CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 03-Dec-2009

Day Change Summary
	Previous	Current
	02-Dec-2009	03-Dec-2009	Change	Change %	Previous Week
Open	1065-4	1051-0	-14-4	-1.4%	1068-0
High	1070-0	1063-0	-7-0	-0.7%	1072-0
Low	1047-0	1047-0	0-0	0.0%	1043-0
Close	1046-0	1061-0	15-0	1.4%	1060-2
Range	23-0	16-0	-7-0	-30.4%	29-0
ATR	19-0	18-7	-0-1	-0.8%	0-0
Volume	7,566	10,198	2,632	34.8%	33,692

Daily Pivots for day following 03-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1105-0	1099-0	1069-6
R3	1089-0	1083-0	1065-3
R2	1073-0	1073-0	1063-7
R1	1067-0	1067-0	1062-4	1070-0
PP	1057-0	1057-0	1057-0	1058-4
S1	1051-0	1051-0	1059-4	1054-0
S2	1041-0	1041-0	1058-1
S3	1025-0	1035-0	1056-5
S4	1009-0	1019-0	1052-2

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	4.0%	17-2	1.6%	38%	False	False	8,016
10	1087-4	1032-0	55-4	5.2%	16-7	1.6%	52%	False	False	8,507
20	1087-4	962-0	125-4	11.8%	15-3	1.5%	79%	False	False	8,684

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	3-2
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1131-0
2.618	1104-7
1.618	1088-7
1.000	1079-0
0.618	1072-7
HIGH	1063-0
0.618	1056-7
0.500	1055-0
0.382	1053-1
LOW	1047-0
0.618	1037-1
1.000	1031-0
1.618	1021-1
2.618	1005-1
4.250	979-0

Fisher Pivots for day following 03-Dec-2009
Pivot	1 day	3 day
R1	1059-0	1067-2
PP	1057-0	1065-1
S1	1055-0	1063-1

Download as Excel Spreadsheet

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

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