-5
LOW 930-0
0.618 924-1
1.000 920-4
1.618 914-5
2.618 905-1
4.250 889-5
Fisher Pivots for day following 05-Feb-2010
Pivot 1 day 3 day
R1 934-6 932-5
PP 934-1 932-5
S1 933-3 932-4

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

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