CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 24-Jul-2008
Day Change Summary
Previous Current
23-Jul-2008 24-Jul-2008 Change Change % Previous Week
Open 1398-0 1401-0 3-0 0.2% 1575-0
High 1442-0 1407-0 -35-0 -2.4% 1598-0
Low 1398-0 1390-0 -8-0 -0.6% 1478-0
Close 1416-4 1405-0 -11-4 -0.8% 1475-4
Range 44-0 17-0 -27-0 -61.4% 120-0
ATR 46-2 44-6 -1-3 -3.0% 0-0
Volume 1,373 1,937 564 41.1% 6,301
Daily Pivots for day following 24-Jul-2008
Classic Woodie Camarilla DeMark
R4 1451-5 1445-3 1414-3
R3 1434-5 1428-3 1409-5
R2 1417-5 1417-5 1408-1
R1 1411-3 1411-3 1406-4 1414-4
PP 1400-5 1400-5 1400-5 1402-2
S1 1394-3 1394-3 1403-4 1397-4
S2 1383-5 1383-5 1401-7
S3 1366-5 1377-3 1400-3
S4 1349-5 1360-3 1395-5
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 1534-0 1390-0 144-0 10.2% 35-2 2.5% 10% False True 1,677
10 1640-0 1390-0 250-0 17.8% 41-6 3.0% 6% False True 1,483
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3-7
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1479-2
2.618 1451-4
1.618 1434-4
1.000 1424-0
0.618 1417-4
HIGH 1407-0
0.618 1400-4
0.500 1398-4
0.382 1396-4
LOW 1390-0
0.618 1379-4
1.000 1373-0
1.618 1362-4
2.618 1345-4
4.250 1317-6
Fisher Pivots for day following 24-Jul-2008
Pivot 1 day 3 day
R1 1402-7 1418-0
PP 1400-5 1413-5
S1 1398-4 1409-3

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

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