CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 02-Dec-2009

Day Change Summary
	Previous	Current
	01-Dec-2009	02-Dec-2009	Change	Change %	Previous Week
Open	1077-0	1065-4	-11-4	-1.1%	1068-0
High	1087-4	1070-0	-17-4	-1.6%	1072-0
Low	1068-0	1047-0	-21-0	-2.0%	1043-0
Close	1069-6	1046-0	-23-6	-2.2%	1060-2
Range	19-4	23-0	3-4	17.9%	29-0
ATR	18-6	19-0	0-2	1.6%	0-0
Volume	7,406	7,566	160	2.2%	33,692

Daily Pivots for day following 02-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1123-3	1107-5	1058-5
R3	1100-3	1084-5	1052-3
R2	1077-3	1077-3	1050-2
R1	1061-5	1061-5	1048-1	1058-0
PP	1054-3	1054-3	1054-3	1052-4
S1	1038-5	1038-5	1043-7	1035-0
S2	1031-3	1031-3	1041-6
S3	1008-3	1015-5	1039-5
S4	985-3	992-5	1033-3

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	1045-0	42-4	4.1%	17-3	1.7%	2%	False	False	7,585
10	1087-4	1032-0	55-4	5.3%	17-2	1.7%	25%	False	False	8,515
20	1087-4	962-0	125-4	12.0%	15-4	1.5%	67%	False	False	8,705

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	3-4
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1167-6
2.618	1130-2
1.618	1107-2
1.000	1093-0
0.618	1084-2
HIGH	1070-0
0.618	1061-2
0.500	1058-4
0.382	1055-6
LOW	1047-0
0.618	1032-6
1.000	1024-0
1.618	1009-6
2.618	986-6
4.250	949-2

Fisher Pivots for day following 02-Dec-2009
Pivot	1 day	3 day
R1	1058-4	1067-2
PP	1054-3	1060-1
S1	1050-1	1053-1

Download as Excel Spreadsheet

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

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