CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 29-Sep-2008
Day Change Summary
Previous Current
26-Sep-2008 29-Sep-2008 Change Change % Previous Week
Open 1229-0 1166-0 -63-0 -5.1% 1231-0
High 1229-0 1168-0 -61-0 -5.0% 1262-0
Low 1213-0 1147-2 -65-6 -5.4% 1213-0
Close 1217-2 1147-2 -70-0 -5.8% 1217-2
Range 16-0 20-6 4-6 29.7% 49-0
ATR 35-0 37-4 2-4 7.1% 0-0
Volume 1,962 2,506 544 27.7% 11,316
Daily Pivots for day following 29-Sep-2008
Classic Woodie Camarilla DeMark
R4 1216-3 1202-5 1158-5
R3 1195-5 1181-7 1153-0
R2 1174-7 1174-7 1151-0
R1 1161-1 1161-1 1149-1 1157-5
PP 1154-1 1154-1 1154-1 1152-4
S1 1140-3 1140-3 1145-3 1136-7
S2 1133-3 1133-3 1143-4
S3 1112-5 1119-5 1141-4
S4 1091-7 1098-7 1135-7
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 1377-6 1346-4 1244-2
R3 1328-6 1297-4 1230-6
R2 1279-6 1279-6 1226-2
R1 1248-4 1248-4 1221-6 1239-5
PP 1230-6 1230-6 1230-6 1226-2
S1 1199-4 1199-4 1212-6 1190-5
S2 1181-6 1181-6 1208-2
S3 1132-6 1150-4 1203-6
S4 1083-6 1101-4 1190-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1255-0 1147-2 107-6 9.4% 21-3 1.9% 0% False True 2,414
10 1262-0 1147-2 114-6 10.0% 26-6 2.3% 0% False True 2,287
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 2-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1256-2
2.618 1222-3
1.618 1201-5
1.000 1188-6
0.618 1180-7
HIGH 1168-0
0.618 1160-1
0.500 1157-5
0.382 1155-1
LOW 1147-2
0.618 1134-3
1.000 1126-4
1.618 1113-5
2.618 1092-7
4.250 1059-0
Fisher Pivots for day following 29-Sep-2008
Pivot 1 day 3 day
R1 1157-5 1198-5
PP 1154-1 1181-4
S1 1150-6 1164-3

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

View Archives - Comment on this page... - Back to Index of Symbols