CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 31-Jul-2008
Day Change Summary
Previous Current
30-Jul-2008 31-Jul-2008 Change Change % Previous Week
Open 1444-4 1450-0 5-4 0.4% 1436-0
High 1444-4 1450-0 5-4 0.4% 1448-0
Low 1444-4 1450-0 5-4 0.4% 1395-0
Close 1444-4 1445-0 0-4 0.0% 1422-2
Range
ATR 36-7 34-5 -2-2 -6.1% 0-0
Volume 2,192 1,304 -888 -40.5% 6,312
Daily Pivots for day following 31-Jul-2008
Classic Woodie Camarilla DeMark
R4 1448-3 1446-5 1445-0
R3 1448-3 1446-5 1445-0
R2 1448-3 1448-3 1445-0
R1 1446-5 1446-5 1445-0 1447-4
PP 1448-3 1448-3 1448-3 1448-6
S1 1446-5 1446-5 1445-0 1447-4
S2 1448-3 1448-3 1445-0
S3 1448-3 1446-5 1445-0
S4 1448-3 1446-5 1445-0
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 1450-0 1395-0 55-0 3.8% 9-6 0.7% 91% True False 1,294
10 1523-0 1395-0 128-0 8.9% 19-2 1.3% 39% False False 1,252
20 1642-0 1395-0 247-0 17.1% 25-7 1.8% 20% False False 1,200
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Fibonacci Retracements and Extensions
4.250 1450-0
2.618 1450-0
1.618 1450-0
1.000 1450-0
0.618 1450-0
HIGH 1450-0
0.618 1450-0
0.500 1450-0
0.382 1450-0
LOW 1450-0
0.618 1450-0
1.000 1450-0
1.618 1450-0
2.618 1450-0
4.250 1450-0
Fisher Pivots for day following 31-Jul-2008
Pivot 1 day 3 day
R1 1450-0 1437-4
PP 1448-3 1430-0
S1 1446-5 1422-4

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

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