CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 24-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 24-Dec-2009 Change Change % Previous Week
Open 1017-0 1027-0 10-0 1.0% 1049-0
High 1018-0 1027-0 9-0 0.9% 1085-0
Low 1016-0 1018-0 2-0 0.2% 1029-0
Close 1019-6 1019-4 -0-2 0.0% 1031-4
Range 2-0 9-0 7-0 350.0% 56-0
ATR 17-1 16-5 -0-5 -3.4% 0-0
Volume 18,559 11,069 -7,490 -40.4% 72,376
Daily Pivots for day following 24-Dec-2009
Classic Woodie Camarilla DeMark
R4 1048-4 1043-0 1024-4
R3 1039-4 1034-0 1022-0
R2 1030-4 1030-4 1021-1
R1 1025-0 1025-0 1020-3 1023-2
PP 1021-4 1021-4 1021-4 1020-5
S1 1016-0 1016-0 1018-5 1014-2
S2 1012-4 1012-4 1017-7
S3 1003-4 1007-0 1017-0
S4 994-4 998-0 1014-4
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 1043-0 1004-0 39-0 3.8% 9-6 1.0% 40% False False 13,164
10 1085-0 1004-0 81-0 7.9% 14-1 1.4% 19% False False 13,295
20 1091-0 1004-0 87-0 8.5% 13-0 1.3% 18% False False 12,435
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1065-2
2.618 1050-4
1.618 1041-4
1.000 1036-0
0.618 1032-4
HIGH 1027-0
0.618 1023-4
0.500 1022-4
0.382 1021-4
LOW 1018-0
0.618 1012-4
1.000 1009-0
1.618 1003-4
2.618 994-4
4.250 979-6
Fisher Pivots for day following 24-Dec-2009
Pivot 1 day 3 day
R1 1022-4 1018-1
PP 1021-4 1016-7
S1 1020-4 1015-4

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

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