CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 1065-0 1055-0 -10-0 -0.9% 1070-0
High 1066-0 1066-0 0-0 0.0% 1071-0
Low 1051-4 1055-0 3-4 0.3% 1047-0
Close 1069-0 1065-4 -3-4 -0.3% 1065-4
Range 14-4 11-0 -3-4 -24.1% 24-0
ATR 18-2 18-0 -0-2 -1.7% 0-0
Volume 13,281 10,419 -2,862 -21.5% 48,975
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 1095-1 1091-3 1071-4
R3 1084-1 1080-3 1068-4
R2 1073-1 1073-1 1067-4
R1 1069-3 1069-3 1066-4 1071-2
PP 1062-1 1062-1 1062-1 1063-1
S1 1058-3 1058-3 1064-4 1060-2
S2 1051-1 1051-1 1063-4
S3 1040-1 1047-3 1062-4
S4 1029-1 1036-3 1059-4
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 1133-1 1123-3 1078-6
R3 1109-1 1099-3 1072-1
R2 1085-1 1085-1 1069-7
R1 1075-3 1075-3 1067-6 1068-2
PP 1061-1 1061-1 1061-1 1057-5
S1 1051-3 1051-3 1063-2 1044-2
S2 1037-1 1037-1 1061-1
S3 1013-1 1027-3 1058-7
S4 989-1 1003-3 1052-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1071-0 1044-4 26-4 2.5% 13-2 1.2% 79% False False 12,925
10 1071-0 1001-0 70-0 6.6% 16-1 1.5% 92% False False 12,096
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 2-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1112-6
2.618 1094-6
1.618 1083-6
1.000 1077-0
0.618 1072-6
HIGH 1066-0
0.618 1061-6
0.500 1060-4
0.382 1059-2
LOW 1055-0
0.618 1048-2
1.000 1044-0
1.618 1037-2
2.618 1026-2
4.250 1008-2
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 1063-7 1062-4
PP 1062-1 1059-4
S1 1060-4 1056-4

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

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