CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 31-Dec-2008
Day Change Summary
Previous Current
30-Dec-2008 31-Dec-2008 Change Change % Previous Week
Open 958-0 958-0 0-0 0.0% 899-0
High 965-0 993-0 28-0 2.9% 976-0
Low 952-0 958-0 6-0 0.6% 895-0
Close 964-6 991-4 26-6 2.8% 967-4
Range 13-0 35-0 22-0 169.2% 81-0
ATR 24-3 25-1 0-6 3.1% 0-0
Volume 7,833 4,011 -3,822 -48.8% 13,648
Daily Pivots for day following 31-Dec-2008
Classic Woodie Camarilla DeMark
R4 1085-7 1073-5 1010-6
R3 1050-7 1038-5 1001-1
R2 1015-7 1015-7 997-7
R1 1003-5 1003-5 994-6 1009-6
PP 980-7 980-7 980-7 983-7
S1 968-5 968-5 988-2 974-6
S2 945-7 945-7 985-1
S3 910-7 933-5 981-7
S4 875-7 898-5 972-2
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 1189-1 1159-3 1012-0
R3 1108-1 1078-3 989-6
R2 1027-1 1027-1 982-3
R1 997-3 997-3 974-7 1012-2
PP 946-1 946-1 946-1 953-5
S1 916-3 916-3 960-1 931-2
S2 865-1 865-1 952-5
S3 784-1 835-3 945-2
S4 703-1 754-3 923-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 993-0 918-0 75-0 7.6% 26-1 2.6% 98% True False 4,358
10 993-0 870-0 123-0 12.4% 19-2 1.9% 99% True False 4,406
20 993-0 787-4 205-4 20.7% 19-0 1.9% 99% True False 5,231
40 1002-0 787-4 214-4 21.6% 20-0 2.0% 95% False False 4,539
60 1024-0 787-4 236-4 23.9% 22-0 2.2% 86% False False 4,005
80 1247-0 787-4 459-4 46.3% 20-7 2.1% 44% False False 3,449
100 1396-0 787-4 608-4 61.4% 21-7 2.2% 34% False False 2,987
120 1596-0 787-4 808-4 81.5% 22-4 2.3% 25% False False 2,708
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1141-6
2.618 1084-5
1.618 1049-5
1.000 1028-0
0.618 1014-5
HIGH 993-0
0.618 979-5
0.500 975-4
0.382 971-3
LOW 958-0
0.618 936-3
1.000 923-0
1.618 901-3
2.618 866-3
4.250 809-2
Fisher Pivots for day following 31-Dec-2008
Pivot 1 day 3 day
R1 986-1 985-1
PP 980-7 978-7
S1 975-4 972-4

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

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