CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 31-Dec-2009
Day Change Summary
Previous Current
30-Dec-2009 31-Dec-2009 Change Change % Previous Week
Open 1031-0 1033-2 2-2 0.2% 997-0
High 1031-0 1033-2 2-2 0.2% 1001-4
Low 1031-0 1033-2 2-2 0.2% 988-2
Close 1031-0 1033-2 2-2 0.2% 1001-4
Range
ATR 10-4 9-7 -0-5 -5.6% 0-0
Volume 409 130 -279 -68.2% 883
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 1033-2 1033-2 1033-2
R3 1033-2 1033-2 1033-2
R2 1033-2 1033-2 1033-2
R1 1033-2 1033-2 1033-2 1033-2
PP 1033-2 1033-2 1033-2 1033-2
S1 1033-2 1033-2 1033-2 1033-2
S2 1033-2 1033-2 1033-2
S3 1033-2 1033-2 1033-2
S4 1033-2 1033-2 1033-2
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 1036-7 1032-3 1008-6
R3 1023-5 1019-1 1005-1
R2 1010-3 1010-3 1003-7
R1 1005-7 1005-7 1002-6 1008-1
PP 997-1 997-1 997-1 998-2
S1 992-5 992-5 1000-2 994-7
S2 983-7 983-7 999-1
S3 970-5 979-3 997-7
S4 957-3 966-1 994-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1034-0 1001-4 32-4 3.1% 0-0 0.0% 98% False False 268
10 1034-0 988-2 45-6 4.4% 0-0 0.0% 98% False False 252
20 1056-0 988-2 67-6 6.6% 0-4 0.0% 66% False False 221
40 1059-4 956-0 103-4 10.0% 0-6 0.1% 75% False False 224
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-0
Fibonacci Retracements and Extensions
4.250 1033-2
2.618 1033-2
1.618 1033-2
1.000 1033-2
0.618 1033-2
HIGH 1033-2
0.618 1033-2
0.500 1033-2
0.382 1033-2
LOW 1033-2
0.618 1033-2
1.000 1033-2
1.618 1033-2
2.618 1033-2
4.250 1033-2
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 1033-2 1033-0
PP 1033-2 1032-6
S1 1033-2 1032-4

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

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