CME Pit-Traded Soybean Future July 2010

Trading Metrics calculated at close of trading on 23-Dec-2009

Day Change Summary
	Previous	Current
	22-Dec-2009	23-Dec-2009	Change	Change %	Previous Week
Open	1020-0	1017-0	-3-0	-0.3%	1049-0
High	1024-0	1018-0	-6-0	-0.6%	1085-0
Low	1004-0	1016-0	12-0	1.2%	1029-0
Close	1008-2	1019-6	11-4	1.1%	1031-4
Range	20-0	2-0	-18-0	-90.0%	56-0
ATR	17-6	17-1	-0-5	-3.2%	0-0
Volume	6,032	18,559	12,527	207.7%	72,376

Daily Pivots for day following 23-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1023-7	1023-7	1020-7
R3	1021-7	1021-7	1020-2
R2	1019-7	1019-7	1020-1
R1	1019-7	1019-7	1019-7	1019-7
PP	1017-7	1017-7	1017-7	1018-0
S1	1017-7	1017-7	1019-5	1017-7
S2	1015-7	1015-7	1019-3
S3	1013-7	1015-7	1019-2
S4	1011-7	1013-7	1018-5

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	1065-0	1004-0	61-0	6.0%	13-6	1.4%	26%	False	False	13,370
10	1085-0	1004-0	81-0	7.9%	14-4	1.4%	19%	False	False	13,605
20	1091-0	1004-0	87-0	8.5%	13-2	1.3%	18%	False	False	12,545

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-6
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1026-4
2.618	1023-2
1.618	1021-2
1.000	1020-0
0.618	1019-2
HIGH	1018-0
0.618	1017-2
0.500	1017-0
0.382	1016-6
LOW	1016-0
0.618	1014-6
1.000	1014-0
1.618	1012-6
2.618	1010-6
4.250	1007-4

Fisher Pivots for day following 23-Dec-2009
Pivot	1 day	3 day
R1	1018-7	1017-7
PP	1017-7	1015-7
S1	1017-0	1014-0

Download as Excel Spreadsheet

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

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