CME Pit-Traded Soybean Future September 2010

Trading Metrics calculated at close of trading on 10-Dec-2009

Day Change Summary
	Previous	Current
	09-Dec-2009	10-Dec-2009	Change	Change %	Previous Week
Open	1030-0	1031-0	1-0	0.1%	1059-4
High	1030-0	1031-0	1-0	0.1%	1059-4
Low	1030-0	1022-0	-8-0	-0.8%	1040-0
Close	1030-0	1029-0	-1-0	-0.1%	1049-2
Range	0-0	9-0	9-0		19-4
ATR	10-6	10-5	-0-1	-1.2%	0-0
Volume	127	46	-81	-63.8%	1,763

Daily Pivots for day following 10-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1054-3	1050-5	1034-0
R3	1045-3	1041-5	1031-4
R2	1036-3	1036-3	1030-5
R1	1032-5	1032-5	1029-7	1030-0
PP	1027-3	1027-3	1027-3	1026-0
S1	1023-5	1023-5	1028-1	1021-0
S2	1018-3	1018-3	1027-3
S3	1009-3	1014-5	1026-4
S4	1000-3	1005-5	1024-0

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1108-1	1098-1	1060-0
R3	1088-5	1078-5	1054-5
R2	1069-1	1069-1	1052-7
R1	1059-1	1059-1	1051-0	1054-3
PP	1049-5	1049-5	1049-5	1047-2
S1	1039-5	1039-5	1047-4	1034-7
S2	1030-1	1030-1	1045-5
S3	1010-5	1020-1	1043-7
S4	991-1	1000-5	1038-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1056-0	1022-0	34-0	3.3%	1-6	0.2%	21%	False	True	143
10	1059-4	1022-0	37-4	3.6%	1-3	0.1%	19%	False	True	277
20	1059-4	996-4	63-0	6.1%	1-4	0.1%	52%	False	False	223

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-0
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1069-2
2.618	1054-4
1.618	1045-4
1.000	1040-0
0.618	1036-4
HIGH	1031-0
0.618	1027-4
0.500	1026-4
0.382	1025-4
LOW	1022-0
0.618	1016-4
1.000	1013-0
1.618	1007-4
2.618	998-4
4.250	983-6

Fisher Pivots for day following 10-Dec-2009
Pivot	1 day	3 day
R1	1028-1	1034-4
PP	1027-3	1032-5
S1	1026-4	1030-7

Download as Excel Spreadsheet

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

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