CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 31-Dec-2009
Day Change Summary
Previous Current
30-Dec-2009 31-Dec-2009 Change Change % Previous Week
Open 1046-0 1057-0 11-0 1.1% 1028-4
High 1058-0 1066-0 8-0 0.8% 1032-6
Low 1042-0 1052-4 10-4 1.0% 1003-0
Close 1049-4 1053-6 4-2 0.4% 1014-4
Range 16-0 13-4 -2-4 -15.6% 29-6
ATR 17-3 17-3 -0-1 -0.4% 0-0
Volume 8,376 6,842 -1,534 -18.3% 36,634
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 1097-7 1089-3 1061-1
R3 1084-3 1075-7 1057-4
R2 1070-7 1070-7 1056-2
R1 1062-3 1062-3 1055-0 1059-7
PP 1057-3 1057-3 1057-3 1056-2
S1 1048-7 1048-7 1052-4 1046-3
S2 1043-7 1043-7 1051-2
S3 1030-3 1035-3 1050-0
S4 1016-7 1021-7 1046-3
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 1066-0 1015-0 51-0 4.8% 14-6 1.4% 76% True False 7,359
10 1066-0 1003-0 63-0 6.0% 15-2 1.4% 81% True False 8,877
20 1079-4 1003-0 76-4 7.3% 14-4 1.4% 66% False False 11,094
40 1087-4 962-0 125-4 11.9% 15-0 1.4% 73% False False 9,899
Crabel Price Patterns
NR True
NR4 True
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 1-5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1123-3
2.618 1101-3
1.618 1087-7
1.000 1079-4
0.618 1074-3
HIGH 1066-0
0.618 1060-7
0.500 1059-2
0.382 1057-5
LOW 1052-4
0.618 1044-1
1.000 1039-0
1.618 1030-5
2.618 1017-1
4.250 995-1
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 1059-2 1053-1
PP 1057-3 1052-5
S1 1055-5 1052-0

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

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