CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 08-Sep-2008
Day Change Summary
Previous Current
05-Sep-2008 08-Sep-2008 Change Change % Previous Week
Open 1246-0 1218-0 -28-0 -2.2% 1296-0
High 1246-0 1235-0 -11-0 -0.9% 1339-0
Low 1210-0 1218-0 8-0 0.7% 1210-0
Close 1215-4 1231-0 15-4 1.3% 1215-4
Range 36-0 17-0 -19-0 -52.8% 129-0
ATR 40-2 38-6 -1-4 -3.7% 0-0
Volume 755 1,723 968 128.2% 4,593
Daily Pivots for day following 08-Sep-2008
Classic Woodie Camarilla DeMark
R4 1279-0 1272-0 1240-3
R3 1262-0 1255-0 1235-5
R2 1245-0 1245-0 1234-1
R1 1238-0 1238-0 1232-4 1241-4
PP 1228-0 1228-0 1228-0 1229-6
S1 1221-0 1221-0 1229-4 1224-4
S2 1211-0 1211-0 1227-7
S3 1194-0 1204-0 1226-3
S4 1177-0 1187-0 1221-5
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 1641-7 1557-5 1286-4
R3 1512-7 1428-5 1251-0
R2 1383-7 1383-7 1239-1
R1 1299-5 1299-5 1227-3 1277-2
PP 1254-7 1254-7 1254-7 1243-5
S1 1170-5 1170-5 1203-5 1148-2
S2 1125-7 1125-7 1191-7
S3 996-7 1041-5 1180-0
S4 867-7 912-5 1144-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1339-0 1210-0 129-0 10.5% 31-5 2.6% 16% False False 1,263
10 1396-0 1210-0 186-0 15.1% 22-3 1.8% 11% False False 1,092
20 1396-0 1210-0 186-0 15.1% 25-4 2.1% 11% False False 1,138
40 1596-0 1210-0 386-0 31.4% 25-6 2.1% 5% False False 1,225
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1307-2
2.618 1279-4
1.618 1262-4
1.000 1252-0
0.618 1245-4
HIGH 1235-0
0.618 1228-4
0.500 1226-4
0.382 1224-4
LOW 1218-0
0.618 1207-4
1.000 1201-0
1.618 1190-4
2.618 1173-4
4.250 1145-6
Fisher Pivots for day following 08-Sep-2008
Pivot 1 day 3 day
R1 1229-4 1248-0
PP 1228-0 1242-3
S1 1226-4 1236-5

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

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