CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 30-Sep-2008
Day Change Summary
Previous Current
29-Sep-2008 30-Sep-2008 Change Change % Previous Week
Open 1166-0 1130-0 -36-0 -3.1% 1231-0
High 1168-0 1130-0 -38-0 -3.3% 1262-0
Low 1147-2 1098-0 -49-2 -4.3% 1213-0
Close 1147-2 1099-0 -48-2 -4.2% 1217-2
Range 20-6 32-0 11-2 54.2% 49-0
ATR 37-4 38-3 0-7 2.2% 0-0
Volume 2,506 3,868 1,362 54.3% 11,316
Daily Pivots for day following 30-Sep-2008
Classic Woodie Camarilla DeMark
R4 1205-0 1184-0 1116-5
R3 1173-0 1152-0 1107-6
R2 1141-0 1141-0 1104-7
R1 1120-0 1120-0 1101-7 1114-4
PP 1109-0 1109-0 1109-0 1106-2
S1 1088-0 1088-0 1096-1 1082-4
S2 1077-0 1077-0 1093-1
S3 1045-0 1056-0 1090-2
S4 1013-0 1024-0 1081-3
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 1098-0 157-0 14.3% 22-3 2.0% 1% False True 2,660
10 1262-0 1098-0 164-0 14.9% 24-6 2.3% 1% False True 2,504
20 1325-0 1098-0 227-0 20.7% 27-6 2.5% 0% False True 2,084
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-7
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1266-0
2.618 1213-6
1.618 1181-6
1.000 1162-0
0.618 1149-6
HIGH 1130-0
0.618 1117-6
0.500 1114-0
0.382 1110-2
LOW 1098-0
0.618 1078-2
1.000 1066-0
1.618 1046-2
2.618 1014-2
4.250 962-0
Fisher Pivots for day following 30-Sep-2008
Pivot 1 day 3 day
R1 1114-0 1163-4
PP 1109-0 1142-0
S1 1104-0 1120-4

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

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