CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 22-Jul-2008
Day Change Summary
Previous Current
21-Jul-2008 22-Jul-2008 Change Change % Previous Week
Open 1459-0 1429-0 -30-0 -2.1% 1575-0
High 1463-0 1446-0 -17-0 -1.2% 1598-0
Low 1431-0 1419-0 -12-0 -0.8% 1478-0
Close 1432-6 1439-6 7-0 0.5% 1475-4
Range 32-0 27-0 -5-0 -15.6% 120-0
ATR 47-7 46-3 -1-4 -3.1% 0-0
Volume 1,531 2,334 803 52.4% 6,301
Daily Pivots for day following 22-Jul-2008
Classic Woodie Camarilla DeMark
R4 1515-7 1504-7 1454-5
R3 1488-7 1477-7 1447-1
R2 1461-7 1461-7 1444-6
R1 1450-7 1450-7 1442-2 1456-3
PP 1434-7 1434-7 1434-7 1437-6
S1 1423-7 1423-7 1437-2 1429-3
S2 1407-7 1407-7 1434-6
S3 1380-7 1396-7 1432-3
S4 1353-7 1369-7 1424-7
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 1580-0 1419-0 161-0 11.2% 45-5 3.2% 13% False True 1,443
10 1640-0 1419-0 221-0 15.3% 40-2 2.8% 9% False True 1,370
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 True
Bull Hook False
Stretch 3-3
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1560-6
2.618 1516-5
1.618 1489-5
1.000 1473-0
0.618 1462-5
HIGH 1446-0
0.618 1435-5
0.500 1432-4
0.382 1429-3
LOW 1419-0
0.618 1402-3
1.000 1392-0
1.618 1375-3
2.618 1348-3
4.250 1304-2
Fisher Pivots for day following 22-Jul-2008
Pivot 1 day 3 day
R1 1437-3 1476-4
PP 1434-7 1464-2
S1 1432-4 1452-0

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

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