CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 24-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 24-Dec-2009 Change Change % Previous Week
Open 1000-4 1001-4 1-0 0.1% 1044-0
High 1000-4 1001-4 1-0 0.1% 1049-4
Low 1000-4 1001-4 1-0 0.1% 1010-0
Close 1000-4 1001-4 1-0 0.1% 1010-0
Range
ATR 11-0 10-2 -0-6 -6.5% 0-0
Volume 329 267 -62 -18.8% 1,269
Daily Pivots for day following 24-Dec-2009
Classic Woodie Camarilla DeMark
R4 1001-4 1001-4 1001-4
R3 1001-4 1001-4 1001-4
R2 1001-4 1001-4 1001-4
R1 1001-4 1001-4 1001-4 1001-4
PP 1001-4 1001-4 1001-4 1001-4
S1 1001-4 1001-4 1001-4 1001-4
S2 1001-4 1001-4 1001-4
S3 1001-4 1001-4 1001-4
S4 1001-4 1001-4 1001-4
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 1010-0 988-2 21-6 2.2% 0-0 0.0% 61% False False 253
10 1049-4 988-2 61-2 6.1% 0-0 0.0% 22% False False 225
20 1059-4 988-2 71-2 7.1% 0-6 0.1% 19% False False 251
40 1059-4 956-0 103-4 10.3% 1-2 0.1% 44% False False 208
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-0
Fibonacci Retracements and Extensions
4.250 1001-4
2.618 1001-4
1.618 1001-4
1.000 1001-4
0.618 1001-4
HIGH 1001-4
0.618 1001-4
0.500 1001-4
0.382 1001-4
LOW 1001-4
0.618 1001-4
1.000 1001-4
1.618 1001-4
2.618 1001-4
4.250 1001-4
Fisher Pivots for day following 24-Dec-2009
Pivot 1 day 3 day
R1 1001-4 999-2
PP 1001-4 997-1
S1 1001-4 994-7

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

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