CME Pit-Traded Soybean Future July 2010

Trading Metrics calculated at close of trading on 29-Dec-2009

Day Change Summary
	Previous	Current
	28-Dec-2009	29-Dec-2009	Change	Change %	Previous Week
Open	1032-0	1042-4	10-4	1.0%	1022-0
High	1048-6	1057-0	8-2	0.8%	1027-0
Low	1032-0	1042-4	10-4	1.0%	1004-0
Close	1048-6	1057-0	8-2	0.8%	1019-4
Range	16-6	14-4	-2-2	-13.4%	23-0
ATR	17-4	17-2	-0-2	-1.2%	0-0
Volume	3,494	7,523	4,029	115.3%	50,126

Daily Pivots for day following 29-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1095-5	1090-7	1065-0
R3	1081-1	1076-3	1061-0
R2	1066-5	1066-5	1059-5
R1	1061-7	1061-7	1058-3	1064-2
PP	1052-1	1052-1	1052-1	1053-3
S1	1047-3	1047-3	1055-5	1049-6
S2	1037-5	1037-5	1054-3
S3	1023-1	1032-7	1053-0
S4	1008-5	1018-3	1049-0

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	1057-0	1004-0	53-0	5.0%	12-4	1.2%	100%	True	False	9,335
10	1085-0	1004-0	81-0	7.7%	13-4	1.3%	65%	False	False	11,891
20	1091-0	1004-0	87-0	8.2%	13-3	1.3%	61%	False	False	12,084

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1118-5
2.618	1095-0
1.618	1080-4
1.000	1071-4
0.618	1066-0
HIGH	1057-0
0.618	1051-4
0.500	1049-6
0.382	1048-0
LOW	1042-4
0.618	1033-4
1.000	1028-0
1.618	1019-0
2.618	1004-4
4.250	980-7

Fisher Pivots for day following 29-Dec-2009
Pivot	1 day	3 day
R1	1054-5	1050-4
PP	1052-1	1044-0
S1	1049-6	1037-4

Download as Excel Spreadsheet

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

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