CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 24-Dec-2009

Day Change Summary
	Previous	Current
	23-Dec-2009	24-Dec-2009	Change	Change %	Previous Week
Open	1012-4	1022-0	9-4	0.9%	1046-0
High	1015-0	1023-0	8-0	0.8%	1079-4
Low	1011-0	1015-0	4-0	0.4%	1025-4
Close	1015-0	1014-4	-0-4	0.0%	1026-2
Range	4-0	8-0	4-0	100.0%	54-0
ATR	17-2	16-4	-0-5	-3.8%	0-0
Volume	12,026	8,032	-3,994	-33.2%	68,478

Daily Pivots for day following 24-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1041-4	1036-0	1018-7
R3	1033-4	1028-0	1016-6
R2	1025-4	1025-4	1016-0
R1	1020-0	1020-0	1015-2	1018-6
PP	1017-4	1017-4	1017-4	1016-7
S1	1012-0	1012-0	1013-6	1010-6
S2	1009-4	1009-4	1013-0
S3	1001-4	1004-0	1012-2
S4	993-4	996-0	1010-1

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	1038-0	1003-0	35-0	3.4%	11-4	1.1%	33%	False	False	9,956
10	1079-4	1003-0	76-4	7.5%	14-3	1.4%	15%	False	False	11,698
20	1087-4	1003-0	84-4	8.3%	14-6	1.5%	14%	False	False	11,150

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1057-0
2.618	1044-0
1.618	1036-0
1.000	1031-0
0.618	1028-0
HIGH	1023-0
0.618	1020-0
0.500	1019-0
0.382	1018-0
LOW	1015-0
0.618	1010-0
1.000	1007-0
1.618	1002-0
2.618	994-0
4.250	981-0

Fisher Pivots for day following 24-Dec-2009
Pivot	1 day	3 day
R1	1019-0	1014-0
PP	1017-4	1013-4
S1	1016-0	1013-0

Download as Excel Spreadsheet

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

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