CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 14-Dec-2009

Day Change Summary
	Previous	Current
	11-Dec-2009	14-Dec-2009	Change	Change %	Previous Week
Open	1042-0	1046-0	4-0	0.4%	1065-0
High	1048-0	1069-0	21-0	2.0%	1073-0
Low	1038-0	1046-0	8-0	0.8%	1038-0
Close	1049-0	1066-2	17-2	1.6%	1049-0
Range	10-0	23-0	13-0	130.0%	35-0
ATR	17-0	17-3	0-3	2.5%	0-0
Volume	11,877	13,804	1,927	16.2%	65,313

Daily Pivots for day following 14-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1129-3	1120-7	1078-7
R3	1106-3	1097-7	1072-5
R2	1083-3	1083-3	1070-4
R1	1074-7	1074-7	1068-3	1079-1
PP	1060-3	1060-3	1060-3	1062-4
S1	1051-7	1051-7	1064-1	1056-1
S2	1037-3	1037-3	1062-0
S3	1014-3	1028-7	1059-7
S4	991-3	1005-7	1053-5

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	1070-0	1038-0	32-0	3.0%	15-3	1.4%	88%	False	False	14,056
10	1087-4	1038-0	49-4	4.6%	15-5	1.5%	57%	False	False	11,678
20	1087-4	1008-0	79-4	7.5%	16-2	1.5%	73%	False	False	10,037

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	3-2
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1166-6
2.618	1129-2
1.618	1106-2
1.000	1092-0
0.618	1083-2
HIGH	1069-0
0.618	1060-2
0.500	1057-4
0.382	1054-6
LOW	1046-0
0.618	1031-6
1.000	1023-0
1.618	1008-6
2.618	985-6
4.250	948-2

Fisher Pivots for day following 14-Dec-2009
Pivot	1 day	3 day
R1	1063-3	1062-0
PP	1060-3	1057-6
S1	1057-4	1053-4

Download as Excel Spreadsheet

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

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