CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 17-Jul-2008
Day Change Summary
Previous Current
16-Jul-2008 17-Jul-2008 Change Change % Previous Week
Open 1535-0 1565-0 30-0 2.0% 1600-0
High 1580-0 1573-0 -7-0 -0.4% 1640-0
Low 1524-0 1516-0 -8-0 -0.5% 1509-0
Close 1573-4 1524-0 -49-4 -3.1% 1618-0
Range 56-0 57-0 1-0 1.8% 131-0
ATR
Volume 1,283 856 -427 -33.3% 5,485
Daily Pivots for day following 17-Jul-2008
Classic Woodie Camarilla DeMark
R4 1708-5 1673-3 1555-3
R3 1651-5 1616-3 1539-5
R2 1594-5 1594-5 1534-4
R1 1559-3 1559-3 1529-2 1548-4
PP 1537-5 1537-5 1537-5 1532-2
S1 1502-3 1502-3 1518-6 1491-4
S2 1480-5 1480-5 1513-4
S3 1423-5 1445-3 1508-3
S4 1366-5 1388-3 1492-5
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 1982-0 1931-0 1690-0
R3 1851-0 1800-0 1654-0
R2 1720-0 1720-0 1642-0
R1 1669-0 1669-0 1630-0 1694-4
PP 1589-0 1589-0 1589-0 1601-6
S1 1538-0 1538-0 1606-0 1563-4
S2 1458-0 1458-0 1594-0
S3 1327-0 1407-0 1582-0
S4 1196-0 1276-0 1546-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1640-0 1516-0 124-0 8.1% 48-2 3.2% 6% False True 1,290
10 1650-0 1509-0 141-0 9.3% 38-7 2.6% 11% False False 1,122
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 2-2
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1815-2
2.618 1722-2
1.618 1665-2
1.000 1630-0
0.618 1608-2
HIGH 1573-0
0.618 1551-2
0.500 1544-4
0.382 1537-6
LOW 1516-0
0.618 1480-6
1.000 1459-0
1.618 1423-6
2.618 1366-6
4.250 1273-6
Fisher Pivots for day following 17-Jul-2008
Pivot 1 day 3 day
R1 1544-4 1556-0
PP 1537-5 1545-3
S1 1530-7 1534-5

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

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