CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 08-Oct-2008
Day Change Summary
Previous Current
07-Oct-2008 08-Oct-2008 Change Change % Previous Week
Open 985-0 985-0 0-0 0.0% 1166-0
High 993-0 1015-0 22-0 2.2% 1168-0
Low 971-0 974-0 3-0 0.3% 1044-0
Close 974-4 1011-0 36-4 3.7% 1041-0
Range 22-0 41-0 19-0 86.4% 124-0
ATR 38-4 38-5 0-1 0.5% 0-0
Volume 4,529 6,756 2,227 49.2% 32,294
Daily Pivots for day following 08-Oct-2008
Classic Woodie Camarilla DeMark
R4 1123-0 1108-0 1033-4
R3 1082-0 1067-0 1022-2
R2 1041-0 1041-0 1018-4
R1 1026-0 1026-0 1014-6 1033-4
PP 1000-0 1000-0 1000-0 1003-6
S1 985-0 985-0 1007-2 992-4
S2 959-0 959-0 1003-4
S3 918-0 944-0 999-6
S4 877-0 903-0 988-4
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 1456-3 1372-5 1109-2
R3 1332-3 1248-5 1075-1
R2 1208-3 1208-3 1063-6
R1 1124-5 1124-5 1052-3 1104-4
PP 1084-3 1084-3 1084-3 1074-2
S1 1000-5 1000-5 1029-5 980-4
S2 960-3 960-3 1018-2
S3 836-3 876-5 1006-7
S4 712-3 752-5 972-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1089-0 971-0 118-0 11.7% 28-6 2.8% 34% False False 7,479
10 1250-0 971-0 279-0 27.6% 25-4 2.5% 14% False False 5,506
20 1262-0 971-0 291-0 28.8% 27-6 2.7% 14% False False 3,859
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 3-2
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1189-2
2.618 1122-3
1.618 1081-3
1.000 1056-0
0.618 1040-3
HIGH 1015-0
0.618 999-3
0.500 994-4
0.382 989-5
LOW 974-0
0.618 948-5
1.000 933-0
1.618 907-5
2.618 866-5
4.250 799-6
Fisher Pivots for day following 08-Oct-2008
Pivot 1 day 3 day
R1 1005-4 1005-0
PP 1000-0 999-0
S1 994-4 993-0

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

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