CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 22-Dec-2009

Day Change Summary
	Previous	Current
	21-Dec-2009	22-Dec-2009	Change	Change %	Previous Week
Open	1028-4	1017-4	-11-0	-1.1%	1046-0
High	1032-6	1018-0	-14-6	-1.4%	1079-4
Low	1014-4	1003-0	-11-4	-1.1%	1025-4
Close	1014-4	1004-2	-10-2	-1.0%	1026-2
Range	18-2	15-0	-3-2	-17.8%	54-0
ATR	17-7	17-6	-0-2	-1.2%	0-0
Volume	9,188	7,388	-1,800	-19.6%	68,478

Daily Pivots for day following 22-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1053-3	1043-7	1012-4
R3	1038-3	1028-7	1008-3
R2	1023-3	1023-3	1007-0
R1	1013-7	1013-7	1005-5	1011-1
PP	1008-3	1008-3	1008-3	1007-0
S1	998-7	998-7	1002-7	996-1
S2	993-3	993-3	1001-4
S3	978-3	983-7	1000-1
S4	963-3	968-7	996-0

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	1003-0	76-4	7.6%	17-2	1.7%	2%	False	True	10,907
10	1079-4	1003-0	76-4	7.6%	16-3	1.6%	2%	False	True	12,727
20	1087-4	1003-0	84-4	8.4%	15-3	1.5%	1%	False	True	10,919

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	2-2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1081-6
2.618	1057-2
1.618	1042-2
1.000	1033-0
0.618	1027-2
HIGH	1018-0
0.618	1012-2
0.500	1010-4
0.382	1008-6
LOW	1003-0
0.618	993-6
1.000	988-0
1.618	978-6
2.618	963-6
4.250	939-2

Fisher Pivots for day following 22-Dec-2009
Pivot	1 day	3 day
R1	1010-4	1020-4
PP	1008-3	1015-1
S1	1006-3	1009-5

Download as Excel Spreadsheet

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

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