CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 17-Oct-2008
Day Change Summary
Previous Current
16-Oct-2008 17-Oct-2008 Change Change % Previous Week
Open 880-0 920-0 40-0 4.5% 964-0
High 903-0 938-0 35-0 3.9% 981-0
Low 860-0 915-0 55-0 6.4% 860-0
Close 899-6 926-0 26-2 2.9% 926-0
Range 43-0 23-0 -20-0 -46.5% 121-0
ATR 38-7 38-7 0-0 -0.1% 0-0
Volume 2,434 1,640 -794 -32.6% 10,846
Daily Pivots for day following 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 995-3 983-5 938-5
R3 972-3 960-5 932-3
R2 949-3 949-3 930-2
R1 937-5 937-5 928-1 943-4
PP 926-3 926-3 926-3 929-2
S1 914-5 914-5 923-7 920-4
S2 903-3 903-3 921-6
S3 880-3 891-5 919-5
S4 857-3 868-5 913-3
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 1285-3 1226-5 992-4
R3 1164-3 1105-5 959-2
R2 1043-3 1043-3 948-1
R1 984-5 984-5 937-1 953-4
PP 922-3 922-3 922-3 906-6
S1 863-5 863-5 914-7 832-4
S2 801-3 801-3 903-7
S3 680-3 742-5 892-6
S4 559-3 621-5 859-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 981-0 860-0 121-0 13.1% 30-0 3.2% 55% False False 2,169
10 1024-0 860-0 164-0 17.7% 25-0 2.7% 40% False False 2,830
20 1247-0 860-0 387-0 41.8% 21-2 2.3% 17% False False 2,387
40 1396-0 860-0 536-0 57.9% 20-3 2.2% 12% False False 1,851
60 1450-0 860-0 590-0 63.7% 22-3 2.4% 11% False False 1,646
Crabel Price Patterns
NR True
NR4 True
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 4-6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1035-6
2.618 998-2
1.618 975-2
1.000 961-0
0.618 952-2
HIGH 938-0
0.618 929-2
0.500 926-4
0.382 923-6
LOW 915-0
0.618 900-6
1.000 892-0
1.618 877-6
2.618 854-6
4.250 817-2
Fisher Pivots for day following 17-Oct-2008
Pivot 1 day 3 day
R1 926-4 917-0
PP 926-3 908-0
S1 926-1 899-0

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

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