CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 25-Sep-2008
Day Change Summary
Previous Current
24-Sep-2008 25-Sep-2008 Change Change % Previous Week
Open 1255-0 1227-0 -28-0 -2.2% 1203-0
High 1255-0 1250-0 -5-0 -0.4% 1250-0
Low 1235-0 1227-0 -8-0 -0.6% 1154-0
Close 1239-4 1234-6 -4-6 -0.4% 1192-0
Range 20-0 23-0 3-0 15.0% 96-0
ATR 37-0 36-0 -1-0 -2.7% 0-0
Volume 3,340 1,626 -1,714 -51.3% 10,153
Daily Pivots for day following 25-Sep-2008
Classic Woodie Camarilla DeMark
R4 1306-2 1293-4 1247-3
R3 1283-2 1270-4 1241-1
R2 1260-2 1260-2 1239-0
R1 1247-4 1247-4 1236-7 1253-7
PP 1237-2 1237-2 1237-2 1240-4
S1 1224-4 1224-4 1232-5 1230-7
S2 1214-2 1214-2 1230-4
S3 1191-2 1201-4 1228-3
S4 1168-2 1178-4 1222-1
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 1174-0 88-0 7.1% 24-6 2.0% 69% False False 2,288
10 1262-0 1154-0 108-0 8.7% 30-2 2.5% 75% False False 2,251
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 2-3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1347-6
2.618 1310-2
1.618 1287-2
1.000 1273-0
0.618 1264-2
HIGH 1250-0
0.618 1241-2
0.500 1238-4
0.382 1235-6
LOW 1227-0
0.618 1212-6
1.000 1204-0
1.618 1189-6
2.618 1166-6
4.250 1129-2
Fisher Pivots for day following 25-Sep-2008
Pivot 1 day 3 day
R1 1238-4 1240-0
PP 1237-2 1238-2
S1 1236-0 1236-4

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

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