CME Pit-Traded Soybean Future July 2009

Trading Metrics calculated at close of trading on 01-Dec-2008

Day Change Summary
	Previous	Current
	28-Nov-2008	01-Dec-2008	Change	Change %	Previous Week
Open	908-0	884-0	-24-0	-2.6%	886-0
High	908-0	885-0	-23-0	-2.5%	926-0
Low	900-0	868-0	-32-0	-3.6%	886-0
Close	908-0	872-4	-35-4	-3.9%	908-0
Range	8-0	17-0	9-0	112.5%	40-0
ATR	30-1	30-7	0-6	2.3%	0-0
Volume	2,667	3,419	752	28.2%	17,398

Daily Pivots for day following 01-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	926-1	916-3	881-7
R3	909-1	899-3	877-1
R2	892-1	892-1	875-5
R1	882-3	882-3	874-0	878-6
PP	875-1	875-1	875-1	873-3
S1	865-3	865-3	871-0	861-6
S2	858-1	858-1	869-3
S3	841-1	848-3	867-7
S4	824-1	831-3	863-1

Weekly Pivots for week ending 28-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1026-5	1007-3	930-0
R3	986-5	967-3	919-0
R2	946-5	946-5	915-3
R1	927-3	927-3	911-5	937-0
PP	906-5	906-5	906-5	911-4
S1	887-3	887-3	904-3	897-0
S2	866-5	866-5	900-5
S3	826-5	847-3	897-0
S4	786-5	807-3	886-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	926-0	868-0	58-0	6.6%	18-4	2.1%	8%	False	True	4,163
10	945-0	863-0	82-0	9.4%	18-6	2.2%	12%	False	False	4,046
20	1012-0	863-0	149-0	17.1%	21-5	2.5%	6%	False	False	4,186
40	1035-0	863-0	172-0	19.7%	24-2	2.8%	6%	False	False	4,792
60	1262-0	863-0	399-0	45.7%	25-1	2.9%	2%	False	False	4,237

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	2-0
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	957-2
2.618	929-4
1.618	912-4
1.000	902-0
0.618	895-4
HIGH	885-0
0.618	878-4
0.500	876-4
0.382	874-4
LOW	868-0
0.618	857-4
1.000	851-0
1.618	840-4
2.618	823-4
4.250	795-6

Fisher Pivots for day following 01-Dec-2008
Pivot	1 day	3 day
R1	876-4	897-0
PP	875-1	888-7
S1	873-7	880-5

Download as Excel Spreadsheet

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

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