CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 21-Dec-2009

Day Change Summary
	Previous	Current
	18-Dec-2009	21-Dec-2009	Change	Change %	Previous Week
Open	1038-0	1028-4	-9-4	-0.9%	1046-0
High	1038-0	1032-6	-5-2	-0.5%	1079-4
Low	1025-4	1014-4	-11-0	-1.1%	1025-4
Close	1026-2	1014-4	-11-6	-1.1%	1026-2
Range	12-4	18-2	5-6	46.0%	54-0
ATR	17-7	17-7	0-0	0.1%	0-0
Volume	13,147	9,188	-3,959	-30.1%	68,478

Daily Pivots for day following 21-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1075-3	1063-1	1024-4
R3	1057-1	1044-7	1019-4
R2	1038-7	1038-7	1017-7
R1	1026-5	1026-5	1016-1	1023-5
PP	1020-5	1020-5	1020-5	1019-0
S1	1008-3	1008-3	1012-7	1005-3
S2	1002-3	1002-3	1011-1
S3	984-1	990-1	1009-4
S4	965-7	971-7	1004-4

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	1014-4	65-0	6.4%	16-5	1.6%	0%	False	True	12,772
10	1079-4	1014-4	65-0	6.4%	16-0	1.6%	0%	False	True	13,414
20	1087-4	1014-4	73-0	7.2%	15-7	1.6%	0%	False	True	10,951

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	2-2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1110-2
2.618	1080-4
1.618	1062-2
1.000	1051-0
0.618	1044-0
HIGH	1032-6
0.618	1025-6
0.500	1023-5
0.382	1021-4
LOW	1014-4
0.618	1003-2
1.000	996-2
1.618	985-0
2.618	966-6
4.250	937-0

Fisher Pivots for day following 21-Dec-2009
Pivot	1 day	3 day
R1	1023-5	1038-6
PP	1020-5	1030-5
S1	1017-4	1022-5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols