CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 16-Dec-2009
Day Change Summary
Previous Current
15-Dec-2009 16-Dec-2009 Change Change % Previous Week
Open 1066-0 1085-0 19-0 1.8% 1072-0
High 1080-0 1085-0 5-0 0.5% 1077-0
Low 1066-0 1073-0 7-0 0.7% 1039-4
Close 1071-2 1077-0 5-6 0.5% 1053-4
Range 14-0 12-0 -2-0 -14.3% 37-4
ATR 16-5 16-3 -0-2 -1.2% 0-0
Volume 13,238 16,735 3,497 26.4% 60,239
Daily Pivots for day following 16-Dec-2009
Classic Woodie Camarilla DeMark
R4 1114-3 1107-5 1083-5
R3 1102-3 1095-5 1080-2
R2 1090-3 1090-3 1079-2
R1 1083-5 1083-5 1078-1 1081-0
PP 1078-3 1078-3 1078-3 1077-0
S1 1071-5 1071-5 1075-7 1069-0
S2 1066-3 1066-3 1074-6
S3 1054-3 1059-5 1073-6
S4 1042-3 1047-5 1070-3
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 1085-0 1039-4 45-4 4.2% 15-1 1.4% 82% True False 13,841
10 1085-0 1039-4 45-4 4.2% 11-6 1.1% 82% True False 13,214
20 1091-0 1036-0 55-0 5.1% 13-7 1.3% 75% False False 12,587
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 0-4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1136-0
2.618 1116-3
1.618 1104-3
1.000 1097-0
0.618 1092-3
HIGH 1085-0
0.618 1080-3
0.500 1079-0
0.382 1077-5
LOW 1073-0
0.618 1065-5
1.000 1061-0
1.618 1053-5
2.618 1041-5
4.250 1022-0
Fisher Pivots for day following 16-Dec-2009
Pivot 1 day 3 day
R1 1079-0 1073-5
PP 1078-3 1070-3
S1 1077-5 1067-0

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

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