CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 1030-0 1031-0 1-0 0.1% 1059-4
High 1030-0 1031-0 1-0 0.1% 1059-4
Low 1030-0 1022-0 -8-0 -0.8% 1040-0
Close 1030-0 1029-0 -1-0 -0.1% 1049-2
Range 0-0 9-0 9-0 19-4
ATR 10-6 10-5 -0-1 -1.2% 0-0
Volume 127 46 -81 -63.8% 1,763
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 1054-3 1050-5 1034-0
R3 1045-3 1041-5 1031-4
R2 1036-3 1036-3 1030-5
R1 1032-5 1032-5 1029-7 1030-0
PP 1027-3 1027-3 1027-3 1026-0
S1 1023-5 1023-5 1028-1 1021-0
S2 1018-3 1018-3 1027-3
S3 1009-3 1014-5 1026-4
S4 1000-3 1005-5 1024-0
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 1108-1 1098-1 1060-0
R3 1088-5 1078-5 1054-5
R2 1069-1 1069-1 1052-7
R1 1059-1 1059-1 1051-0 1054-3
PP 1049-5 1049-5 1049-5 1047-2
S1 1039-5 1039-5 1047-4 1034-7
S2 1030-1 1030-1 1045-5
S3 1010-5 1020-1 1043-7
S4 991-1 1000-5 1038-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1056-0 1022-0 34-0 3.3% 1-6 0.2% 21% False True 143
10 1059-4 1022-0 37-4 3.6% 1-3 0.1% 19% False True 277
20 1059-4 996-4 63-0 6.1% 1-4 0.1% 52% False False 223
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-0
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1069-2
2.618 1054-4
1.618 1045-4
1.000 1040-0
0.618 1036-4
HIGH 1031-0
0.618 1027-4
0.500 1026-4
0.382 1025-4
LOW 1022-0
0.618 1016-4
1.000 1013-0
1.618 1007-4
2.618 998-4
4.250 983-6
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 1028-1 1034-4
PP 1027-3 1032-5
S1 1026-4 1030-7

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

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