CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 03-Dec-2009
Day Change Summary
Previous Current
02-Dec-2009 03-Dec-2009 Change Change % Previous Week
Open 1040-0 1054-4 14-4 1.4% 1045-0
High 1040-0 1054-4 14-4 1.4% 1058-2
Low 1040-0 1054-4 14-4 1.4% 1033-0
Close 1040-0 1054-4 14-4 1.4% 1054-6
Range
ATR 10-7 11-1 0-2 2.4% 0-0
Volume 455 393 -62 -13.6% 1,250
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 1054-4 1054-4 1054-4
R3 1054-4 1054-4 1054-4
R2 1054-4 1054-4 1054-4
R1 1054-4 1054-4 1054-4 1054-4
PP 1054-4 1054-4 1054-4 1054-4
S1 1054-4 1054-4 1054-4 1054-4
S2 1054-4 1054-4 1054-4
S3 1054-4 1054-4 1054-4
S4 1054-4 1054-4 1054-4
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 1059-4 1040-0 19-4 1.8% 1-0 0.1% 74% False False 411
10 1059-4 1029-0 30-4 2.9% 1-6 0.2% 84% False False 353
20 1059-4 956-0 103-4 9.8% 1-0 0.1% 95% False False 231
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 1054-4
2.618 1054-4
1.618 1054-4
1.000 1054-4
0.618 1054-4
HIGH 1054-4
0.618 1054-4
0.500 1054-4
0.382 1054-4
LOW 1054-4
0.618 1054-4
1.000 1054-4
1.618 1054-4
2.618 1054-4
4.250 1054-4
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 1054-4 1052-6
PP 1054-4 1051-0
S1 1054-4 1049-2

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

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