CME Pit-Traded Soybean Future July 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	1071-0	1056-0	-15-0	-1.4%	1070-0
High	1077-0	1066-0	-11-0	-1.0%	1071-0
Low	1051-0	1056-0	5-0	0.5%	1047-0
Close	1052-2	1067-0	14-6	1.4%	1065-4
Range	26-0	10-0	-16-0	-61.5%	24-0
ATR	18-2	17-7	-0-3	-1.8%	0-0
Volume	10,316	16,079	5,763	55.9%	48,975

Daily Pivots for day following 03-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1093-0	1090-0	1072-4
R3	1083-0	1080-0	1069-6
R2	1073-0	1073-0	1068-7
R1	1070-0	1070-0	1067-7	1071-4
PP	1063-0	1063-0	1063-0	1063-6
S1	1060-0	1060-0	1066-1	1061-4
S2	1053-0	1053-0	1065-1
S3	1043-0	1050-0	1064-2
S4	1033-0	1040-0	1061-4

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	1091-0	1051-0	40-0	3.7%	14-6	1.4%	40%	False	False	10,942
10	1091-0	1036-0	55-0	5.2%	15-1	1.4%	56%	False	False	12,490
20	1091-0	965-0	126-0	11.8%	15-4	1.4%	81%	False	False	11,379

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-1
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1108-4
2.618	1092-1
1.618	1082-1
1.000	1076-0
0.618	1072-1
HIGH	1066-0
0.618	1062-1
0.500	1061-0
0.382	1059-7
LOW	1056-0
0.618	1049-7
1.000	1046-0
1.618	1039-7
2.618	1029-7
4.250	1013-4

Fisher Pivots for day following 03-Dec-2009
Pivot	1 day	3 day
R1	1065-0	1071-0
PP	1063-0	1069-5
S1	1061-0	1068-3

Download as Excel Spreadsheet

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

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