CME Pit-Traded Soybean Future July 2010

Trading Metrics calculated at close of trading on 28-Dec-2009

Day Change Summary
	Previous	Current
	24-Dec-2009	28-Dec-2009	Change	Change %	Previous Week
Open	1027-0	1032-0	5-0	0.5%	1022-0
High	1027-0	1048-6	21-6	2.1%	1027-0
Low	1018-0	1032-0	14-0	1.4%	1004-0
Close	1019-4	1048-6	29-2	2.9%	1019-4
Range	9-0	16-6	7-6	86.1%	23-0
ATR	16-5	17-4	0-7	5.4%	0-0
Volume	11,069	3,494	-7,575	-68.4%	50,126

Daily Pivots for day following 28-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1093-3	1087-7	1058-0
R3	1076-5	1071-1	1053-3
R2	1059-7	1059-7	1051-7
R1	1054-3	1054-3	1050-2	1057-1
PP	1043-1	1043-1	1043-1	1044-4
S1	1037-5	1037-5	1047-2	1040-3
S2	1026-3	1026-3	1045-5
S3	1009-5	1020-7	1044-1
S4	992-7	1004-1	1039-4

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1085-7	1075-5	1032-1
R3	1062-7	1052-5	1025-7
R2	1039-7	1039-7	1023-6
R1	1029-5	1029-5	1021-5	1023-2
PP	1016-7	1016-7	1016-7	1013-5
S1	1006-5	1006-5	1017-3	1000-2
S2	993-7	993-7	1015-2
S3	970-7	983-5	1013-1
S4	947-7	960-5	1006-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1048-6	1004-0	44-6	4.3%	10-3	1.0%	100%	True	False	10,724
10	1085-0	1004-0	81-0	7.7%	14-2	1.4%	55%	False	False	12,599
20	1091-0	1004-0	87-0	8.3%	13-2	1.3%	51%	False	False	12,088

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1120-0
2.618	1092-5
1.618	1075-7
1.000	1065-4
0.618	1059-1
HIGH	1048-6
0.618	1042-3
0.500	1040-3
0.382	1038-3
LOW	1032-0
0.618	1021-5
1.000	1015-2
1.618	1004-7
2.618	988-1
4.250	960-6

Fisher Pivots for day following 28-Dec-2009
Pivot	1 day	3 day
R1	1046-0	1043-2
PP	1043-1	1037-7
S1	1040-3	1032-3

Download as Excel Spreadsheet

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

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