CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 13-Aug-2008
Day Change Summary
Previous Current
12-Aug-2008 13-Aug-2008 Change Change % Previous Week
Open 1238-4 1268-0 29-4 2.4% 1373-0
High 1257-0 1326-2 69-2 5.5% 1373-0
Low 1238-4 1268-0 29-4 2.4% 1226-0
Close 1256-2 1326-2 70-0 5.6% 1226-0
Range 18-4 58-2 39-6 214.9% 147-0
ATR 37-1 39-4 2-3 6.3% 0-0
Volume 904 975 71 7.9% 6,981
Daily Pivots for day following 13-Aug-2008
Classic Woodie Camarilla DeMark
R4 1481-5 1462-1 1358-2
R3 1423-3 1403-7 1342-2
R2 1365-1 1365-1 1336-7
R1 1345-5 1345-5 1331-5 1355-3
PP 1306-7 1306-7 1306-7 1311-6
S1 1287-3 1287-3 1320-7 1297-1
S2 1248-5 1248-5 1315-5
S3 1190-3 1229-1 1310-2
S4 1132-1 1170-7 1294-2
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 1716-0 1618-0 1306-7
R3 1569-0 1471-0 1266-3
R2 1422-0 1422-0 1253-0
R1 1324-0 1324-0 1239-4 1299-4
PP 1275-0 1275-0 1275-0 1262-6
S1 1177-0 1177-0 1212-4 1152-4
S2 1128-0 1128-0 1199-0
S3 981-0 1030-0 1185-5
S4 834-0 883-0 1145-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1326-2 1226-0 100-2 7.6% 25-1 1.9% 100% True False 1,345
10 1450-0 1226-0 224-0 16.9% 27-7 2.1% 45% False False 1,352
20 1523-0 1226-0 297-0 22.4% 23-5 1.8% 34% False False 1,283
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1573-6
2.618 1478-6
1.618 1420-4
1.000 1384-4
0.618 1362-2
HIGH 1326-2
0.618 1304-0
0.500 1297-1
0.382 1290-2
LOW 1268-0
0.618 1232-0
1.000 1209-6
1.618 1173-6
2.618 1115-4
4.250 1020-4
Fisher Pivots for day following 13-Aug-2008
Pivot 1 day 3 day
R1 1316-4 1310-2
PP 1306-7 1294-1
S1 1297-1 1278-1

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

View Archives - Comment on this page... - Back to Index of Symbols