CME Pit-Traded Soybean Future September 2010

Trading Metrics calculated at close of trading on 12-Nov-2009

Day Change Summary
	Previous	Current
	11-Nov-2009	12-Nov-2009	Change	Change %	Previous Week
Open	985-4	999-6	14-2	1.4%	983-4
High	985-4	999-6	14-2	1.4%	997-0
Low	985-4	999-6	14-2	1.4%	956-0
Close	985-4	999-6	14-2	1.4%	956-0
Range
ATR
Volume	260	39	-221	-85.0%	756

Daily Pivots for day following 12-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	999-6	999-6	999-6
R3	999-6	999-6	999-6
R2	999-6	999-6	999-6
R1	999-6	999-6	999-6	999-6
PP	999-6	999-6	999-6	999-6
S1	999-6	999-6	999-6	999-6
S2	999-6	999-6	999-6
S3	999-6	999-6	999-6
S4	999-6	999-6	999-6

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	999-6	956-0	43-6	4.4%	0-0	0.0%	100%	True	False	155
10	999-6	956-0	43-6	4.4%	2-1	0.2%	100%	True	False	153

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	999-6
2.618	999-6
1.618	999-6
1.000	999-6
0.618	999-6
HIGH	999-6
0.618	999-6
0.500	999-6
0.382	999-6
LOW	999-6
0.618	999-6
1.000	999-6
1.618	999-6
2.618	999-6
4.250	999-6

Fisher Pivots for day following 12-Nov-2009
Pivot	1 day	3 day
R1	999-6	996-2
PP	999-6	992-7
S1	999-6	989-3

Download as Excel Spreadsheet

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

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