CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 22-Sep-2008
Day Change Summary
Previous Current
19-Sep-2008 22-Sep-2008 Change Change % Previous Week
Open 1193-0 1231-0 38-0 3.2% 1203-0
High 1197-0 1262-0 65-0 5.4% 1250-0
Low 1174-0 1231-0 57-0 4.9% 1154-0
Close 1192-0 1258-0 66-0 5.5% 1192-0
Range 23-0 31-0 8-0 34.8% 96-0
ATR 36-3 38-6 2-3 6.6% 0-0
Volume 2,087 1,752 -335 -16.1% 10,153
Daily Pivots for day following 22-Sep-2008
Classic Woodie Camarilla DeMark
R4 1343-3 1331-5 1275-0
R3 1312-3 1300-5 1266-4
R2 1281-3 1281-3 1263-5
R1 1269-5 1269-5 1260-7 1275-4
PP 1250-3 1250-3 1250-3 1253-2
S1 1238-5 1238-5 1255-1 1244-4
S2 1219-3 1219-3 1252-3
S3 1188-3 1207-5 1249-4
S4 1157-3 1176-5 1241-0
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 1262-0 1154-0 108-0 8.6% 32-2 2.6% 96% True False 2,160
10 1262-0 1154-0 108-0 8.6% 29-4 2.3% 96% True False 1,940
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1393-6
2.618 1343-1
1.618 1312-1
1.000 1293-0
0.618 1281-1
HIGH 1262-0
0.618 1250-1
0.500 1246-4
0.382 1242-7
LOW 1231-0
0.618 1211-7
1.000 1200-0
1.618 1180-7
2.618 1149-7
4.250 1099-2
Fisher Pivots for day following 22-Sep-2008
Pivot 1 day 3 day
R1 1254-1 1241-3
PP 1250-3 1224-5
S1 1246-4 1208-0

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

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