CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 11-Dec-2009

Day Change Summary
	Previous	Current
	10-Dec-2009	11-Dec-2009	Change	Change %	Previous Week
Open	1046-0	1042-0	-4-0	-0.4%	1065-0
High	1047-0	1048-0	1-0	0.1%	1073-0
Low	1039-0	1038-0	-1-0	-0.1%	1038-0
Close	1042-4	1049-0	6-4	0.6%	1049-0
Range	8-0	10-0	2-0	25.0%	35-0
ATR	17-4	17-0	-0-4	-3.1%	0-0
Volume	11,641	11,877	236	2.0%	65,313

Daily Pivots for day following 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1075-0	1072-0	1054-4
R3	1065-0	1062-0	1051-6
R2	1055-0	1055-0	1050-7
R1	1052-0	1052-0	1049-7	1053-4
PP	1045-0	1045-0	1045-0	1045-6
S1	1042-0	1042-0	1048-1	1043-4
S2	1035-0	1035-0	1047-1
S3	1025-0	1032-0	1046-2
S4	1015-0	1022-0	1043-4

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	1073-0	1038-0	35-0	3.3%	12-3	1.2%	31%	False	True	13,062
10	1087-4	1038-0	49-4	4.7%	14-3	1.4%	22%	False	True	10,767
20	1087-4	999-0	88-4	8.4%	15-6	1.5%	56%	False	False	9,841

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3-5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1090-4
2.618	1074-1
1.618	1064-1
1.000	1058-0
0.618	1054-1
HIGH	1048-0
0.618	1044-1
0.500	1043-0
0.382	1041-7
LOW	1038-0
0.618	1031-7
1.000	1028-0
1.618	1021-7
2.618	1011-7
4.250	995-4

Fisher Pivots for day following 11-Dec-2009
Pivot	1 day	3 day
R1	1047-0	1052-0
PP	1045-0	1051-0
S1	1043-0	1050-0

Download as Excel Spreadsheet

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

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