CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 23-Dec-2008
Day Change Summary
Previous Current
22-Dec-2008 23-Dec-2008 Change Change % Previous Week
Open 886-0 887-0 1-0 0.1% 877-0
High 898-0 905-0 7-0 0.8% 880-0
Low 882-4 887-0 4-4 0.5% 849-0
Close 890-4 905-0 14-4 1.6% 872-4
Range 15-4 18-0 2-4 16.1% 31-0
ATR 26-7 26-2 -0-5 -2.4% 0-0
Volume 21,216 31,728 10,512 49.5% 196,143
Daily Pivots for day following 23-Dec-2008
Classic Woodie Camarilla DeMark
R4 953-0 947-0 914-7
R3 935-0 929-0 910-0
R2 917-0 917-0 908-2
R1 911-0 911-0 906-5 914-0
PP 899-0 899-0 899-0 900-4
S1 893-0 893-0 903-3 896-0
S2 881-0 881-0 901-6
S3 863-0 875-0 900-0
S4 845-0 857-0 895-1
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 960-1 947-3 889-4
R3 929-1 916-3 881-0
R2 898-1 898-1 878-1
R1 885-3 885-3 875-3 876-2
PP 867-1 867-1 867-1 862-5
S1 854-3 854-3 869-5 845-2
S2 836-1 836-1 866-7
S3 805-1 823-3 864-0
S4 774-1 792-3 855-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 905-0 856-0 49-0 5.4% 16-0 1.8% 100% True False 32,324
10 905-0 828-4 76-4 8.5% 20-2 2.2% 100% True False 37,577
20 906-6 780-0 126-6 14.0% 19-4 2.2% 99% False False 31,323
40 989-0 780-0 209-0 23.1% 23-6 2.6% 60% False False 21,841
60 1110-4 780-0 330-4 36.5% 25-6 2.8% 38% False False 16,912
80 1330-0 780-0 550-0 60.8% 27-2 3.0% 23% False False 13,502
100 1397-0 780-0 617-0 68.2% 28-0 3.1% 20% False False 11,304
120 1640-0 780-0 860-0 95.0% 29-0 3.2% 15% False False 9,698
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 3-0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 981-4
2.618 952-1
1.618 934-1
1.000 923-0
0.618 916-1
HIGH 905-0
0.618 898-1
0.500 896-0
0.382 893-7
LOW 887-0
0.618 875-7
1.000 869-0
1.618 857-7
2.618 839-7
4.250 810-4
Fisher Pivots for day following 23-Dec-2008
Pivot 1 day 3 day
R1 902-0 898-3
PP 899-0 891-5
S1 896-0 885-0

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

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