CME Pit-Traded Soybean Future July 2009

Trading Metrics calculated at close of trading on 03-Dec-2008

Day Change Summary
	Previous	Current
	02-Dec-2008	03-Dec-2008	Change	Change %	Previous Week
Open	882-0	847-0	-35-0	-4.0%	886-0
High	885-0	865-2	-19-6	-2.2%	926-0
Low	853-0	847-0	-6-0	-0.7%	886-0
Close	853-0	851-2	-1-6	-0.2%	908-0
Range	32-0	18-2	-13-6	-43.0%	40-0
ATR	31-0	30-0	-0-7	-2.9%	0-0
Volume	7,675	5,749	-1,926	-25.1%	17,398

Daily Pivots for day following 03-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	909-2	898-4	861-2
R3	891-0	880-2	856-2
R2	872-6	872-6	854-5
R1	862-0	862-0	852-7	867-3
PP	854-4	854-4	854-4	857-2
S1	843-6	843-6	849-5	849-1
S2	836-2	836-2	847-7
S3	818-0	825-4	846-2
S4	799-6	807-2	841-2

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	847-0	79-0	9.3%	18-2	2.1%	5%	False	True	4,720
10	945-0	847-0	98-0	11.5%	20-7	2.5%	4%	False	True	4,729
20	985-0	847-0	138-0	16.2%	22-2	2.6%	3%	False	True	4,589
40	1035-0	847-0	188-0	22.1%	24-4	2.9%	2%	False	True	4,816
60	1262-0	847-0	415-0	48.8%	25-1	3.0%	1%	False	True	4,408

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	2-2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	942-6
2.618	913-0
1.618	894-6
1.000	883-4
0.618	876-4
HIGH	865-2
0.618	858-2
0.500	856-1
0.382	854-0
LOW	847-0
0.618	835-6
1.000	828-6
1.618	817-4
2.618	799-2
4.250	769-4

Fisher Pivots for day following 03-Dec-2008
Pivot	1 day	3 day
R1	856-1	866-0
PP	854-4	861-1
S1	852-7	856-1

Download as Excel Spreadsheet

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

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