CME Pit-Traded Soybean Future July 2010

Trading Metrics calculated at close of trading on 10-Dec-2009

Day Change Summary
	Previous	Current
	09-Dec-2009	10-Dec-2009	Change	Change %	Previous Week
Open	1051-0	1054-0	3-0	0.3%	1072-0
High	1052-0	1054-0	2-0	0.2%	1091-0
Low	1051-0	1042-0	-9-0	-0.9%	1051-0
Close	1052-0	1047-6	-4-2	-0.4%	1064-6
Range	1-0	12-0	11-0	1,100.0%	40-0
ATR	16-7	16-4	-0-3	-2.1%	0-0
Volume	11,015	14,177	3,162	28.7%	55,541

Daily Pivots for day following 10-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1083-7	1077-7	1054-3
R3	1071-7	1065-7	1051-0
R2	1059-7	1059-7	1050-0
R1	1053-7	1053-7	1048-7	1050-7
PP	1047-7	1047-7	1047-7	1046-4
S1	1041-7	1041-7	1046-5	1038-7
S2	1035-7	1035-7	1045-4
S3	1023-7	1029-7	1044-4
S4	1011-7	1017-7	1041-1

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	1042-0	35-0	3.3%	8-6	0.8%	16%	False	True	12,207
10	1091-0	1042-0	49-0	4.7%	11-6	1.1%	12%	False	True	11,575
20	1091-0	978-4	112-4	10.7%	14-6	1.4%	62%	False	False	11,635

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-7
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1105-0
2.618	1085-3
1.618	1073-3
1.000	1066-0
0.618	1061-3
HIGH	1054-0
0.618	1049-3
0.500	1048-0
0.382	1046-5
LOW	1042-0
0.618	1034-5
1.000	1030-0
1.618	1022-5
2.618	1010-5
4.250	991-0

Fisher Pivots for day following 10-Dec-2009
Pivot	1 day	3 day
R1	1048-0	1059-4
PP	1047-7	1055-5
S1	1047-7	1051-5

Download as Excel Spreadsheet

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

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