CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 18-Sep-2008
Day Change Summary
Previous Current
17-Sep-2008 18-Sep-2008 Change Change % Previous Week
Open 1175-0 1180-0 5-0 0.4% 1223-0
High 1184-0 1180-0 -4-0 -0.3% 1260-0
Low 1155-0 1154-0 -1-0 -0.1% 1210-0
Close 1180-4 1159-4 -21-0 -1.8% 1247-4
Range 29-0 26-0 -3-0 -10.3% 50-0
ATR
Volume 2,868 2,396 -472 -16.5% 8,782
Daily Pivots for day following 18-Sep-2008
Classic Woodie Camarilla DeMark
R4 1242-4 1227-0 1173-6
R3 1216-4 1201-0 1166-5
R2 1190-4 1190-4 1164-2
R1 1175-0 1175-0 1161-7 1169-6
PP 1164-4 1164-4 1164-4 1161-7
S1 1149-0 1149-0 1157-1 1143-6
S2 1138-4 1138-4 1154-6
S3 1112-4 1123-0 1152-3
S4 1086-4 1097-0 1145-2
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 1389-1 1368-3 1275-0
R3 1339-1 1318-3 1261-2
R2 1289-1 1289-1 1256-5
R1 1268-3 1268-3 1252-1 1278-6
PP 1239-1 1239-1 1239-1 1244-3
S1 1218-3 1218-3 1242-7 1228-6
S2 1189-1 1189-1 1238-3
S3 1139-1 1168-3 1233-6
S4 1089-1 1118-3 1220-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1260-0 1154-0 106-0 9.1% 35-6 3.1% 5% False True 2,214
10 1260-0 1154-0 106-0 9.1% 30-0 2.6% 5% False True 1,785
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 2-5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1290-4
2.618 1248-1
1.618 1222-1
1.000 1206-0
0.618 1196-1
HIGH 1180-0
0.618 1170-1
0.500 1167-0
0.382 1163-7
LOW 1154-0
0.618 1137-7
1.000 1128-0
1.618 1111-7
2.618 1085-7
4.250 1043-4
Fisher Pivots for day following 18-Sep-2008
Pivot 1 day 3 day
R1 1167-0 1180-4
PP 1164-4 1173-4
S1 1162-0 1166-4

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

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