CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 17-Oct-2008
Day Change Summary
Previous Current
16-Oct-2008 17-Oct-2008 Change Change % Previous Week
Open 888-0 921-0 33-0 3.7% 977-0
High 910-0 945-0 35-0 3.8% 986-0
Low 867-0 920-0 53-0 6.1% 867-0
Close 907-2 932-6 25-4 2.8% 932-6
Range 43-0 25-0 -18-0 -41.9% 119-0
ATR 39-4 39-3 -0-1 -0.3% 0-0
Volume 6,091 5,952 -139 -2.3% 24,976
Daily Pivots for day following 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 1007-5 995-1 946-4
R3 982-5 970-1 939-5
R2 957-5 957-5 937-3
R1 945-1 945-1 935-0 951-3
PP 932-5 932-5 932-5 935-6
S1 920-1 920-1 930-4 926-3
S2 907-5 907-5 928-1
S3 882-5 895-1 925-7
S4 857-5 870-1 919-0
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 1285-5 1228-1 998-2
R3 1166-5 1109-1 965-4
R2 1047-5 1047-5 954-5
R1 990-1 990-1 943-5 959-3
PP 928-5 928-5 928-5 913-2
S1 871-1 871-1 921-7 840-3
S2 809-5 809-5 910-7
S3 690-5 752-1 900-0
S4 571-5 633-1 867-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 986-0 867-0 119-0 12.8% 29-5 3.2% 55% False False 4,995
10 1035-0 867-0 168-0 18.0% 24-7 2.7% 39% False False 5,603
20 1262-0 867-0 395-0 42.3% 25-0 2.7% 17% False False 4,982
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 5-6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1051-2
2.618 1010-4
1.618 985-4
1.000 970-0
0.618 960-4
HIGH 945-0
0.618 935-4
0.500 932-4
0.382 929-4
LOW 920-0
0.618 904-4
1.000 895-0
1.618 879-4
2.618 854-4
4.250 813-6
Fisher Pivots for day following 17-Oct-2008
Pivot 1 day 3 day
R1 932-5 923-7
PP 932-5 914-7
S1 932-4 906-0

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

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