CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 22-Oct-2008
Day Change Summary
Previous Current
21-Oct-2008 22-Oct-2008 Change Change % Previous Week
Open 949-0 899-0 -50-0 -5.3% 977-0
High 950-0 902-4 -47-4 -5.0% 986-0
Low 927-4 891-0 -36-4 -3.9% 867-0
Close 941-4 891-0 -50-4 -5.4% 932-6
Range 22-4 11-4 -11-0 -48.9% 119-0
ATR 39-2 40-1 0-6 2.0% 0-0
Volume 4,705 5,085 380 8.1% 24,976
Daily Pivots for day following 22-Oct-2008
Classic Woodie Camarilla DeMark
R4 929-3 921-5 897-3
R3 917-7 910-1 894-1
R2 906-3 906-3 893-1
R1 898-5 898-5 892-0 896-6
PP 894-7 894-7 894-7 893-7
S1 887-1 887-1 890-0 885-2
S2 883-3 883-3 888-7
S3 871-7 875-5 887-7
S4 860-3 864-1 884-5
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
5 970-0 867-0 103-0 11.6% 23-6 2.7% 23% False False 5,568
10 1035-0 867-0 168-0 18.9% 22-0 2.5% 14% False False 5,265
20 1250-0 867-0 383-0 43.0% 23-6 2.7% 6% False False 5,386
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4-5
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 951-3
2.618 932-5
1.618 921-1
1.000 914-0
0.618 909-5
HIGH 902-4
0.618 898-1
0.500 896-6
0.382 895-3
LOW 891-0
0.618 883-7
1.000 879-4
1.618 872-3
2.618 860-7
4.250 842-1
Fisher Pivots for day following 22-Oct-2008
Pivot 1 day 3 day
R1 896-6 930-4
PP 894-7 917-3
S1 892-7 904-1

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

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