CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 14-Dec-2009
Day Change Summary
Previous Current
11-Dec-2009 14-Dec-2009 Change Change % Previous Week
Open 1042-0 1046-0 4-0 0.4% 1065-0
High 1048-0 1069-0 21-0 2.0% 1073-0
Low 1038-0 1046-0 8-0 0.8% 1038-0
Close 1049-0 1066-2 17-2 1.6% 1049-0
Range 10-0 23-0 13-0 130.0% 35-0
ATR 17-0 17-3 0-3 2.5% 0-0
Volume 11,877 13,804 1,927 16.2% 65,313
Daily Pivots for day following 14-Dec-2009
Classic Woodie Camarilla DeMark
R4 1129-3 1120-7 1078-7
R3 1106-3 1097-7 1072-5
R2 1083-3 1083-3 1070-4
R1 1074-7 1074-7 1068-3 1079-1
PP 1060-3 1060-3 1060-3 1062-4
S1 1051-7 1051-7 1064-1 1056-1
S2 1037-3 1037-3 1062-0
S3 1014-3 1028-7 1059-7
S4 991-3 1005-7 1053-5
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 1158-3 1138-5 1068-2
R3 1123-3 1103-5 1058-5
R2 1088-3 1088-3 1055-3
R1 1068-5 1068-5 1052-2 1061-0
PP 1053-3 1053-3 1053-3 1049-4
S1 1033-5 1033-5 1045-6 1026-0
S2 1018-3 1018-3 1042-5
S3 983-3 998-5 1039-3
S4 948-3 963-5 1029-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1070-0 1038-0 32-0 3.0% 15-3 1.4% 88% False False 14,056
10 1087-4 1038-0 49-4 4.6% 15-5 1.5% 57% False False 11,678
20 1087-4 1008-0 79-4 7.5% 16-2 1.5% 73% False False 10,037
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3-2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1166-6
2.618 1129-2
1.618 1106-2
1.000 1092-0
0.618 1083-2
HIGH 1069-0
0.618 1060-2
0.500 1057-4
0.382 1054-6
LOW 1046-0
0.618 1031-6
1.000 1023-0
1.618 1008-6
2.618 985-6
4.250 948-2
Fisher Pivots for day following 14-Dec-2009
Pivot 1 day 3 day
R1 1063-3 1062-0
PP 1060-3 1057-6
S1 1057-4 1053-4

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

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