CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 15-Dec-2009

Day Change Summary
	Previous	Current
	14-Dec-2009	15-Dec-2009	Change	Change %	Previous Week
Open	1046-0	1063-0	17-0	1.6%	1065-0
High	1069-0	1075-0	6-0	0.6%	1073-0
Low	1046-0	1063-0	17-0	1.6%	1038-0
Close	1066-2	1066-6	0-4	0.0%	1049-0
Range	23-0	12-0	-11-0	-47.8%	35-0
ATR	17-3	17-0	-0-3	-2.2%	0-0
Volume	13,804	16,711	2,907	21.1%	65,313

Daily Pivots for day following 15-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1104-2	1097-4	1073-3
R3	1092-2	1085-4	1070-0
R2	1080-2	1080-2	1069-0
R1	1073-4	1073-4	1067-7	1076-7
PP	1068-2	1068-2	1068-2	1070-0
S1	1061-4	1061-4	1065-5	1064-7
S2	1056-2	1056-2	1064-4
S3	1044-2	1049-4	1063-4
S4	1032-2	1037-4	1060-1

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1158-3	1138-5	1068-2
R3	1123-3	1103-5	1058-5
R2	1088-3	1088-3	1055-3
R1	1068-5	1068-5	1052-2	1061-0
PP	1053-3	1053-3	1053-3	1049-4
S1	1033-5	1033-5	1045-6	1026-0
S2	1018-3	1018-3	1042-5
S3	983-3	998-5	1039-3
S4	948-3	963-5	1029-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1075-0	1038-0	37-0	3.5%	15-5	1.5%	78%	True	False	14,547
10	1075-0	1038-0	37-0	3.5%	14-7	1.4%	78%	True	False	12,609
20	1087-4	1012-0	75-4	7.1%	16-2	1.5%	73%	False	False	10,539

Crabel Price Patterns
NR	True
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	2-3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1126-0
2.618	1106-3
1.618	1094-3
1.000	1087-0
0.618	1082-3
HIGH	1075-0
0.618	1070-3
0.500	1069-0
0.382	1067-5
LOW	1063-0
0.618	1055-5
1.000	1051-0
1.618	1043-5
2.618	1031-5
4.250	1012-0

Fisher Pivots for day following 15-Dec-2009
Pivot	1 day	3 day
R1	1069-0	1063-3
PP	1068-2	1059-7
S1	1067-4	1056-4

Download as Excel Spreadsheet

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

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