CME Pit-Traded Soybean Future July 2010

Trading Metrics calculated at close of trading on 18-Dec-2009

Day Change Summary
	Previous	Current
	17-Dec-2009	18-Dec-2009	Change	Change %	Previous Week
Open	1065-0	1043-0	-22-0	-2.1%	1049-0
High	1065-0	1043-0	-22-0	-2.1%	1085-0
Low	1036-0	1029-0	-7-0	-0.7%	1029-0
Close	1041-6	1031-4	-10-2	-1.0%	1031-4
Range	29-0	14-0	-15-0	-51.7%	56-0
ATR	18-2	17-7	-0-2	-1.6%	0-0
Volume	12,100	15,695	3,595	29.7%	72,376

Daily Pivots for day following 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1076-4	1068-0	1039-2
R3	1062-4	1054-0	1035-3
R2	1048-4	1048-4	1034-1
R1	1040-0	1040-0	1032-6	1037-2
PP	1034-4	1034-4	1034-4	1033-1
S1	1026-0	1026-0	1030-2	1023-2
S2	1020-4	1020-4	1028-7
S3	1006-4	1012-0	1027-5
S4	992-4	998-0	1023-6

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1216-4	1180-0	1062-2
R3	1160-4	1124-0	1046-7
R2	1104-4	1104-4	1041-6
R1	1068-0	1068-0	1036-5	1058-2
PP	1048-4	1048-4	1048-4	1043-5
S1	1012-0	1012-0	1026-3	1002-2
S2	992-4	992-4	1021-2
S3	936-4	956-0	1016-1
S4	880-4	900-0	1000-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1085-0	1029-0	56-0	5.4%	18-2	1.8%	4%	False	True	14,475
10	1085-0	1029-0	56-0	5.4%	13-4	1.3%	4%	False	True	13,261
20	1091-0	1029-0	62-0	6.0%	14-0	1.4%	4%	False	True	12,639

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	0-3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1102-4
2.618	1079-5
1.618	1065-5
1.000	1057-0
0.618	1051-5
HIGH	1043-0
0.618	1037-5
0.500	1036-0
0.382	1034-3
LOW	1029-0
0.618	1020-3
1.000	1015-0
1.618	1006-3
2.618	992-3
4.250	969-4

Fisher Pivots for day following 18-Dec-2009
Pivot	1 day	3 day
R1	1036-0	1057-0
PP	1034-4	1048-4
S1	1033-0	1040-0

Download as Excel Spreadsheet

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

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