CME Pit-Traded Soybean Future July 2010

Trading Metrics calculated at close of trading on 30-Dec-2009

Day Change Summary
	Previous	Current
	29-Dec-2009	30-Dec-2009	Change	Change %	Previous Week
Open	1042-4	1050-0	7-4	0.7%	1022-0
High	1057-0	1060-0	3-0	0.3%	1027-0
Low	1042-4	1047-0	4-4	0.4%	1004-0
Close	1057-0	1054-6	-2-2	-0.2%	1019-4
Range	14-4	13-0	-1-4	-10.3%	23-0
ATR	17-2	17-0	-0-2	-1.8%	0-0
Volume	7,523	7,301	-222	-3.0%	50,126

Daily Pivots for day following 30-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1092-7	1086-7	1061-7
R3	1079-7	1073-7	1058-3
R2	1066-7	1066-7	1057-1
R1	1060-7	1060-7	1056-0	1063-7
PP	1053-7	1053-7	1053-7	1055-4
S1	1047-7	1047-7	1053-4	1050-7
S2	1040-7	1040-7	1052-3
S3	1027-7	1034-7	1051-1
S4	1014-7	1021-7	1047-5

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1085-7	1075-5	1032-1
R3	1062-7	1052-5	1025-7
R2	1039-7	1039-7	1023-6
R1	1029-5	1029-5	1021-5	1023-2
PP	1016-7	1016-7	1016-7	1013-5
S1	1006-5	1006-5	1017-3	1000-2
S2	993-7	993-7	1015-2
S3	970-7	983-5	1013-1
S4	947-7	960-5	1006-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1060-0	1016-0	44-0	4.2%	11-0	1.0%	88%	True	False	9,589
10	1085-0	1004-0	81-0	7.7%	13-3	1.3%	63%	False	False	11,297
20	1085-0	1004-0	81-0	7.7%	13-2	1.3%	63%	False	False	11,935

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	0-6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1115-2
2.618	1094-0
1.618	1081-0
1.000	1073-0
0.618	1068-0
HIGH	1060-0
0.618	1055-0
0.500	1053-4
0.382	1052-0
LOW	1047-0
0.618	1039-0
1.000	1034-0
1.618	1026-0
2.618	1013-0
4.250	991-6

Fisher Pivots for day following 30-Dec-2009
Pivot	1 day	3 day
R1	1054-3	1051-7
PP	1053-7	1048-7
S1	1053-4	1046-0

Download as Excel Spreadsheet

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

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