CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 28-Jul-2008
Day Change Summary
Previous Current
25-Jul-2008 28-Jul-2008 Change Change % Previous Week
Open 1424-0 1435-0 11-0 0.8% 1436-0
High 1424-0 1435-0 11-0 0.8% 1448-0
Low 1424-0 1420-0 -4-0 -0.3% 1395-0
Close 1422-2 1431-0 8-6 0.6% 1422-2
Range 0-0 15-0 15-0 53-0
ATR 40-3 38-5 -1-7 -4.5% 0-0
Volume 1,566 978 -588 -37.5% 6,312
Daily Pivots for day following 28-Jul-2008
Classic Woodie Camarilla DeMark
R4 1473-5 1467-3 1439-2
R3 1458-5 1452-3 1435-1
R2 1443-5 1443-5 1433-6
R1 1437-3 1437-3 1432-3 1433-0
PP 1428-5 1428-5 1428-5 1426-4
S1 1422-3 1422-3 1429-5 1418-0
S2 1413-5 1413-5 1428-2
S3 1398-5 1407-3 1426-7
S4 1383-5 1392-3 1422-6
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 1580-6 1554-4 1451-3
R3 1527-6 1501-4 1436-7
R2 1474-6 1474-6 1432-0
R1 1448-4 1448-4 1427-1 1435-1
PP 1421-6 1421-6 1421-6 1415-0
S1 1395-4 1395-4 1417-3 1382-1
S2 1368-6 1368-6 1412-4
S3 1315-6 1342-4 1407-5
S4 1262-6 1289-4 1393-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1448-0 1395-0 53-0 3.7% 22-3 1.6% 68% False False 1,181
10 1596-0 1395-0 201-0 14.0% 27-0 1.9% 18% False False 1,126
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 1498-6
2.618 1474-2
1.618 1459-2
1.000 1450-0
0.618 1444-2
HIGH 1435-0
0.618 1429-2
0.500 1427-4
0.382 1425-6
LOW 1420-0
0.618 1410-6
1.000 1405-0
1.618 1395-6
2.618 1380-6
4.250 1356-2
Fisher Pivots for day following 28-Jul-2008
Pivot 1 day 3 day
R1 1429-7 1425-5
PP 1428-5 1420-3
S1 1427-4 1415-0

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

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