CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 20-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 20-Jan-2010 Change Change % Previous Week
Open 951-0 940-0 -11-0 -1.2% 1003-4
High 951-0 940-0 -11-0 -1.2% 1003-4
Low 951-0 935-0 -16-0 -1.7% 958-2
Close 951-0 941-4 -9-4 -1.0% 958-2
Range 0-0 5-0 5-0 45-2
ATR 10-5 11-0 0-3 3.6% 0-0
Volume 487 256 -231 -47.4% 1,950
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 953-7 952-5 944-2
R3 948-7 947-5 942-7
R2 943-7 943-7 942-3
R1 942-5 942-5 942-0 943-2
PP 938-7 938-7 938-7 939-1
S1 937-5 937-5 941-0 938-2
S2 933-7 933-7 940-5
S3 928-7 932-5 940-1
S4 923-7 927-5 938-6
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
5 986-4 935-0 51-4 5.5% 1-0 0.1% 13% False True 501
10 1041-0 935-0 106-0 11.3% 0-4 0.1% 6% False True 318
20 1041-0 935-0 106-0 11.3% 0-2 0.0% 6% False True 274
40 1059-4 935-0 124-4 13.2% 0-6 0.1% 5% False True 273
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-0
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 961-2
2.618 953-1
1.618 948-1
1.000 945-0
0.618 943-1
HIGH 940-0
0.618 938-1
0.500 937-4
0.382 936-7
LOW 935-0
0.618 931-7
1.000 930-0
1.618 926-7
2.618 921-7
4.250 913-6
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 940-1 946-5
PP 938-7 944-7
S1 937-4 943-2

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

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