CME Pit-Traded Soybean Future July 2010

Trading Metrics calculated at close of trading on 04-Dec-2009

Day Change Summary
	Previous	Current
	03-Dec-2009	04-Dec-2009	Change	Change %	Previous Week
Open	1056-0	1068-4	12-4	1.2%	1072-0
High	1066-0	1070-0	4-0	0.4%	1091-0
Low	1056-0	1055-0	-1-0	-0.1%	1051-0
Close	1067-0	1064-6	-2-2	-0.2%	1064-6
Range	10-0	15-0	5-0	50.0%	40-0
ATR	17-7	17-6	-0-2	-1.2%	0-0
Volume	16,079	11,249	-4,830	-30.0%	55,541

Daily Pivots for day following 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1108-2	1101-4	1073-0
R3	1093-2	1086-4	1068-7
R2	1078-2	1078-2	1067-4
R1	1071-4	1071-4	1066-1	1067-3
PP	1063-2	1063-2	1063-2	1061-2
S1	1056-4	1056-4	1063-3	1052-3
S2	1048-2	1048-2	1062-0
S3	1033-2	1041-4	1060-5
S4	1018-2	1026-4	1056-4

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1188-7	1166-7	1086-6
R3	1148-7	1126-7	1075-6
R2	1108-7	1108-7	1072-1
R1	1086-7	1086-7	1068-3	1077-7
PP	1068-7	1068-7	1068-7	1064-4
S1	1046-7	1046-7	1061-1	1037-7
S2	1028-7	1028-7	1057-3
S3	988-7	1006-7	1053-6
S4	948-7	966-7	1042-6

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	3.8%	15-5	1.5%	34%	False	False	11,108
10	1091-0	1044-4	46-4	4.4%	14-3	1.4%	44%	False	False	12,016
20	1091-0	965-0	126-0	11.8%	15-5	1.5%	79%	False	False	11,449

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

Fibonacci Retracements and Extensions
4.250	1133-6
2.618	1109-2
1.618	1094-2
1.000	1085-0
0.618	1079-2
HIGH	1070-0
0.618	1064-2
0.500	1062-4
0.382	1060-6
LOW	1055-0
0.618	1045-6
1.000	1040-0
1.618	1030-6
2.618	1015-6
4.250	991-2

Fisher Pivots for day following 04-Dec-2009
Pivot	1 day	3 day
R1	1064-0	1064-4
PP	1063-2	1064-2
S1	1062-4	1064-0

Download as Excel Spreadsheet

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

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