CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 1049-0 1066-0 17-0 1.6% 1072-0
High 1071-0 1080-0 9-0 0.8% 1077-0
Low 1049-0 1066-0 17-0 1.6% 1039-4
Close 1069-4 1071-2 1-6 0.2% 1053-4
Range 22-0 14-0 -8-0 -36.4% 37-4
ATR 16-7 16-5 -0-2 -1.2% 0-0
Volume 14,608 13,238 -1,370 -9.4% 60,239
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 1114-3 1106-7 1079-0
R3 1100-3 1092-7 1075-1
R2 1086-3 1086-3 1073-7
R1 1078-7 1078-7 1072-4 1082-5
PP 1072-3 1072-3 1072-3 1074-2
S1 1064-7 1064-7 1070-0 1068-5
S2 1058-3 1058-3 1068-5
S3 1044-3 1050-7 1067-3
S4 1030-3 1036-7 1063-4
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 1169-1 1148-7 1074-1
R3 1131-5 1111-3 1063-6
R2 1094-1 1094-1 1060-3
R1 1073-7 1073-7 1057-0 1065-2
PP 1056-5 1056-5 1056-5 1052-3
S1 1036-3 1036-3 1050-0 1027-6
S2 1019-1 1019-1 1046-5
S3 981-5 998-7 1043-2
S4 944-1 961-3 1032-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1080-0 1039-4 40-4 3.8% 12-7 1.2% 78% True False 12,697
10 1080-0 1039-4 40-4 3.8% 13-1 1.2% 78% True False 12,572
20 1091-0 1017-0 74-0 6.9% 14-5 1.4% 73% False False 12,235
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 1-1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1139-4
2.618 1116-5
1.618 1102-5
1.000 1094-0
0.618 1088-5
HIGH 1080-0
0.618 1074-5
0.500 1073-0
0.382 1071-3
LOW 1066-0
0.618 1057-3
1.000 1052-0
1.618 1043-3
2.618 1029-3
4.250 1006-4
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 1073-0 1067-3
PP 1072-3 1063-5
S1 1071-7 1059-6

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

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