CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 08-Feb-2010
Day Change Summary
Previous Current
05-Feb-2010 08-Feb-2010 Change Change % Previous Week
Open 935-0 945-0 10-0 1.1% 934-4
High 939-4 956-0 16-4 1.8% 948-4
Low 930-0 945-0 15-0 1.6% 922-0
Close 932-6 948-0 15-2 1.6% 932-6
Range 9-4 11-0 1-4 15.8% 26-4
ATR 15-2 15-7 0-5 3.7% 0-0
Volume 31,554 33,221 1,667 5.3% 126,541
Daily Pivots for day following 08-Feb-2010
Classic Woodie Camarilla DeMark
R4 982-5 976-3 954-0
R3 971-5 965-3 951-0
R2 960-5 960-5 950-0
R1 954-3 954-3 949-0 957-4
PP 949-5 949-5 949-5 951-2
S1 943-3 943-3 947-0 946-4
S2 938-5 938-5 946-0
S3 927-5 932-3 945-0
S4 916-5 921-3 942-0
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
5 956-0 922-0 34-0 3.6% 12-0 1.3% 76% True False 27,606
10 965-0 922-0 43-0 4.5% 13-1 1.4% 60% False False 25,011
20 1034-4 922-0 112-4 11.9% 12-5 1.3% 23% False False 22,542
40 1085-0 922-0 163-0 17.2% 13-0 1.4% 16% False False 17,027
60 1091-0 922-0 169-0 17.8% 13-4 1.4% 15% False False 15,276
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 True
Bear Hook False
Bull Hook False
Stretch 1-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1002-6
2.618 984-6
1.618 973-6
1.000 967-0
0.618 962-6
HIGH 956-0
0.618 951-6
0.500 950-4
0.382 949-2
LOW 945-0
0.618 938-2
1.000 934-0
1.618 927-2
2.618 916-2
4.250 898-2
Fisher Pivots for day following 08-Feb-2010
Pivot 1 day 3 day
R1 950-4 945-0
PP 949-5 942-0
S1 948-7 939-0

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

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