CME Pit-Traded Soybean Future July 2009

Trading Metrics calculated at close of trading on 21-Nov-2008

Day Change Summary
	Previous	Current
	20-Nov-2008	21-Nov-2008	Change	Change %	Previous Week
Open	892-0	876-0	-16-0	-1.8%	924-0
High	897-0	886-0	-11-0	-1.2%	945-0
Low	878-0	863-0	-15-0	-1.7%	863-0
Close	879-0	863-6	-15-2	-1.7%	863-6
Range	19-0	23-0	4-0	21.1%	82-0
ATR	32-7	32-1	-0-6	-2.1%	0-0
Volume	4,115	6,157	2,042	49.6%	19,645

Daily Pivots for day following 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	939-7	924-7	876-3
R3	916-7	901-7	870-1
R2	893-7	893-7	868-0
R1	878-7	878-7	865-7	874-7
PP	870-7	870-7	870-7	869-0
S1	855-7	855-7	861-5	851-7
S2	847-7	847-7	859-4
S3	824-7	832-7	857-3
S4	801-7	809-7	851-1

Weekly Pivots for week ending 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1136-5	1082-1	908-7
R3	1054-5	1000-1	886-2
R2	972-5	972-5	878-6
R1	918-1	918-1	871-2	904-3
PP	890-5	890-5	890-5	883-6
S1	836-1	836-1	856-2	822-3
S2	808-5	808-5	848-6
S3	726-5	754-1	841-2
S4	644-5	672-1	818-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	945-0	863-0	82-0	9.5%	19-1	2.2%	1%	False	True	3,929
10	974-0	863-0	111-0	12.9%	21-4	2.5%	1%	False	True	4,061
20	1012-0	863-0	149-0	17.3%	25-4	3.0%	1%	False	True	4,407
40	1168-0	863-0	305-0	35.3%	25-3	2.9%	0%	False	True	5,078

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	3-5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	983-6
2.618	946-2
1.618	923-2
1.000	909-0
0.618	900-2
HIGH	886-0
0.618	877-2
0.500	874-4
0.382	871-6
LOW	863-0
0.618	848-6
1.000	840-0
1.618	825-6
2.618	802-6
4.250	765-2

Fisher Pivots for day following 21-Nov-2008
Pivot	1 day	3 day
R1	874-4	904-0
PP	870-7	890-5
S1	867-3	877-1

Download as Excel Spreadsheet

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

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