CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 18-Dec-2009

Day Change Summary
	Previous	Current
	17-Dec-2009	18-Dec-2009	Change	Change %	Previous Week
Open	1062-4	1038-0	-24-4	-2.3%	1046-0
High	1063-0	1038-0	-25-0	-2.4%	1079-4
Low	1034-0	1025-4	-8-4	-0.8%	1025-4
Close	1036-4	1026-2	-10-2	-1.0%	1026-2
Range	29-0	12-4	-16-4	-56.9%	54-0
ATR	18-2	17-7	-0-3	-2.3%	0-0
Volume	10,226	13,147	2,921	28.6%	68,478

Daily Pivots for day following 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1067-3	1059-3	1033-1
R3	1054-7	1046-7	1029-6
R2	1042-3	1042-3	1028-4
R1	1034-3	1034-3	1027-3	1032-1
PP	1029-7	1029-7	1029-7	1028-6
S1	1021-7	1021-7	1025-1	1019-5
S2	1017-3	1017-3	1024-0
S3	1004-7	1009-3	1022-6
S4	992-3	996-7	1019-3

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1205-6	1170-0	1056-0
R3	1151-6	1116-0	1041-1
R2	1097-6	1097-6	1036-1
R1	1062-0	1062-0	1031-2	1052-7
PP	1043-6	1043-6	1043-6	1039-2
S1	1008-0	1008-0	1021-2	998-7
S2	989-6	989-6	1016-3
S3	935-6	954-0	1011-3
S4	881-6	900-0	996-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1079-4	1025-4	54-0	5.3%	17-5	1.7%	1%	False	True	13,695
10	1079-4	1025-4	54-0	5.3%	15-0	1.5%	1%	False	True	13,379
20	1087-4	1025-4	62-0	6.0%	15-3	1.5%	1%	False	True	11,021

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	1-7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1091-1
2.618	1070-6
1.618	1058-2
1.000	1050-4
0.618	1045-6
HIGH	1038-0
0.618	1033-2
0.500	1031-6
0.382	1030-2
LOW	1025-4
0.618	1017-6
1.000	1013-0
1.618	1005-2
2.618	992-6
4.250	972-3

Fisher Pivots for day following 18-Dec-2009
Pivot	1 day	3 day
R1	1031-6	1052-4
PP	1029-7	1043-6
S1	1028-1	1035-0

Download as Excel Spreadsheet

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

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