CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 20-Oct-2008
Day Change Summary
Previous Current
17-Oct-2008 20-Oct-2008 Change Change % Previous Week
Open 921-0 967-0 46-0 5.0% 977-0
High 945-0 970-0 25-0 2.6% 986-0
Low 920-0 953-0 33-0 3.6% 867-0
Close 932-6 967-4 34-6 3.7% 932-6
Range 25-0 17-0 -8-0 -32.0% 119-0
ATR 39-3 39-2 -0-1 -0.4% 0-0
Volume 5,952 6,011 59 1.0% 24,976
Daily Pivots for day following 20-Oct-2008
Classic Woodie Camarilla DeMark
R4 1014-4 1008-0 976-7
R3 997-4 991-0 972-1
R2 980-4 980-4 970-5
R1 974-0 974-0 969-0 977-2
PP 963-4 963-4 963-4 965-1
S1 957-0 957-0 966-0 960-2
S2 946-4 946-4 964-3
S3 929-4 940-0 962-7
S4 912-4 923-0 958-1
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 12.3% 31-0 3.2% 84% False False 5,372
10 1035-0 867-0 168-0 17.4% 24-7 2.6% 60% False False 5,415
20 1255-0 867-0 388-0 40.1% 24-3 2.5% 26% False False 5,195
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6-1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1042-2
2.618 1014-4
1.618 997-4
1.000 987-0
0.618 980-4
HIGH 970-0
0.618 963-4
0.500 961-4
0.382 959-4
LOW 953-0
0.618 942-4
1.000 936-0
1.618 925-4
2.618 908-4
4.250 880-6
Fisher Pivots for day following 20-Oct-2008
Pivot 1 day 3 day
R1 965-4 951-1
PP 963-4 934-7
S1 961-4 918-4

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

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