CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 09-Dec-2009

Day Change Summary
	Previous	Current
	08-Dec-2009	09-Dec-2009	Change	Change %	Previous Week
Open	1069-0	1059-0	-10-0	-0.9%	1066-0
High	1070-0	1066-0	-4-0	-0.4%	1087-4
Low	1059-0	1041-0	-18-0	-1.7%	1047-0
Close	1061-0	1045-6	-15-2	-1.4%	1057-6
Range	11-0	25-0	14-0	127.3%	40-4
ATR	17-6	18-2	0-4	2.9%	0-0
Volume	14,252	18,706	4,454	31.3%	42,362

Daily Pivots for day following 09-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1125-7	1110-7	1059-4
R3	1100-7	1085-7	1052-5
R2	1075-7	1075-7	1050-3
R1	1060-7	1060-7	1048-0	1055-7
PP	1050-7	1050-7	1050-7	1048-4
S1	1035-7	1035-7	1043-4	1030-7
S2	1025-7	1025-7	1041-1
S3	1000-7	1010-7	1038-7
S4	975-7	985-7	1032-0

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1185-5	1162-1	1080-0
R3	1145-1	1121-5	1068-7
R2	1104-5	1104-5	1065-1
R1	1081-1	1081-1	1061-4	1072-5
PP	1064-1	1064-1	1064-1	1059-6
S1	1040-5	1040-5	1054-0	1032-1
S2	1023-5	1023-5	1050-3
S3	983-1	1000-1	1046-5
S4	942-5	959-5	1035-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1073-0	1041-0	32-0	3.1%	14-5	1.4%	15%	False	True	12,899
10	1087-4	1041-0	46-4	4.4%	16-0	1.5%	10%	False	True	10,242
20	1087-4	977-0	110-4	10.6%	16-0	1.5%	62%	False	False	9,469

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	3-4
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1172-2
2.618	1131-4
1.618	1106-4
1.000	1091-0
0.618	1081-4
HIGH	1066-0
0.618	1056-4
0.500	1053-4
0.382	1050-4
LOW	1041-0
0.618	1025-4
1.000	1016-0
1.618	1000-4
2.618	975-4
4.250	934-6

Fisher Pivots for day following 09-Dec-2009
Pivot	1 day	3 day
R1	1053-4	1057-0
PP	1050-7	1053-2
S1	1048-3	1049-4

Download as Excel Spreadsheet

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

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