CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 21-Jul-2008
Day Change Summary
Previous Current
18-Jul-2008 21-Jul-2008 Change Change % Previous Week
Open 1534-0 1459-0 -75-0 -4.9% 1575-0
High 1534-0 1463-0 -71-0 -4.6% 1598-0
Low 1478-0 1431-0 -47-0 -3.2% 1478-0
Close 1475-4 1432-6 -42-6 -2.9% 1475-4
Range 56-0 32-0 -24-0 -42.9% 120-0
ATR 0-0 47-7 47-7 0-0
Volume 1,212 1,531 319 26.3% 6,301
Daily Pivots for day following 21-Jul-2008
Classic Woodie Camarilla DeMark
R4 1538-2 1517-4 1450-3
R3 1506-2 1485-4 1441-4
R2 1474-2 1474-2 1438-5
R1 1453-4 1453-4 1435-5 1447-7
PP 1442-2 1442-2 1442-2 1439-4
S1 1421-4 1421-4 1429-7 1415-7
S2 1410-2 1410-2 1426-7
S3 1378-2 1389-4 1424-0
S4 1346-2 1357-4 1415-1
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 1596-0 1431-0 165-0 11.5% 51-2 3.6% 1% False True 1,349
10 1640-0 1431-0 209-0 14.6% 43-0 3.0% 1% False True 1,213
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2-3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1599-0
2.618 1546-6
1.618 1514-6
1.000 1495-0
0.618 1482-6
HIGH 1463-0
0.618 1450-6
0.500 1447-0
0.382 1443-2
LOW 1431-0
0.618 1411-2
1.000 1399-0
1.618 1379-2
2.618 1347-2
4.250 1295-0
Fisher Pivots for day following 21-Jul-2008
Pivot 1 day 3 day
R1 1447-0 1502-0
PP 1442-2 1478-7
S1 1437-4 1455-7

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

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