CME Pit-Traded Soybean Future September 2010

Trading Metrics calculated at close of trading on 21-Dec-2009

Day Change Summary
	Previous	Current
	18-Dec-2009	21-Dec-2009	Change	Change %	Previous Week
Open	1010-0	997-0	-13-0	-1.3%	1044-0
High	1010-0	997-0	-13-0	-1.3%	1049-4
Low	1010-0	997-0	-13-0	-1.3%	1010-0
Close	1010-0	997-0	-13-0	-1.3%	1010-0
Range
ATR	10-7	11-0	0-1	1.4%	0-0
Volume	385	190	-195	-50.6%	1,269

Daily Pivots for day following 21-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	997-0	997-0	997-0
R3	997-0	997-0	997-0
R2	997-0	997-0	997-0
R1	997-0	997-0	997-0	997-0
PP	997-0	997-0	997-0	997-0
S1	997-0	997-0	997-0	997-0
S2	997-0	997-0	997-0
S3	997-0	997-0	997-0
S4	997-0	997-0	997-0

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1141-5	1115-3	1031-6
R3	1102-1	1075-7	1020-7
R2	1062-5	1062-5	1017-2
R1	1036-3	1036-3	1013-5	1029-6
PP	1023-1	1023-1	1023-1	1019-7
S1	996-7	996-7	1006-3	990-2
S2	983-5	983-5	1002-6
S3	944-1	957-3	999-1
S4	904-5	917-7	988-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1049-4	997-0	52-4	5.3%	0-0	0.0%	0%	False	True	264
10	1049-4	997-0	52-4	5.3%	0-7	0.1%	0%	False	True	195
20	1059-4	997-0	62-4	6.3%	1-2	0.1%	0%	False	True	259

Crabel Price Patterns
NR	False
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	0-0

Fibonacci Retracements and Extensions
4.250	997-0
2.618	997-0
1.618	997-0
1.000	997-0
0.618	997-0
HIGH	997-0
0.618	997-0
0.500	997-0
0.382	997-0
LOW	997-0
0.618	997-0
1.000	997-0
1.618	997-0
2.618	997-0
4.250	997-0

Fisher Pivots for day following 21-Dec-2009
Pivot	1 day	3 day
R1	997-0	1007-2
PP	997-0	1003-7
S1	997-0	1000-3

Download as Excel Spreadsheet

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

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