CME Pit-Traded Soybean Future July 2010

Trading Metrics calculated at close of trading on 21-Dec-2009

Day Change Summary
	Previous	Current
	18-Dec-2009	21-Dec-2009	Change	Change %	Previous Week
Open	1043-0	1022-0	-21-0	-2.0%	1049-0
High	1043-0	1022-0	-21-0	-2.0%	1085-0
Low	1029-0	1018-0	-11-0	-1.1%	1029-0
Close	1031-4	1018-6	-12-6	-1.2%	1031-4
Range	14-0	4-0	-10-0	-71.4%	56-0
ATR	17-7	17-5	-0-3	-1.8%	0-0
Volume	15,695	14,466	-1,229	-7.8%	72,376

Daily Pivots for day following 21-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1031-5	1029-1	1021-0
R3	1027-5	1025-1	1019-7
R2	1023-5	1023-5	1019-4
R1	1021-1	1021-1	1019-1	1020-3
PP	1019-5	1019-5	1019-5	1019-2
S1	1017-1	1017-1	1018-3	1016-3
S2	1015-5	1015-5	1018-0
S3	1011-5	1013-1	1017-5
S4	1007-5	1009-1	1016-4

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	1018-0	67-0	6.6%	14-5	1.4%	1%	False	True	14,446
10	1085-0	1018-0	67-0	6.6%	13-4	1.3%	1%	False	True	13,694
20	1091-0	1018-0	73-0	7.2%	13-5	1.3%	1%	False	True	12,579

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	1039-0
2.618	1032-4
1.618	1028-4
1.000	1026-0
0.618	1024-4
HIGH	1022-0
0.618	1020-4
0.500	1020-0
0.382	1019-4
LOW	1018-0
0.618	1015-4
1.000	1014-0
1.618	1011-4
2.618	1007-4
4.250	1001-0

Fisher Pivots for day following 21-Dec-2009
Pivot	1 day	3 day
R1	1020-0	1041-4
PP	1019-5	1033-7
S1	1019-1	1026-3

Download as Excel Spreadsheet

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

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