CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 14-Oct-2008
Day Change Summary
Previous Current
13-Oct-2008 14-Oct-2008 Change Change % Previous Week
Open 977-0 983-0 6-0 0.6% 971-0
High 982-0 986-0 4-0 0.4% 1035-0
Low 972-0 948-0 -24-0 -2.5% 957-4
Close 974-0 943-6 -30-2 -3.1% 957-4
Range 10-0 38-0 28-0 280.0% 77-4
ATR 38-6 38-6 0-0 -0.1% 0-0
Volume 4,123 4,951 828 20.1% 31,063
Daily Pivots for day following 14-Oct-2008
Classic Woodie Camarilla DeMark
R4 1073-2 1046-4 964-5
R3 1035-2 1008-4 954-2
R2 997-2 997-2 950-6
R1 970-4 970-4 947-2 964-7
PP 959-2 959-2 959-2 956-4
S1 932-4 932-4 940-2 926-7
S2 921-2 921-2 936-6
S3 883-2 894-4 933-2
S4 845-2 856-4 922-7
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 1215-7 1164-1 1000-1
R3 1138-3 1086-5 978-6
R2 1060-7 1060-7 971-6
R1 1009-1 1009-1 964-5 996-2
PP 983-3 983-3 983-3 976-7
S1 931-5 931-5 950-3 918-6
S2 905-7 905-7 943-2
S3 828-3 854-1 936-2
S4 750-7 776-5 914-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1035-0 948-0 87-0 9.2% 21-7 2.3% -5% False True 5,542
10 1116-0 948-0 168-0 17.8% 23-1 2.5% -3% False True 6,605
20 1262-0 948-0 314-0 33.3% 24-0 2.5% -1% False True 4,554
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1147-4
2.618 1085-4
1.618 1047-4
1.000 1024-0
0.618 1009-4
HIGH 986-0
0.618 971-4
0.500 967-0
0.382 962-4
LOW 948-0
0.618 924-4
1.000 910-0
1.618 886-4
2.618 848-4
4.250 786-4
Fisher Pivots for day following 14-Oct-2008
Pivot 1 day 3 day
R1 967-0 967-0
PP 959-2 959-2
S1 951-4 951-4

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

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