CME Pit-Traded Soybean Future July 2009

Trading Metrics calculated at close of trading on 04-Dec-2008

Day Change Summary
	Previous	Current
	03-Dec-2008	04-Dec-2008	Change	Change %	Previous Week
Open	847-0	842-0	-5-0	-0.6%	886-0
High	865-2	845-0	-20-2	-2.3%	926-0
Low	847-0	829-4	-17-4	-2.1%	886-0
Close	851-2	833-0	-18-2	-2.1%	908-0
Range	18-2	15-4	-2-6	-15.1%	40-0
ATR	30-0	29-4	-0-5	-2.0%	0-0
Volume	5,749	5,998	249	4.3%	17,398

Daily Pivots for day following 04-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	882-3	873-1	841-4
R3	866-7	857-5	837-2
R2	851-3	851-3	835-7
R1	842-1	842-1	834-3	839-0
PP	835-7	835-7	835-7	834-2
S1	826-5	826-5	831-5	823-4
S2	820-3	820-3	830-1
S3	804-7	811-1	828-6
S4	789-3	795-5	824-4

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	908-0	829-4	78-4	9.4%	18-1	2.2%	4%	False	True	5,101
10	926-0	829-4	96-4	11.6%	20-0	2.4%	4%	False	True	5,051
20	974-0	829-4	144-4	17.3%	20-4	2.5%	2%	False	True	4,687
40	1035-0	829-4	205-4	24.7%	23-7	2.9%	2%	False	True	4,798
60	1262-0	829-4	432-4	51.9%	25-1	3.0%	1%	False	True	4,485

Crabel Price Patterns
NR	True
NR4	True
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	2-4
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	910-7
2.618	885-5
1.618	870-1
1.000	860-4
0.618	854-5
HIGH	845-0
0.618	839-1
0.500	837-2
0.382	835-3
LOW	829-4
0.618	819-7
1.000	814-0
1.618	804-3
2.618	788-7
4.250	763-5

Fisher Pivots for day following 04-Dec-2008
Pivot	1 day	3 day
R1	837-2	857-2
PP	835-7	849-1
S1	834-3	841-1

Download as Excel Spreadsheet

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

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