CME Pit-Traded Soybean Future May 2009

Trading Metrics calculated at close of trading on 16-Sep-2008

Day Change Summary
	Previous	Current
	15-Sep-2008	16-Sep-2008	Change	Change %	Previous Week
Open	1229-0	1190-0	-39-0	-3.2%	1218-0
High	1229-0	1195-0	-34-0	-2.8%	1238-0
Low	1215-0	1150-0	-65-0	-5.3%	1198-0
Close	1216-0	1161-0	-55-0	-4.5%	1240-0
Range	14-0	45-0	31-0	221.4%	40-0
ATR	33-6	36-1	2-2	6.8%	0-0
Volume	958	801	-157	-16.4%	7,236

Daily Pivots for day following 16-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1303-5	1277-3	1185-6
R3	1258-5	1232-3	1173-3
R2	1213-5	1213-5	1169-2
R1	1187-3	1187-3	1165-1	1178-0
PP	1168-5	1168-5	1168-5	1164-0
S1	1142-3	1142-3	1156-7	1133-0
S2	1123-5	1123-5	1152-6
S3	1078-5	1097-3	1148-5
S4	1033-5	1052-3	1136-2

Weekly Pivots for week ending 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1345-3	1332-5	1262-0
R3	1305-3	1292-5	1251-0
R2	1265-3	1265-3	1247-3
R1	1252-5	1252-5	1243-5	1259-0
PP	1225-3	1225-3	1225-3	1228-4
S1	1212-5	1212-5	1236-3	1219-0
S2	1185-3	1185-3	1232-5
S3	1145-3	1172-5	1229-0
S4	1105-3	1132-5	1218-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1238-0	1150-0	88-0	7.6%	17-2	1.5%	13%	False	True	1,210
10	1320-0	1150-0	170-0	14.6%	24-0	2.1%	6%	False	True	1,306
20	1396-0	1150-0	246-0	21.2%	23-7	2.1%	4%	False	True	1,180
40	1450-0	1150-0	300-0	25.8%	24-2	2.1%	4%	False	True	1,219

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	1-1
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1386-2
2.618	1312-6
1.618	1267-6
1.000	1240-0
0.618	1222-6
HIGH	1195-0
0.618	1177-6
0.500	1172-4
0.382	1167-2
LOW	1150-0
0.618	1122-2
1.000	1105-0
1.618	1077-2
2.618	1032-2
4.250	958-6

Fisher Pivots for day following 16-Sep-2008
Pivot	1 day	3 day
R1	1172-4	1194-0
PP	1168-5	1183-0
S1	1164-7	1172-0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols