CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 29-Jul-2008
Day Change Summary
Previous Current
28-Jul-2008 29-Jul-2008 Change Change % Previous Week
Open 1435-0 1394-0 -41-0 -2.9% 1459-0
High 1435-0 1425-0 -10-0 -0.7% 1463-0
Low 1420-0 1387-0 -33-0 -2.3% 1390-0
Close 1427-4 1422-4 -5-0 -0.4% 1418-2
Range 15-0 38-0 23-0 153.3% 73-0
ATR 42-2 42-1 -0-1 -0.3% 0-0
Volume 980 472 -508 -51.8% 9,485
Daily Pivots for day following 29-Jul-2008
Classic Woodie Camarilla DeMark
R4 1525-4 1512-0 1443-3
R3 1487-4 1474-0 1433-0
R2 1449-4 1449-4 1429-4
R1 1436-0 1436-0 1426-0 1442-6
PP 1411-4 1411-4 1411-4 1414-7
S1 1398-0 1398-0 1419-0 1404-6
S2 1373-4 1373-4 1415-4
S3 1335-4 1360-0 1412-0
S4 1297-4 1322-0 1401-5
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 1642-6 1603-4 1458-3
R3 1569-6 1530-4 1438-3
R2 1496-6 1496-6 1431-5
R1 1457-4 1457-4 1425-0 1440-5
PP 1423-6 1423-6 1423-6 1415-2
S1 1384-4 1384-4 1411-4 1367-5
S2 1350-6 1350-6 1404-7
S3 1277-6 1311-4 1398-1
S4 1204-6 1238-4 1378-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1442-0 1387-0 55-0 3.9% 30-0 2.1% 65% False True 1,414
10 1580-0 1387-0 193-0 13.6% 37-6 2.7% 18% False True 1,428
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4-5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1586-4
2.618 1524-4
1.618 1486-4
1.000 1463-0
0.618 1448-4
HIGH 1425-0
0.618 1410-4
0.500 1406-0
0.382 1401-4
LOW 1387-0
0.618 1363-4
1.000 1349-0
1.618 1325-4
2.618 1287-4
4.250 1225-4
Fisher Pivots for day following 29-Jul-2008
Pivot 1 day 3 day
R1 1417-0 1418-5
PP 1411-4 1414-7
S1 1406-0 1411-0

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

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