CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 29-Dec-2009

Day Change Summary
	Previous	Current
	28-Dec-2009	29-Dec-2009	Change	Change %	Previous Week
Open	1025-4	1038-0	12-4	1.2%	1028-4
High	1047-0	1053-0	6-0	0.6%	1032-6
Low	1025-4	1038-0	12-4	1.2%	1003-0
Close	1043-6	1052-4	8-6	0.8%	1014-4
Range	21-4	15-0	-6-4	-30.2%	29-6
ATR	17-6	17-4	-0-2	-1.1%	0-0
Volume	3,668	9,881	6,213	169.4%	36,634

Daily Pivots for day following 29-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1092-7	1087-5	1060-6
R3	1077-7	1072-5	1056-5
R2	1062-7	1062-7	1055-2
R1	1057-5	1057-5	1053-7	1060-2
PP	1047-7	1047-7	1047-7	1049-1
S1	1042-5	1042-5	1051-1	1045-2
S2	1032-7	1032-7	1049-6
S3	1017-7	1027-5	1048-3
S4	1002-7	1012-5	1044-2

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	1053-0	1003-0	50-0	4.8%	12-6	1.2%	99%	True	False	8,199
10	1079-4	1003-0	76-4	7.3%	14-5	1.4%	65%	False	False	10,485
20	1087-4	1003-0	84-4	8.0%	15-1	1.4%	59%	False	False	11,082

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	1-2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1116-6
2.618	1092-2
1.618	1077-2
1.000	1068-0
0.618	1062-2
HIGH	1053-0
0.618	1047-2
0.500	1045-4
0.382	1043-6
LOW	1038-0
0.618	1028-6
1.000	1023-0
1.618	1013-6
2.618	998-6
4.250	974-2

Fisher Pivots for day following 29-Dec-2009
Pivot	1 day	3 day
R1	1050-1	1046-3
PP	1047-7	1040-1
S1	1045-4	1034-0

Download as Excel Spreadsheet

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

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