CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 16-Dec-2009

Day Change Summary
	Previous	Current
	15-Dec-2009	16-Dec-2009	Change	Change %	Previous Week
Open	1063-0	1073-0	10-0	0.9%	1065-0
High	1075-0	1079-4	4-4	0.4%	1073-0
Low	1063-0	1068-0	5-0	0.5%	1038-0
Close	1066-6	1073-0	6-2	0.6%	1049-0
Range	12-0	11-4	-0-4	-4.2%	35-0
ATR	17-0	16-6	-0-2	-1.8%	0-0
Volume	16,711	14,590	-2,121	-12.7%	65,313

Daily Pivots for day following 16-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1108-0	1102-0	1079-3
R3	1096-4	1090-4	1076-1
R2	1085-0	1085-0	1075-1
R1	1079-0	1079-0	1074-0	1078-6
PP	1073-4	1073-4	1073-4	1073-3
S1	1067-4	1067-4	1072-0	1067-2
S2	1062-0	1062-0	1070-7
S3	1050-4	1056-0	1069-7
S4	1039-0	1044-4	1066-5

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	1079-4	1038-0	41-4	3.9%	12-7	1.2%	84%	True	False	13,724
10	1079-4	1038-0	41-4	3.9%	13-6	1.3%	84%	True	False	13,311
20	1087-4	1032-0	55-4	5.2%	15-4	1.4%	74%	False	False	10,913

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 3 trading days

Fibonacci Retracements and Extensions
4.250	1128-3
2.618	1109-5
1.618	1098-1
1.000	1091-0
0.618	1086-5
HIGH	1079-4
0.618	1075-1
0.500	1073-6
0.382	1072-3
LOW	1068-0
0.618	1060-7
1.000	1056-4
1.618	1049-3
2.618	1037-7
4.250	1019-1

Fisher Pivots for day following 16-Dec-2009
Pivot	1 day	3 day
R1	1073-6	1069-5
PP	1073-4	1066-1
S1	1073-2	1062-6

Download as Excel Spreadsheet

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

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