CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 1051-0 1060-0 9-0 0.9% 1066-0
High 1063-0 1062-0 -1-0 -0.1% 1087-4
Low 1047-0 1049-0 2-0 0.2% 1047-0
Close 1061-0 1057-6 -3-2 -0.3% 1057-6
Range 16-0 13-0 -3-0 -18.8% 40-4
ATR 18-7 18-4 -0-3 -2.2% 0-0
Volume 10,198 12,502 2,304 22.6% 42,362
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 1095-2 1089-4 1064-7
R3 1082-2 1076-4 1061-3
R2 1069-2 1069-2 1060-1
R1 1063-4 1063-4 1059-0 1059-7
PP 1056-2 1056-2 1056-2 1054-4
S1 1050-4 1050-4 1056-4 1046-7
S2 1043-2 1043-2 1055-3
S3 1030-2 1037-4 1054-1
S4 1017-2 1024-4 1050-5
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 1185-5 1162-1 1080-0
R3 1145-1 1121-5 1068-7
R2 1104-5 1104-5 1065-1
R1 1081-1 1081-1 1061-4 1072-5
PP 1064-1 1064-1 1064-1 1059-6
S1 1040-5 1040-5 1054-0 1032-1
S2 1023-5 1023-5 1050-3
S3 983-1 1000-1 1046-5
S4 942-5 959-5 1035-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1087-4 1047-0 40-4 3.8% 16-2 1.5% 27% False False 8,472
10 1087-4 1043-0 44-4 4.2% 15-7 1.5% 33% False False 8,663
20 1087-4 962-0 125-4 11.9% 15-3 1.5% 76% False False 8,682
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1117-2
2.618 1096-0
1.618 1083-0
1.000 1075-0
0.618 1070-0
HIGH 1062-0
0.618 1057-0
0.500 1055-4
0.382 1054-0
LOW 1049-0
0.618 1041-0
1.000 1036-0
1.618 1028-0
2.618 1015-0
4.250 993-6
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 1057-0 1058-4
PP 1056-2 1058-2
S1 1055-4 1058-0

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

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