CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 18-Nov-2009

Day Change Summary
	Previous	Current
	17-Nov-2009	18-Nov-2009	Change	Change %	Previous Week
Open	1012-0	1049-0	37-0	3.7%	973-0
High	1039-0	1055-0	16-0	1.5%	1013-0
Low	1012-0	1035-0	23-0	2.3%	962-0
Close	1038-0	1035-2	-2-6	-0.3%	995-6
Range	27-0	20-0	-7-0	-25.9%	51-0
ATR
Volume	7,110	10,279	3,169	44.6%	40,940

Daily Pivots for day following 18-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1101-6	1088-4	1046-2
R3	1081-6	1068-4	1040-6
R2	1061-6	1061-6	1038-7
R1	1048-4	1048-4	1037-1	1045-1
PP	1041-6	1041-6	1041-6	1040-0
S1	1028-4	1028-4	1033-3	1025-1
S2	1021-6	1021-6	1031-5
S3	1001-6	1008-4	1029-6
S4	981-6	988-4	1024-2

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1143-2	1120-4	1023-6
R3	1092-2	1069-4	1009-6
R2	1041-2	1041-2	1005-1
R1	1018-4	1018-4	1000-3	1029-7
PP	990-2	990-2	990-2	996-0
S1	967-4	967-4	991-1	978-7
S2	939-2	939-2	986-3
S3	888-2	916-4	981-6
S4	837-2	865-4	967-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1055-0	994-0	61-0	5.9%	15-3	1.5%	68%	True	False	8,008
10	1055-0	962-0	93-0	9.0%	14-0	1.3%	79%	True	False	8,862

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	True
Stretch	2-6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1140-0
2.618	1107-3
1.618	1087-3
1.000	1075-0
0.618	1067-3
HIGH	1055-0
0.618	1047-3
0.500	1045-0
0.382	1042-5
LOW	1035-0
0.618	1022-5
1.000	1015-0
1.618	1002-5
2.618	982-5
4.250	950-0

Fisher Pivots for day following 18-Nov-2009
Pivot	1 day	3 day
R1	1045-0	1034-0
PP	1041-6	1032-6
S1	1038-4	1031-4

Download as Excel Spreadsheet

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

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