CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 18-Jul-2008
Day Change Summary
Previous Current
17-Jul-2008 18-Jul-2008 Change Change % Previous Week
Open 1565-0 1534-0 -31-0 -2.0% 1575-0
High 1573-0 1534-0 -39-0 -2.5% 1598-0
Low 1516-0 1478-0 -38-0 -2.5% 1478-0
Close 1524-0 1475-4 -48-4 -3.2% 1475-4
Range 57-0 56-0 -1-0 -1.8% 120-0
ATR
Volume 856 1,212 356 41.6% 6,301
Daily Pivots for day following 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 1663-7 1625-5 1506-2
R3 1607-7 1569-5 1490-7
R2 1551-7 1551-7 1485-6
R1 1513-5 1513-5 1480-5 1504-6
PP 1495-7 1495-7 1495-7 1491-3
S1 1457-5 1457-5 1470-3 1448-6
S2 1439-7 1439-7 1465-2
S3 1383-7 1401-5 1460-1
S4 1327-7 1345-5 1444-6
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 1877-1 1796-3 1541-4
R3 1757-1 1676-3 1508-4
R2 1637-1 1637-1 1497-4
R1 1556-3 1556-3 1486-4 1536-6
PP 1517-1 1517-1 1517-1 1507-3
S1 1436-3 1436-3 1464-4 1416-6
S2 1397-1 1397-1 1453-4
S3 1277-1 1316-3 1442-4
S4 1157-1 1196-3 1409-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1598-0 1478-0 120-0 8.1% 49-3 3.3% -2% False True 1,260
10 1640-0 1478-0 162-0 11.0% 42-0 2.8% -2% False True 1,178
Crabel Price Patterns
NR True
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 2-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1772-0
2.618 1680-5
1.618 1624-5
1.000 1590-0
0.618 1568-5
HIGH 1534-0
0.618 1512-5
0.500 1506-0
0.382 1499-3
LOW 1478-0
0.618 1443-3
1.000 1422-0
1.618 1387-3
2.618 1331-3
4.250 1240-0
Fisher Pivots for day following 18-Jul-2008
Pivot 1 day 3 day
R1 1506-0 1529-0
PP 1495-7 1511-1
S1 1485-5 1493-3

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

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