CME Pit-Traded Soybean Future July 2010

Trading Metrics calculated at close of trading on 22-Dec-2009

Day Change Summary
	Previous	Current
	21-Dec-2009	22-Dec-2009	Change	Change %	Previous Week
Open	1022-0	1020-0	-2-0	-0.2%	1049-0
High	1022-0	1024-0	2-0	0.2%	1085-0
Low	1018-0	1004-0	-14-0	-1.4%	1029-0
Close	1018-6	1008-2	-10-4	-1.0%	1031-4
Range	4-0	20-0	16-0	400.0%	56-0
ATR	17-5	17-6	0-1	1.0%	0-0
Volume	14,466	6,032	-8,434	-58.3%	72,376

Daily Pivots for day following 22-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1072-1	1060-1	1019-2
R3	1052-1	1040-1	1013-6
R2	1032-1	1032-1	1011-7
R1	1020-1	1020-1	1010-1	1016-1
PP	1012-1	1012-1	1012-1	1010-0
S1	1000-1	1000-1	1006-3	996-1
S2	992-1	992-1	1004-5
S3	972-1	980-1	1002-6
S4	952-1	960-1	997-2

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	1004-0	81-0	8.0%	15-6	1.6%	5%	False	True	13,005
10	1085-0	1004-0	81-0	8.0%	14-3	1.4%	5%	False	True	12,851
20	1091-0	1004-0	87-0	8.6%	13-5	1.3%	5%	False	True	12,247

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1109-0
2.618	1076-3
1.618	1056-3
1.000	1044-0
0.618	1036-3
HIGH	1024-0
0.618	1016-3
0.500	1014-0
0.382	1011-5
LOW	1004-0
0.618	991-5
1.000	984-0
1.618	971-5
2.618	951-5
4.250	919-0

Fisher Pivots for day following 22-Dec-2009
Pivot	1 day	3 day
R1	1014-0	1023-4
PP	1012-1	1018-3
S1	1010-1	1013-3

Download as Excel Spreadsheet

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

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