CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 23-Dec-2009

Day Change Summary
	Previous	Current
	22-Dec-2009	23-Dec-2009	Change	Change %	Previous Week
Open	1017-4	1012-4	-5-0	-0.5%	1046-0
High	1018-0	1015-0	-3-0	-0.3%	1079-4
Low	1003-0	1011-0	8-0	0.8%	1025-4
Close	1004-2	1015-0	10-6	1.1%	1026-2
Range	15-0	4-0	-11-0	-73.3%	54-0
ATR	17-6	17-2	-0-4	-2.8%	0-0
Volume	7,388	12,026	4,638	62.8%	68,478

Daily Pivots for day following 23-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1025-5	1024-3	1017-2
R3	1021-5	1020-3	1016-1
R2	1017-5	1017-5	1015-6
R1	1016-3	1016-3	1015-3	1017-0
PP	1013-5	1013-5	1013-5	1014-0
S1	1012-3	1012-3	1014-5	1013-0
S2	1009-5	1009-5	1014-2
S3	1005-5	1008-3	1013-7
S4	1001-5	1004-3	1012-6

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	1063-0	1003-0	60-0	5.9%	15-6	1.6%	20%	False	False	10,395
10	1079-4	1003-0	76-4	7.5%	14-3	1.4%	16%	False	False	12,059
20	1087-4	1003-0	84-4	8.3%	15-1	1.5%	14%	False	False	11,151

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-5
Narrowest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	1032-0
2.618	1025-4
1.618	1021-4
1.000	1019-0
0.618	1017-4
HIGH	1015-0
0.618	1013-4
0.500	1013-0
0.382	1012-4
LOW	1011-0
0.618	1008-4
1.000	1007-0
1.618	1004-4
2.618	1000-4
4.250	994-0

Fisher Pivots for day following 23-Dec-2009
Pivot	1 day	3 day
R1	1014-3	1017-7
PP	1013-5	1016-7
S1	1013-0	1016-0

Download as Excel Spreadsheet

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

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