CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 12-Sep-2008
Day Change Summary
Previous Current
11-Sep-2008 12-Sep-2008 Change Change % Previous Week
Open 1202-0 1246-0 44-0 3.7% 1212-4
High 1210-0 1250-0 40-0 3.3% 1250-0
Low 1199-0 1221-0 22-0 1.8% 1190-0
Close 1206-4 1232-4 26-0 2.2% 1232-4
Range 11-0 29-0 18-0 163.6% 60-0
ATR 38-1 38-5 0-3 1.0% 0-0
Volume 2,167 3,119 952 43.9% 13,155
Daily Pivots for day following 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 1321-4 1306-0 1248-4
R3 1292-4 1277-0 1240-4
R2 1263-4 1263-4 1237-7
R1 1248-0 1248-0 1235-1 1241-2
PP 1234-4 1234-4 1234-4 1231-1
S1 1219-0 1219-0 1229-7 1212-2
S2 1205-4 1205-4 1227-1
S3 1176-4 1190-0 1224-4
S4 1147-4 1161-0 1216-4
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 1404-1 1378-3 1265-4
R3 1344-1 1318-3 1249-0
R2 1284-1 1284-1 1243-4
R1 1258-3 1258-3 1238-0 1271-2
PP 1224-1 1224-1 1224-1 1230-5
S1 1198-3 1198-3 1227-0 1211-2
S2 1164-1 1164-1 1221-4
S3 1104-1 1138-3 1216-0
S4 1044-1 1078-3 1199-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1250-0 1190-0 60-0 4.9% 25-6 2.1% 71% True False 2,631
10 1365-0 1190-0 175-0 14.2% 29-5 2.4% 24% False False 2,436
20 1397-0 1190-0 207-0 16.8% 29-4 2.4% 21% False False 2,270
40 1534-0 1190-0 344-0 27.9% 30-4 2.5% 12% False False 2,387
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3-6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1373-2
2.618 1325-7
1.618 1296-7
1.000 1279-0
0.618 1267-7
HIGH 1250-0
0.618 1238-7
0.500 1235-4
0.382 1232-1
LOW 1221-0
0.618 1203-1
1.000 1192-0
1.618 1174-1
2.618 1145-1
4.250 1097-6
Fisher Pivots for day following 12-Sep-2008
Pivot 1 day 3 day
R1 1235-4 1229-7
PP 1234-4 1227-1
S1 1233-4 1224-4

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

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