CME Pit-Traded Soybean Future September 2010

Trading Metrics calculated at close of trading on 11-Nov-2009

Day Change Summary
	Previous	Current
	10-Nov-2009	11-Nov-2009	Change	Change %	Previous Week
Open	979-0	985-4	6-4	0.7%	983-4
High	979-0	985-4	6-4	0.7%	997-0
Low	979-0	985-4	6-4	0.7%	956-0
Close	979-0	985-4	6-4	0.7%	956-0
Range
ATR
Volume	129	260	131	101.6%	756

Daily Pivots for day following 11-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	985-4	985-4	985-4
R3	985-4	985-4	985-4
R2	985-4	985-4	985-4
R1	985-4	985-4	985-4	985-4
PP	985-4	985-4	985-4	985-4
S1	985-4	985-4	985-4	985-4
S2	985-4	985-4	985-4
S3	985-4	985-4	985-4
S4	985-4	985-4	985-4

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1092-5	1065-3	978-4
R3	1051-5	1024-3	967-2
R2	1010-5	1010-5	963-4
R1	983-3	983-3	959-6	976-4
PP	969-5	969-5	969-5	966-2
S1	942-3	942-3	952-2	935-4
S2	928-5	928-5	948-4
S3	887-5	901-3	944-6
S4	846-5	860-3	933-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	985-4	956-0	29-4	3.0%	0-0	0.0%	100%	True	False	176
10	997-0	956-0	41-0	4.2%	2-1	0.2%	72%	False	False	164

Crabel Price Patterns
NR	False
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	0-5

Fibonacci Retracements and Extensions
4.250	985-4
2.618	985-4
1.618	985-4
1.000	985-4
0.618	985-4
HIGH	985-4
0.618	985-4
0.500	985-4
0.382	985-4
LOW	985-4
0.618	985-4
1.000	985-4
1.618	985-4
2.618	985-4
4.250	985-4

Fisher Pivots for day following 11-Nov-2009
Pivot	1 day	3 day
R1	985-4	984-3
PP	985-4	983-3
S1	985-4	982-2

Download as Excel Spreadsheet

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

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