CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 28-Dec-2009

Day Change Summary
	Previous	Current
	24-Dec-2009	28-Dec-2009	Change	Change %	Previous Week
Open	1022-0	1025-4	3-4	0.3%	1028-4
High	1023-0	1047-0	24-0	2.3%	1032-6
Low	1015-0	1025-4	10-4	1.0%	1003-0
Close	1014-4	1043-6	29-2	2.9%	1014-4
Range	8-0	21-4	13-4	168.8%	29-6
ATR	16-4	17-6	1-1	6.9%	0-0
Volume	8,032	3,668	-4,364	-54.3%	36,634

Daily Pivots for day following 28-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1103-2	1095-0	1055-5
R3	1081-6	1073-4	1049-5
R2	1060-2	1060-2	1047-6
R1	1052-0	1052-0	1045-6	1056-1
PP	1038-6	1038-6	1038-6	1040-6
S1	1030-4	1030-4	1041-6	1034-5
S2	1017-2	1017-2	1039-6
S3	995-6	1009-0	1037-7
S4	974-2	987-4	1031-7

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1106-0	1090-0	1030-7
R3	1076-2	1060-2	1022-5
R2	1046-4	1046-4	1020-0
R1	1030-4	1030-4	1017-2	1023-5
PP	1016-6	1016-6	1016-6	1013-2
S1	1000-6	1000-6	1011-6	993-7
S2	987-0	987-0	1009-0
S3	957-2	971-0	1006-3
S4	927-4	941-2	998-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1047-0	1003-0	44-0	4.2%	13-3	1.3%	93%	True	False	8,060
10	1079-4	1003-0	76-4	7.3%	15-4	1.5%	53%	False	False	10,878
20	1087-4	1003-0	84-4	8.1%	14-7	1.4%	48%	False	False	10,822

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-2
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1138-3
2.618	1103-2
1.618	1081-6
1.000	1068-4
0.618	1060-2
HIGH	1047-0
0.618	1038-6
0.500	1036-2
0.382	1033-6
LOW	1025-4
0.618	1012-2
1.000	1004-0
1.618	990-6
2.618	969-2
4.250	934-1

Fisher Pivots for day following 28-Dec-2009
Pivot	1 day	3 day
R1	1041-2	1038-7
PP	1038-6	1033-7
S1	1036-2	1029-0

Download as Excel Spreadsheet

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

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