CME Pit-Traded Soybean Future September 2010

Trading Metrics calculated at close of trading on 27-Nov-2009

Day Change Summary
	Previous	Current
	25-Nov-2009	27-Nov-2009	Change	Change %	Previous Week
Open	1058-2	1043-0	-15-2	-1.4%	1045-0
High	1058-2	1048-0	-10-2	-1.0%	1058-2
Low	1058-2	1043-0	-15-2	-1.4%	1033-0
Close	1058-2	1054-6	-3-4	-0.3%	1054-6
Range	0-0	5-0	5-0		25-2
ATR	11-2	11-4	0-2	2.6%	0-0
Volume	146	393	247	169.2%	1,250

Daily Pivots for day following 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1063-5	1064-1	1057-4
R3	1058-5	1059-1	1056-1
R2	1053-5	1053-5	1055-5
R1	1054-1	1054-1	1055-2	1053-7
PP	1048-5	1048-5	1048-5	1048-4
S1	1049-1	1049-1	1054-2	1048-7
S2	1043-5	1043-5	1053-7
S3	1038-5	1044-1	1053-3
S4	1033-5	1039-1	1052-0

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1124-3	1114-7	1068-5
R3	1099-1	1089-5	1061-6
R2	1073-7	1073-7	1059-3
R1	1064-3	1064-3	1057-1	1069-1
PP	1048-5	1048-5	1048-5	1051-0
S1	1039-1	1039-1	1052-3	1043-7
S2	1023-3	1023-3	1050-1
S3	998-1	1013-7	1047-6
S4	972-7	988-5	1040-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1058-2	1032-0	26-2	2.5%	3-3	0.3%	87%	False	False	343
10	1058-2	996-4	61-6	5.9%	2-1	0.2%	94%	False	False	204
20	1058-2	956-0	102-2	9.7%	2-1	0.2%	97%	False	False	178

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1069-2
2.618	1061-1
1.618	1056-1
1.000	1053-0
0.618	1051-1
HIGH	1048-0
0.618	1046-1
0.500	1045-4
0.382	1044-7
LOW	1043-0
0.618	1039-7
1.000	1038-0
1.618	1034-7
2.618	1029-7
4.250	1021-6

Fisher Pivots for day following 27-Nov-2009
Pivot	1 day	3 day
R1	1051-5	1053-3
PP	1048-5	1052-0
S1	1045-4	1050-5

Download as Excel Spreadsheet

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

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