CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 01-Dec-2009

Day Change Summary
	Previous	Current
	30-Nov-2009	01-Dec-2009	Change	Change %	Previous Week
Open	1066-0	1077-0	11-0	1.0%	1068-0
High	1072-0	1087-4	15-4	1.4%	1072-0
Low	1062-0	1068-0	6-0	0.6%	1043-0
Close	1068-6	1069-6	1-0	0.1%	1060-2
Range	10-0	19-4	9-4	95.0%	29-0
ATR	18-5	18-6	0-0	0.3%	0-0
Volume	4,690	7,406	2,716	57.9%	33,692

Daily Pivots for day following 01-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1133-5	1121-1	1080-4
R3	1114-1	1101-5	1075-1
R2	1094-5	1094-5	1073-3
R1	1082-1	1082-1	1071-4	1078-5
PP	1075-1	1075-1	1075-1	1073-2
S1	1062-5	1062-5	1068-0	1059-1
S2	1055-5	1055-5	1066-1
S3	1036-1	1043-1	1064-3
S4	1016-5	1023-5	1059-0

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1145-3	1131-7	1076-2
R3	1116-3	1102-7	1068-2
R2	1087-3	1087-3	1065-5
R1	1073-7	1073-7	1062-7	1066-1
PP	1058-3	1058-3	1058-3	1054-4
S1	1044-7	1044-7	1057-5	1037-1
S2	1029-3	1029-3	1054-7
S3	1000-3	1015-7	1052-2
S4	971-3	986-7	1044-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1087-4	1043-0	44-4	4.2%	14-5	1.4%	60%	True	False	7,551
10	1087-4	1012-0	75-4	7.1%	17-6	1.7%	76%	True	False	8,469
20	1087-4	962-0	125-4	11.7%	16-0	1.5%	86%	True	False	8,825

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3-0
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1170-3
2.618	1138-4
1.618	1119-0
1.000	1107-0
0.618	1099-4
HIGH	1087-4
0.618	1080-0
0.500	1077-6
0.382	1075-4
LOW	1068-0
0.618	1056-0
1.000	1048-4
1.618	1036-4
2.618	1017-0
4.250	985-1

Fisher Pivots for day following 01-Dec-2009
Pivot	1 day	3 day
R1	1077-6	1068-5
PP	1075-1	1067-3
S1	1072-3	1066-2

Download as Excel Spreadsheet

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

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