CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 07-Dec-2009
Day Change Summary
Previous Current
04-Dec-2009 07-Dec-2009 Change Change % Previous Week
Open 1060-0 1065-0 5-0 0.5% 1066-0
High 1062-0 1073-0 11-0 1.0% 1087-4
Low 1049-0 1065-0 16-0 1.5% 1047-0
Close 1057-6 1069-0 11-2 1.1% 1057-6
Range 13-0 8-0 -5-0 -38.5% 40-4
ATR 18-4 18-2 -0-2 -1.2% 0-0
Volume 12,502 8,837 -3,665 -29.3% 42,362
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 1093-0 1089-0 1073-3
R3 1085-0 1081-0 1071-2
R2 1077-0 1077-0 1070-4
R1 1073-0 1073-0 1069-6 1075-0
PP 1069-0 1069-0 1069-0 1070-0
S1 1065-0 1065-0 1068-2 1067-0
S2 1061-0 1061-0 1067-4
S3 1053-0 1057-0 1066-6
S4 1045-0 1049-0 1064-5
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% 15-7 1.5% 54% False False 9,301
10 1087-4 1043-0 44-4 4.2% 15-6 1.5% 58% False False 8,489
20 1087-4 962-0 125-4 11.7% 15-5 1.5% 85% False False 8,570
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3-1
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1107-0
2.618 1094-0
1.618 1086-0
1.000 1081-0
0.618 1078-0
HIGH 1073-0
0.618 1070-0
0.500 1069-0
0.382 1068-0
LOW 1065-0
0.618 1060-0
1.000 1057-0
1.618 1052-0
2.618 1044-0
4.250 1031-0
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 1069-0 1066-0
PP 1069-0 1063-0
S1 1069-0 1060-0

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

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