CME Pit-Traded Soybean Future July 2010

Trading Metrics calculated at close of trading on 11-Dec-2009

Day Change Summary
	Previous	Current
	10-Dec-2009	11-Dec-2009	Change	Change %	Previous Week
Open	1054-0	1052-4	-1-4	-0.1%	1072-0
High	1054-0	1055-0	1-0	0.1%	1077-0
Low	1042-0	1039-4	-2-4	-0.2%	1039-4
Close	1047-6	1053-4	5-6	0.5%	1053-4
Range	12-0	15-4	3-4	29.2%	37-4
ATR	16-4	16-4	-0-1	-0.4%	0-0
Volume	14,177	10,449	-3,728	-26.3%	60,239

Daily Pivots for day following 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1095-7	1090-1	1062-0
R3	1080-3	1074-5	1057-6
R2	1064-7	1064-7	1056-3
R1	1059-1	1059-1	1054-7	1062-0
PP	1049-3	1049-3	1049-3	1050-6
S1	1043-5	1043-5	1052-1	1046-4
S2	1033-7	1033-7	1050-5
S3	1018-3	1028-1	1049-2
S4	1002-7	1012-5	1045-0

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1169-1	1148-7	1074-1
R3	1131-5	1111-3	1063-6
R2	1094-1	1094-1	1060-3
R1	1073-7	1073-7	1057-0	1065-2
PP	1056-5	1056-5	1056-5	1052-3
S1	1036-3	1036-3	1050-0	1027-6
S2	1019-1	1019-1	1046-5
S3	981-5	998-7	1043-2
S4	944-1	961-3	1032-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1077-0	1039-4	37-4	3.6%	8-7	0.8%	37%	False	True	12,047
10	1091-0	1039-4	51-4	4.9%	12-2	1.2%	27%	False	True	11,578
20	1091-0	1001-0	90-0	8.5%	14-1	1.3%	58%	False	False	11,837

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

Fibonacci Retracements and Extensions
4.250	1120-7
2.618	1095-5
1.618	1080-1
1.000	1070-4
0.618	1064-5
HIGH	1055-0
0.618	1049-1
0.500	1047-2
0.382	1045-3
LOW	1039-4
0.618	1029-7
1.000	1024-0
1.618	1014-3
2.618	998-7
4.250	973-5

Fisher Pivots for day following 11-Dec-2009
Pivot	1 day	3 day
R1	1051-3	1051-3
PP	1049-3	1049-3
S1	1047-2	1047-2

Download as Excel Spreadsheet

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

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