CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 30-Dec-2009

Day Change Summary
	Previous	Current
	29-Dec-2009	30-Dec-2009	Change	Change %	Previous Week
Open	1038-0	1046-0	8-0	0.8%	1028-4
High	1053-0	1058-0	5-0	0.5%	1032-6
Low	1038-0	1042-0	4-0	0.4%	1003-0
Close	1052-4	1049-4	-3-0	-0.3%	1014-4
Range	15-0	16-0	1-0	6.7%	29-6
ATR	17-4	17-3	-0-1	-0.6%	0-0
Volume	9,881	8,376	-1,505	-15.2%	36,634

Daily Pivots for day following 30-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1097-7	1089-5	1058-2
R3	1081-7	1073-5	1053-7
R2	1065-7	1065-7	1052-3
R1	1057-5	1057-5	1051-0	1061-6
PP	1049-7	1049-7	1049-7	1051-7
S1	1041-5	1041-5	1048-0	1045-6
S2	1033-7	1033-7	1046-5
S3	1017-7	1025-5	1045-1
S4	1001-7	1009-5	1040-6

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	1058-0	1011-0	47-0	4.5%	12-7	1.2%	82%	True	False	8,396
10	1079-4	1003-0	76-4	7.3%	15-1	1.4%	61%	False	False	9,652
20	1079-4	1003-0	76-4	7.3%	15-0	1.4%	61%	False	False	11,130
40	1087-4	962-0	125-4	12.0%	15-4	1.5%	70%	False	False	9,977

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	False
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	1126-0
2.618	1099-7
1.618	1083-7
1.000	1074-0
0.618	1067-7
HIGH	1058-0
0.618	1051-7
0.500	1050-0
0.382	1048-1
LOW	1042-0
0.618	1032-1
1.000	1026-0
1.618	1016-1
2.618	1000-1
4.250	974-0

Fisher Pivots for day following 30-Dec-2009
Pivot	1 day	3 day
R1	1050-0	1046-7
PP	1049-7	1044-3
S1	1049-5	1041-6

Download as Excel Spreadsheet

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

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