CME Pit-Traded Soybean Future May 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 1436-0 1438-0 2-0 0.1% 1565-0
High 1436-0 1448-0 12-0 0.8% 1596-0
Low 1436-0 1423-0 -13-0 -0.9% 1476-0
Close 1435-2 1443-0 7-6 0.5% 1475-0
Range 0-0 25-0 25-0 120-0
ATR 44-6 43-2 -1-3 -3.1% 0-0
Volume 1,381 2,133 752 54.5% 6,105
Daily Pivots for day following 22-Jul-2008
Classic Woodie Camarilla DeMark
R4 1513-0 1503-0 1456-6
R3 1488-0 1478-0 1449-7
R2 1463-0 1463-0 1447-5
R1 1453-0 1453-0 1445-2 1458-0
PP 1438-0 1438-0 1438-0 1440-4
S1 1428-0 1428-0 1440-6 1433-0
S2 1413-0 1413-0 1438-3
S3 1388-0 1403-0 1436-1
S4 1363-0 1378-0 1429-2
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 1875-5 1795-3 1541-0
R3 1755-5 1675-3 1508-0
R2 1635-5 1635-5 1497-0
R1 1555-3 1555-3 1486-0 1535-4
PP 1515-5 1515-5 1515-5 1505-6
S1 1435-3 1435-3 1464-0 1415-4
S2 1395-5 1395-5 1453-0
S3 1275-5 1315-3 1442-0
S4 1155-5 1195-3 1409-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1573-0 1423-0 150-0 10.4% 24-6 1.7% 13% False True 1,360
10 1628-0 1423-0 205-0 14.2% 29-4 2.0% 10% False True 1,245
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1554-2
2.618 1513-4
1.618 1488-4
1.000 1473-0
0.618 1463-4
HIGH 1448-0
0.618 1438-4
0.500 1435-4
0.382 1432-4
LOW 1423-0
0.618 1407-4
1.000 1398-0
1.618 1382-4
2.618 1357-4
4.250 1316-6
Fisher Pivots for day following 22-Jul-2008
Pivot 1 day 3 day
R1 1440-4 1473-0
PP 1438-0 1463-0
S1 1435-4 1453-0

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

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