CME Pit-Traded Soybean Future May 2010

Trading Metrics calculated at close of trading on 08-Dec-2009

Day Change Summary
	Previous	Current
	07-Dec-2009	08-Dec-2009	Change	Change %	Previous Week
Open	1065-0	1069-0	4-0	0.4%	1066-0
High	1073-0	1070-0	-3-0	-0.3%	1087-4
Low	1065-0	1059-0	-6-0	-0.6%	1047-0
Close	1069-0	1061-0	-8-0	-0.7%	1057-6
Range	8-0	11-0	3-0	37.5%	40-4
ATR	18-2	17-6	-0-4	-2.8%	0-0
Volume	8,837	14,252	5,415	61.3%	42,362

Daily Pivots for day following 08-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1096-3	1089-5	1067-0
R3	1085-3	1078-5	1064-0
R2	1074-3	1074-3	1063-0
R1	1067-5	1067-5	1062-0	1065-4
PP	1063-3	1063-3	1063-3	1062-2
S1	1056-5	1056-5	1060-0	1054-4
S2	1052-3	1052-3	1059-0
S3	1041-3	1045-5	1058-0
S4	1030-3	1034-5	1055-0

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	1073-0	1047-0	26-0	2.5%	14-2	1.3%	54%	False	False	10,671
10	1087-4	1043-0	44-4	4.2%	14-3	1.4%	40%	False	False	9,111
20	1087-4	962-0	125-4	11.8%	15-6	1.5%	79%	False	False	8,921

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1116-6
2.618	1098-6
1.618	1087-6
1.000	1081-0
0.618	1076-6
HIGH	1070-0
0.618	1065-6
0.500	1064-4
0.382	1063-2
LOW	1059-0
0.618	1052-2
1.000	1048-0
1.618	1041-2
2.618	1030-2
4.250	1012-2

Fisher Pivots for day following 08-Dec-2009
Pivot	1 day	3 day
R1	1064-4	1061-0
PP	1063-3	1061-0
S1	1062-1	1061-0

Download as Excel Spreadsheet

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

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