CME Pit-Traded Soybean Future July 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	1068-4	1072-0	3-4	0.3%	1072-0
High	1070-0	1077-0	7-0	0.7%	1091-0
Low	1055-0	1072-0	17-0	1.6%	1051-0
Close	1064-6	1075-6	11-0	1.0%	1064-6
Range	15-0	5-0	-10-0	-66.7%	40-0
ATR	17-6	17-3	-0-3	-2.2%	0-0
Volume	11,249	10,132	-1,117	-9.9%	55,541

Daily Pivots for day following 07-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1089-7	1087-7	1078-4
R3	1084-7	1082-7	1077-1
R2	1079-7	1079-7	1076-5
R1	1077-7	1077-7	1076-2	1078-7
PP	1074-7	1074-7	1074-7	1075-4
S1	1072-7	1072-7	1075-2	1073-7
S2	1069-7	1069-7	1074-7
S3	1064-7	1067-7	1074-3
S4	1059-7	1062-7	1073-0

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	3.7%	14-0	1.3%	62%	False	False	11,612
10	1091-0	1047-0	44-0	4.1%	13-7	1.3%	65%	False	False	11,464
20	1091-0	966-0	125-0	11.6%	15-3	1.4%	88%	False	False	11,387

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	2-0
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	1098-2
2.618	1090-1
1.618	1085-1
1.000	1082-0
0.618	1080-1
HIGH	1077-0
0.618	1075-1
0.500	1074-4
0.382	1073-7
LOW	1072-0
0.618	1068-7
1.000	1067-0
1.618	1063-7
2.618	1058-7
4.250	1050-6

Fisher Pivots for day following 07-Dec-2009
Pivot	1 day	3 day
R1	1075-3	1072-4
PP	1074-7	1069-2
S1	1074-4	1066-0

Download as Excel Spreadsheet

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

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