CME Pit-Traded Soybean Future May 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 1403-0 1425-0 22-0 1.6% 1565-0
High 1445-0 1425-0 -20-0 -1.4% 1596-0
Low 1403-0 1395-0 -8-0 -0.6% 1476-0
Close 1419-2 1408-0 -11-2 -0.8% 1475-0
Range 42-0 30-0 -12-0 -28.6% 120-0
ATR 43-2 42-2 -1-0 -2.2% 0-0
Volume 458 774 316 69.0% 6,105
Daily Pivots for day following 24-Jul-2008
Classic Woodie Camarilla DeMark
R4 1499-3 1483-5 1424-4
R3 1469-3 1453-5 1416-2
R2 1439-3 1439-3 1413-4
R1 1423-5 1423-5 1410-6 1416-4
PP 1409-3 1409-3 1409-3 1405-6
S1 1393-5 1393-5 1405-2 1386-4
S2 1379-3 1379-3 1402-4
S3 1349-3 1363-5 1399-6
S4 1319-3 1333-5 1391-4
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 1523-0 1395-0 128-0 9.1% 28-6 2.0% 10% False True 1,210
10 1628-0 1395-0 233-0 16.5% 32-4 2.3% 6% False True 1,191
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1552-4
2.618 1503-4
1.618 1473-4
1.000 1455-0
0.618 1443-4
HIGH 1425-0
0.618 1413-4
0.500 1410-0
0.382 1406-4
LOW 1395-0
0.618 1376-4
1.000 1365-0
1.618 1346-4
2.618 1316-4
4.250 1267-4
Fisher Pivots for day following 24-Jul-2008
Pivot 1 day 3 day
R1 1410-0 1421-4
PP 1409-3 1417-0
S1 1408-5 1412-4

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

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