CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 1076-0 1051-0 -25-0 -2.3% 1072-0
High 1077-0 1052-0 -25-0 -2.3% 1091-0
Low 1066-0 1051-0 -15-0 -1.4% 1051-0
Close 1067-6 1052-0 -15-6 -1.5% 1064-6
Range 11-0 1-0 -10-0 -90.9% 40-0
ATR 16-7 16-7 0-0 -0.1% 0-0
Volume 14,466 11,015 -3,451 -23.9% 55,541
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 1054-5 1054-3 1052-4
R3 1053-5 1053-3 1052-2
R2 1052-5 1052-5 1052-1
R1 1052-3 1052-3 1052-1 1052-4
PP 1051-5 1051-5 1051-5 1051-6
S1 1051-3 1051-3 1051-7 1051-4
S2 1050-5 1050-5 1051-7
S3 1049-5 1050-3 1051-6
S4 1048-5 1049-3 1051-4
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 1188-7 1166-7 1086-6
R3 1148-7 1126-7 1075-6
R2 1108-7 1108-7 1072-1
R1 1086-7 1086-7 1068-3 1077-7
PP 1068-7 1068-7 1068-7 1064-4
S1 1046-7 1046-7 1061-1 1037-7
S2 1028-7 1028-7 1057-3
S3 988-7 1006-7 1053-6
S4 948-7 966-7 1042-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1077-0 1051-0 26-0 2.5% 8-3 0.8% 4% False True 12,588
10 1091-0 1051-0 40-0 3.8% 12-0 1.1% 3% False True 11,485
20 1091-0 978-4 112-4 10.7% 14-5 1.4% 65% False False 11,773
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2-0
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1056-2
2.618 1054-5
1.618 1053-5
1.000 1053-0
0.618 1052-5
HIGH 1052-0
0.618 1051-5
0.500 1051-4
0.382 1051-3
LOW 1051-0
0.618 1050-3
1.000 1050-0
1.618 1049-3
2.618 1048-3
4.250 1046-6
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 1051-7 1064-0
PP 1051-5 1060-0
S1 1051-4 1056-0

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

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