CME Pit-Traded Soybean Future July 2010

Trading Metrics calculated at close of trading on 17-Dec-2009

Day Change Summary
	Previous	Current
	16-Dec-2009	17-Dec-2009	Change	Change %	Previous Week
Open	1085-0	1065-0	-20-0	-1.8%	1072-0
High	1085-0	1065-0	-20-0	-1.8%	1077-0
Low	1073-0	1036-0	-37-0	-3.4%	1039-4
Close	1077-0	1041-6	-35-2	-3.3%	1053-4
Range	12-0	29-0	17-0	141.7%	37-4
ATR	16-3	18-2	1-6	10.7%	0-0
Volume	16,735	12,100	-4,635	-27.7%	60,239

Daily Pivots for day following 17-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1134-5	1117-1	1057-6
R3	1105-5	1088-1	1049-6
R2	1076-5	1076-5	1047-1
R1	1059-1	1059-1	1044-3	1053-3
PP	1047-5	1047-5	1047-5	1044-6
S1	1030-1	1030-1	1039-1	1024-3
S2	1018-5	1018-5	1036-3
S3	989-5	1001-1	1033-6
S4	960-5	972-1	1025-6

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	1036-0	49-0	4.7%	18-4	1.8%	12%	False	True	13,426
10	1085-0	1036-0	49-0	4.7%	13-5	1.3%	12%	False	True	12,816
20	1091-0	1036-0	55-0	5.3%	14-3	1.4%	10%	False	True	12,653

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-4
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	1188-2
2.618	1140-7
1.618	1111-7
1.000	1094-0
0.618	1082-7
HIGH	1065-0
0.618	1053-7
0.500	1050-4
0.382	1047-1
LOW	1036-0
0.618	1018-1
1.000	1007-0
1.618	989-1
2.618	960-1
4.250	912-6

Fisher Pivots for day following 17-Dec-2009
Pivot	1 day	3 day
R1	1050-4	1060-4
PP	1047-5	1054-2
S1	1044-5	1048-0

Download as Excel Spreadsheet

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

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