CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 16-Dec-2009
Day Change Summary
Previous Current
15-Dec-2009 16-Dec-2009 Change Change % Previous Week
Open 1063-0 1073-0 10-0 0.9% 1065-0
High 1075-0 1079-4 4-4 0.4% 1073-0
Low 1063-0 1068-0 5-0 0.5% 1038-0
Close 1066-6 1073-0 6-2 0.6% 1049-0
Range 12-0 11-4 -0-4 -4.2% 35-0
ATR 17-0 16-6 -0-2 -1.8% 0-0
Volume 16,711 14,590 -2,121 -12.7% 65,313
Daily Pivots for day following 16-Dec-2009
Classic Woodie Camarilla DeMark
R4 1108-0 1102-0 1079-3
R3 1096-4 1090-4 1076-1
R2 1085-0 1085-0 1075-1
R1 1079-0 1079-0 1074-0 1078-6
PP 1073-4 1073-4 1073-4 1073-3
S1 1067-4 1067-4 1072-0 1067-2
S2 1062-0 1062-0 1070-7
S3 1050-4 1056-0 1069-7
S4 1039-0 1044-4 1066-5
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 1079-4 1038-0 41-4 3.9% 12-7 1.2% 84% True False 13,724
10 1079-4 1038-0 41-4 3.9% 13-6 1.3% 84% True False 13,311
20 1087-4 1032-0 55-4 5.2% 15-4 1.4% 74% False False 10,913
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 2-3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1128-3
2.618 1109-5
1.618 1098-1
1.000 1091-0
0.618 1086-5
HIGH 1079-4
0.618 1075-1
0.500 1073-6
0.382 1072-3
LOW 1068-0
0.618 1060-7
1.000 1056-4
1.618 1049-3
2.618 1037-7
4.250 1019-1
Fisher Pivots for day following 16-Dec-2009
Pivot 1 day 3 day
R1 1073-6 1069-5
PP 1073-4 1066-1
S1 1073-2 1062-6

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

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