CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 23-Oct-2008
Day Change Summary
Previous Current
22-Oct-2008 23-Oct-2008 Change Change % Previous Week
Open 899-0 915-0 16-0 1.8% 977-0
High 902-4 933-0 30-4 3.4% 986-0
Low 891-0 915-0 24-0 2.7% 867-0
Close 891-0 913-4 22-4 2.5% 932-6
Range 11-4 18-0 6-4 56.5% 119-0
ATR 40-1 40-2 0-1 0.3% 0-0
Volume 5,085 3,913 -1,172 -23.0% 24,976
Daily Pivots for day following 23-Oct-2008
Classic Woodie Camarilla DeMark
R4 974-4 962-0 923-3
R3 956-4 944-0 918-4
R2 938-4 938-4 916-6
R1 926-0 926-0 915-1 923-2
PP 920-4 920-4 920-4 919-1
S1 908-0 908-0 911-7 905-2
S2 902-4 902-4 910-2
S3 884-4 890-0 908-4
S4 866-4 872-0 903-5
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
5 970-0 891-0 79-0 8.6% 18-6 2.1% 28% False False 5,133
10 986-0 867-0 119-0 13.0% 21-6 2.4% 39% False False 4,971
20 1229-0 867-0 362-0 39.6% 23-4 2.6% 13% False False 5,500
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1009-4
2.618 980-1
1.618 962-1
1.000 951-0
0.618 944-1
HIGH 933-0
0.618 926-1
0.500 924-0
0.382 921-7
LOW 915-0
0.618 903-7
1.000 897-0
1.618 885-7
2.618 867-7
4.250 838-4
Fisher Pivots for day following 23-Oct-2008
Pivot 1 day 3 day
R1 924-0 920-4
PP 920-4 918-1
S1 917-0 915-7

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

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