CME Pit-Traded Soybean Future September 2010

Trading Metrics calculated at close of trading on 22-Dec-2009

Day Change Summary
	Previous	Current
	21-Dec-2009	22-Dec-2009	Change	Change %	Previous Week
Open	997-0	988-2	-8-6	-0.9%	1044-0
High	997-0	988-2	-8-6	-0.9%	1049-4
Low	997-0	988-2	-8-6	-0.9%	1010-0
Close	997-0	988-2	-8-6	-0.9%	1010-0
Range
ATR	11-0	10-7	-0-1	-1.5%	0-0
Volume	190	97	-93	-48.9%	1,269

Daily Pivots for day following 22-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	988-2	988-2	988-2
R3	988-2	988-2	988-2
R2	988-2	988-2	988-2
R1	988-2	988-2	988-2	988-2
PP	988-2	988-2	988-2	988-2
S1	988-2	988-2	988-2	988-2
S2	988-2	988-2	988-2
S3	988-2	988-2	988-2
S4	988-2	988-2	988-2

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	988-2	61-2	6.2%	0-0	0.0%	0%	False	True	260
10	1049-4	988-2	61-2	6.2%	0-7	0.1%	0%	False	True	183
20	1059-4	988-2	71-2	7.2%	0-6	0.1%	0%	False	True	251

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	988-2
2.618	988-2
1.618	988-2
1.000	988-2
0.618	988-2
HIGH	988-2
0.618	988-2
0.500	988-2
0.382	988-2
LOW	988-2
0.618	988-2
1.000	988-2
1.618	988-2
2.618	988-2
4.250	988-2

Fisher Pivots for day following 22-Dec-2009
Pivot	1 day	3 day
R1	988-2	999-1
PP	988-2	995-4
S1	988-2	991-7

Download as Excel Spreadsheet

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

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