CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 07-Dec-2009

Day Change Summary
	Previous	Current
	04-Dec-2009	07-Dec-2009	Change	Change %	Previous Week
Open	1060-0	1065-0	5-0	0.5%	1066-0
High	1062-0	1073-0	11-0	1.0%	1087-4
Low	1049-0	1065-0	16-0	1.5%	1047-0
Close	1057-6	1069-0	11-2	1.1%	1057-6
Range	13-0	8-0	-5-0	-38.5%	40-4
ATR	18-4	18-2	-0-2	-1.2%	0-0
Volume	12,502	8,837	-3,665	-29.3%	42,362

Daily Pivots for day following 07-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1093-0	1089-0	1073-3
R3	1085-0	1081-0	1071-2
R2	1077-0	1077-0	1070-4
R1	1073-0	1073-0	1069-6	1075-0
PP	1069-0	1069-0	1069-0	1070-0
S1	1065-0	1065-0	1068-2	1067-0
S2	1061-0	1061-0	1067-4
S3	1053-0	1057-0	1066-6
S4	1045-0	1049-0	1064-5

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1185-5	1162-1	1080-0
R3	1145-1	1121-5	1068-7
R2	1104-5	1104-5	1065-1
R1	1081-1	1081-1	1061-4	1072-5
PP	1064-1	1064-1	1064-1	1059-6
S1	1040-5	1040-5	1054-0	1032-1
S2	1023-5	1023-5	1050-3
S3	983-1	1000-1	1046-5
S4	942-5	959-5	1035-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1087-4	1047-0	40-4	3.8%	15-7	1.5%	54%	False	False	9,301
10	1087-4	1043-0	44-4	4.2%	15-6	1.5%	58%	False	False	8,489
20	1087-4	962-0	125-4	11.7%	15-5	1.5%	85%	False	False	8,570

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	3-1
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1107-0
2.618	1094-0
1.618	1086-0
1.000	1081-0
0.618	1078-0
HIGH	1073-0
0.618	1070-0
0.500	1069-0
0.382	1068-0
LOW	1065-0
0.618	1060-0
1.000	1057-0
1.618	1052-0
2.618	1044-0
4.250	1031-0

Fisher Pivots for day following 07-Dec-2009
Pivot	1 day	3 day
R1	1069-0	1066-0
PP	1069-0	1063-0
S1	1069-0	1060-0

Download as Excel Spreadsheet

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

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