CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 19-Sep-2008
Day Change Summary
Previous Current
18-Sep-2008 19-Sep-2008 Change Change % Previous Week
Open 1180-0 1193-0 13-0 1.1% 1203-0
High 1180-0 1197-0 17-0 1.4% 1250-0
Low 1154-0 1174-0 20-0 1.7% 1154-0
Close 1159-4 1192-0 32-4 2.8% 1192-0
Range 26-0 23-0 -3-0 -11.5% 96-0
ATR 0-0 36-3 36-3 0-0
Volume 2,396 2,087 -309 -12.9% 10,153
Daily Pivots for day following 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 1256-5 1247-3 1204-5
R3 1233-5 1224-3 1198-3
R2 1210-5 1210-5 1196-2
R1 1201-3 1201-3 1194-1 1194-4
PP 1187-5 1187-5 1187-5 1184-2
S1 1178-3 1178-3 1189-7 1171-4
S2 1164-5 1164-5 1187-6
S3 1141-5 1155-3 1185-5
S4 1118-5 1132-3 1179-3
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 1486-5 1435-3 1244-6
R3 1390-5 1339-3 1218-3
R2 1294-5 1294-5 1209-5
R1 1243-3 1243-3 1200-6 1221-0
PP 1198-5 1198-5 1198-5 1187-4
S1 1147-3 1147-3 1183-2 1125-0
S2 1102-5 1102-5 1174-3
S3 1006-5 1051-3 1165-5
S4 910-5 955-3 1139-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1250-0 1154-0 96-0 8.1% 35-3 3.0% 40% False False 2,030
10 1260-0 1154-0 106-0 8.9% 28-4 2.4% 36% False False 1,893
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 3-0
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1294-6
2.618 1257-2
1.618 1234-2
1.000 1220-0
0.618 1211-2
HIGH 1197-0
0.618 1188-2
0.500 1185-4
0.382 1182-6
LOW 1174-0
0.618 1159-6
1.000 1151-0
1.618 1136-6
2.618 1113-6
4.250 1076-2
Fisher Pivots for day following 19-Sep-2008
Pivot 1 day 3 day
R1 1189-7 1186-4
PP 1187-5 1181-0
S1 1185-4 1175-4

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

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