CME Pit-Traded Soybean Future July 2010

Trading Metrics calculated at close of trading on 15-Dec-2009

Day Change Summary
	Previous	Current
	14-Dec-2009	15-Dec-2009	Change	Change %	Previous Week
Open	1049-0	1066-0	17-0	1.6%	1072-0
High	1071-0	1080-0	9-0	0.8%	1077-0
Low	1049-0	1066-0	17-0	1.6%	1039-4
Close	1069-4	1071-2	1-6	0.2%	1053-4
Range	22-0	14-0	-8-0	-36.4%	37-4
ATR	16-7	16-5	-0-2	-1.2%	0-0
Volume	14,608	13,238	-1,370	-9.4%	60,239

Daily Pivots for day following 15-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1114-3	1106-7	1079-0
R3	1100-3	1092-7	1075-1
R2	1086-3	1086-3	1073-7
R1	1078-7	1078-7	1072-4	1082-5
PP	1072-3	1072-3	1072-3	1074-2
S1	1064-7	1064-7	1070-0	1068-5
S2	1058-3	1058-3	1068-5
S3	1044-3	1050-7	1067-3
S4	1030-3	1036-7	1063-4

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	1080-0	1039-4	40-4	3.8%	12-7	1.2%	78%	True	False	12,697
10	1080-0	1039-4	40-4	3.8%	13-1	1.2%	78%	True	False	12,572
20	1091-0	1017-0	74-0	6.9%	14-5	1.4%	73%	False	False	12,235

Crabel Price Patterns
NR	True
NR4	False
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	1-1
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1139-4
2.618	1116-5
1.618	1102-5
1.000	1094-0
0.618	1088-5
HIGH	1080-0
0.618	1074-5
0.500	1073-0
0.382	1071-3
LOW	1066-0
0.618	1057-3
1.000	1052-0
1.618	1043-3
2.618	1029-3
4.250	1006-4

Fisher Pivots for day following 15-Dec-2009
Pivot	1 day	3 day
R1	1073-0	1067-3
PP	1072-3	1063-5
S1	1071-7	1059-6

Download as Excel Spreadsheet

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

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