CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 15-Jan-2010
Day Change Summary
Previous Current
14-Jan-2010 15-Jan-2010 Change Change % Previous Week
Open 973-0 958-2 -14-6 -1.5% 1003-4
High 973-0 958-2 -14-6 -1.5% 1003-4
Low 973-0 958-2 -14-6 -1.5% 958-2
Close 973-0 958-2 -14-6 -1.5% 958-2
Range
ATR 10-5 10-7 0-2 2.8% 0-0
Volume 228 353 125 54.8% 1,950
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 958-2 958-2 958-2
R3 958-2 958-2 958-2
R2 958-2 958-2 958-2
R1 958-2 958-2 958-2 958-2
PP 958-2 958-2 958-2 958-2
S1 958-2 958-2 958-2 958-2
S2 958-2 958-2 958-2
S3 958-2 958-2 958-2
S4 958-2 958-2 958-2
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 1109-1 1078-7 983-1
R3 1063-7 1033-5 970-6
R2 1018-5 1018-5 966-4
R1 988-3 988-3 962-3 980-7
PP 973-3 973-3 973-3 969-4
S1 943-1 943-1 954-1 935-5
S2 928-1 928-1 950-0
S3 882-7 897-7 945-6
S4 837-5 852-5 933-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1003-4 958-2 45-2 4.7% 0-0 0.0% 0% False True 390
10 1041-0 958-2 82-6 8.6% 0-0 0.0% 0% False True 278
20 1041-0 958-2 82-6 8.6% 0-0 0.0% 0% False True 265
40 1059-4 958-2 101-2 10.6% 0-6 0.1% 0% False True 260
Crabel Price Patterns
NR False
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 0-0
Fibonacci Retracements and Extensions
4.250 958-2
2.618 958-2
1.618 958-2
1.000 958-2
0.618 958-2
HIGH 958-2
0.618 958-2
0.500 958-2
0.382 958-2
LOW 958-2
0.618 958-2
1.000 958-2
1.618 958-2
2.618 958-2
4.250 958-2
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 958-2 972-3
PP 958-2 967-5
S1 958-2 963-0

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

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