CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 24-Oct-2008
Day Change Summary
Previous Current
23-Oct-2008 24-Oct-2008 Change Change % Previous Week
Open 915-0 878-0 -37-0 -4.0% 967-0
High 933-0 927-0 -6-0 -0.6% 970-0
Low 915-0 878-0 -37-0 -4.0% 878-0
Close 913-4 891-4 -22-0 -2.4% 891-4
Range 18-0 49-0 31-0 172.2% 92-0
ATR 40-2 40-7 0-5 1.6% 0-0
Volume 3,913 6,969 3,056 78.1% 26,683
Daily Pivots for day following 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 1045-7 1017-5 918-4
R3 996-7 968-5 905-0
R2 947-7 947-7 900-4
R1 919-5 919-5 896-0 933-6
PP 898-7 898-7 898-7 905-7
S1 870-5 870-5 887-0 884-6
S2 849-7 849-7 882-4
S3 800-7 821-5 878-0
S4 751-7 772-5 864-4
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 1189-1 1132-3 942-1
R3 1097-1 1040-3 916-6
R2 1005-1 1005-1 908-3
R1 948-3 948-3 899-7 930-6
PP 913-1 913-1 913-1 904-3
S1 856-3 856-3 883-1 838-6
S2 821-1 821-1 874-5
S3 729-1 764-3 866-2
S4 637-1 672-3 840-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 970-0 878-0 92-0 10.3% 23-5 2.6% 15% False True 5,336
10 986-0 867-0 119-0 13.3% 26-5 3.0% 21% False False 5,165
20 1168-0 867-0 301-0 33.8% 25-1 2.8% 8% False False 5,750
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 28 trading days
Fibonacci Retracements and Extensions
4.250 1135-2
2.618 1055-2
1.618 1006-2
1.000 976-0
0.618 957-2
HIGH 927-0
0.618 908-2
0.500 902-4
0.382 896-6
LOW 878-0
0.618 847-6
1.000 829-0
1.618 798-6
2.618 749-6
4.250 669-6
Fisher Pivots for day following 24-Oct-2008
Pivot 1 day 3 day
R1 902-4 905-4
PP 898-7 900-7
S1 895-1 896-1

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

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