CME Pit-Traded Soybean Future September 2010

Trading Metrics calculated at close of trading on 17-Nov-2009

Day Change Summary
	Previous	Current
	16-Nov-2009	17-Nov-2009	Change	Change %	Previous Week
Open	1018-0	1034-0	16-0	1.6%	980-0
High	1018-0	1034-0	16-0	1.6%	999-6
Low	1018-0	1034-0	16-0	1.6%	979-0
Close	1018-0	1034-0	16-0	1.6%	996-4
Range
ATR	12-4	12-6	0-2	2.0%	0-0
Volume	9	13	4	44.4%	824

Daily Pivots for day following 17-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1034-0	1034-0	1034-0
R3	1034-0	1034-0	1034-0
R2	1034-0	1034-0	1034-0
R1	1034-0	1034-0	1034-0	1034-0
PP	1034-0	1034-0	1034-0	1034-0
S1	1034-0	1034-0	1034-0	1034-0
S2	1034-0	1034-0	1034-0
S3	1034-0	1034-0	1034-0
S4	1034-0	1034-0	1034-0

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1054-0	1046-0	1007-7
R3	1033-2	1025-2	1002-2
R2	1012-4	1012-4	1000-2
R1	1004-4	1004-4	998-3	1008-4
PP	991-6	991-6	991-6	993-6
S1	983-6	983-6	994-5	987-6
S2	971-0	971-0	992-6
S3	950-2	963-0	990-6
S4	929-4	942-2	985-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1034-0	985-4	48-4	4.7%	0-0	0.0%	100%	True	False	82
10	1034-0	956-0	78-0	7.5%	0-0	0.0%	100%	True	False	133

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	0-0

Fibonacci Retracements and Extensions
4.250	1034-0
2.618	1034-0
1.618	1034-0
1.000	1034-0
0.618	1034-0
HIGH	1034-0
0.618	1034-0
0.500	1034-0
0.382	1034-0
LOW	1034-0
0.618	1034-0
1.000	1034-0
1.618	1034-0
2.618	1034-0
4.250	1034-0

Fisher Pivots for day following 17-Nov-2009
Pivot	1 day	3 day
R1	1034-0	1027-6
PP	1034-0	1021-4
S1	1034-0	1015-2

Download as Excel Spreadsheet

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

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