CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 30-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 30-Dec-2009 Change Change % Previous Week
Open 1033-0 1041-0 8-0 0.8% 1021-4
High 1049-0 1051-4 2-4 0.2% 1027-4
Low 1032-2 1036-0 3-6 0.4% 993-0
Close 1047-0 1044-4 -2-4 -0.2% 1008-0
Range 16-6 15-4 -1-2 -7.5% 34-4
ATR 19-7 19-5 -0-3 -1.6% 0-0
Volume 52,955 63,115 10,160 19.2% 171,410
Daily Pivots for day following 30-Dec-2009
Classic Woodie Camarilla DeMark
R4 1090-4 1083-0 1053-0
R3 1075-0 1067-4 1048-6
R2 1059-4 1059-4 1047-3
R1 1052-0 1052-0 1045-7 1055-6
PP 1044-0 1044-0 1044-0 1045-7
S1 1036-4 1036-4 1043-1 1040-2
S2 1028-4 1028-4 1041-5
S3 1013-0 1021-0 1040-2
S4 997-4 1005-4 1036-0
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 1113-0 1095-0 1027-0
R3 1078-4 1060-4 1017-4
R2 1044-0 1044-0 1014-3
R1 1026-0 1026-0 1011-1 1017-6
PP 1009-4 1009-4 1009-4 1005-3
S1 991-4 991-4 1004-7 983-2
S2 975-0 975-0 1001-5
S3 940-4 957-0 998-4
S4 906-0 922-4 989-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1051-4 1001-0 50-4 4.8% 14-4 1.4% 86% True False 47,678
10 1077-0 993-0 84-0 8.0% 18-1 1.7% 61% False False 47,062
20 1077-0 993-0 84-0 8.0% 18-2 1.7% 61% False False 45,361
40 1083-0 960-0 123-0 11.8% 18-7 1.8% 69% False False 33,887
60 1083-0 900-0 183-0 17.5% 17-6 1.7% 79% False False 26,731
80 1083-0 890-0 193-0 18.5% 15-6 1.5% 80% False False 21,642
100 1083-0 890-0 193-0 18.5% 15-1 1.5% 80% False False 18,085
120 1083-0 890-0 193-0 18.5% 14-3 1.4% 80% False False 15,610
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 3-3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1117-3
2.618 1092-1
1.618 1076-5
1.000 1067-0
0.618 1061-1
HIGH 1051-4
0.618 1045-5
0.500 1043-6
0.382 1041-7
LOW 1036-0
0.618 1026-3
1.000 1020-4
1.618 1010-7
2.618 995-3
4.250 970-1
Fisher Pivots for day following 30-Dec-2009
Pivot 1 day 3 day
R1 1044-2 1041-5
PP 1044-0 1038-5
S1 1043-6 1035-6

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

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