CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 26-Jan-2010
Day Change Summary
Previous Current
25-Jan-2010 26-Jan-2010 Change Change % Previous Week
Open 930-0 939-4 9-4 1.0% 951-0
High 930-0 939-4 9-4 1.0% 951-0
Low 930-0 939-4 9-4 1.0% 935-0
Close 935-0 939-4 4-4 0.5% 944-4
Range
ATR 10-5 10-2 -0-4 -4.1% 0-0
Volume 168 586 418 248.8% 1,619
Daily Pivots for day following 26-Jan-2010
Classic Woodie Camarilla DeMark
R4 939-4 939-4 939-4
R3 939-4 939-4 939-4
R2 939-4 939-4 939-4
R1 939-4 939-4 939-4 939-4
PP 939-4 939-4 939-4 939-4
S1 939-4 939-4 939-4 939-4
S2 939-4 939-4 939-4
S3 939-4 939-4 939-4
S4 939-4 939-4 939-4
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 991-4 984-0 953-2
R3 975-4 968-0 948-7
R2 959-4 959-4 947-3
R1 952-0 952-0 946-0 947-6
PP 943-4 943-4 943-4 941-3
S1 936-0 936-0 943-0 931-6
S2 927-4 927-4 941-5
S3 911-4 920-0 940-1
S4 895-4 904-0 935-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 949-0 930-0 19-0 2.0% 2-5 0.3% 50% False False 377
10 986-4 930-0 56-4 6.0% 1-2 0.1% 17% False False 418
20 1041-0 930-0 111-0 11.8% 0-5 0.1% 9% False False 311
40 1059-4 930-0 129-4 13.8% 0-5 0.1% 7% False False 281
60 1059-4 930-0 129-4 13.8% 1-1 0.1% 7% False False 243
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
4.250 939-4
2.618 939-4
1.618 939-4
1.000 939-4
0.618 939-4
HIGH 939-4
0.618 939-4
0.500 939-4
0.382 939-4
LOW 939-4
0.618 939-4
1.000 939-4
1.618 939-4
2.618 939-4
4.250 939-4
Fisher Pivots for day following 26-Jan-2010
Pivot 1 day 3 day
R1 939-4 939-4
PP 939-4 939-4
S1 939-4 939-4

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

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