CME Pit-Traded Soybean Future September 2010

Trading Metrics calculated at close of trading on 18-Nov-2009

Day Change Summary
	Previous	Current
	17-Nov-2009	18-Nov-2009	Change	Change %	Previous Week
Open	1034-0	1029-0	-5-0	-0.5%	980-0
High	1034-0	1033-0	-1-0	-0.1%	999-6
Low	1034-0	1029-0	-5-0	-0.5%	979-0
Close	1034-0	1025-4	-8-4	-0.8%	996-4
Range	0-0	4-0	4-0		20-6
ATR	12-6	12-1	-0-4	-4.3%	0-0
Volume	13	53	40	307.7%	824

Daily Pivots for day following 18-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1041-1	1037-3	1027-6
R3	1037-1	1033-3	1026-5
R2	1033-1	1033-1	1026-2
R1	1029-3	1029-3	1025-7	1029-2
PP	1029-1	1029-1	1029-1	1029-1
S1	1025-3	1025-3	1025-1	1025-2
S2	1025-1	1025-1	1024-6
S3	1021-1	1021-3	1024-3
S4	1017-1	1017-3	1023-2

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	996-4	37-4	3.7%	0-6	0.1%	77%	False	False	41
10	1034-0	956-0	78-0	7.6%	0-3	0.0%	89%	False	False	109

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-0
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1050-0
2.618	1043-4
1.618	1039-4
1.000	1037-0
0.618	1035-4
HIGH	1033-0
0.618	1031-4
0.500	1031-0
0.382	1030-4
LOW	1029-0
0.618	1026-4
1.000	1025-0
1.618	1022-4
2.618	1018-4
4.250	1012-0

Fisher Pivots for day following 18-Nov-2009
Pivot	1 day	3 day
R1	1031-0	1026-0
PP	1029-1	1025-7
S1	1027-3	1025-5

Download as Excel Spreadsheet

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

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