CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 17-Dec-2009

Day Change Summary
	Previous	Current
	16-Dec-2009	17-Dec-2009	Change	Change %	Previous Week
Open	1073-0	1062-4	-10-4	-1.0%	1065-0
High	1079-4	1063-0	-16-4	-1.5%	1073-0
Low	1068-0	1034-0	-34-0	-3.2%	1038-0
Close	1073-0	1036-4	-36-4	-3.4%	1049-0
Range	11-4	29-0	17-4	152.2%	35-0
ATR	16-6	18-2	1-5	9.5%	0-0
Volume	14,590	10,226	-4,364	-29.9%	65,313

Daily Pivots for day following 17-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1131-4	1113-0	1052-4
R3	1102-4	1084-0	1044-4
R2	1073-4	1073-4	1041-7
R1	1055-0	1055-0	1039-1	1049-6
PP	1044-4	1044-4	1044-4	1041-7
S1	1026-0	1026-0	1033-7	1020-6
S2	1015-4	1015-4	1031-1
S3	986-4	997-0	1028-4
S4	957-4	968-0	1020-4

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	1079-4	1034-0	45-4	4.4%	17-1	1.6%	5%	False	True	13,441
10	1079-4	1034-0	45-4	4.4%	15-0	1.5%	5%	False	True	13,314
20	1087-4	1032-0	55-4	5.4%	16-0	1.5%	8%	False	False	10,910

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	2-0
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	1186-2
2.618	1138-7
1.618	1109-7
1.000	1092-0
0.618	1080-7
HIGH	1063-0
0.618	1051-7
0.500	1048-4
0.382	1045-1
LOW	1034-0
0.618	1016-1
1.000	1005-0
1.618	987-1
2.618	958-1
4.250	910-6

Fisher Pivots for day following 17-Dec-2009
Pivot	1 day	3 day
R1	1048-4	1056-6
PP	1044-4	1050-0
S1	1040-4	1043-2

Download as Excel Spreadsheet

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

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