CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 05-Nov-2008
Day Change Summary
Previous Current
04-Nov-2008 05-Nov-2008 Change Change % Previous Week
Open 999-0 985-0 -14-0 -1.4% 898-0
High 1012-0 985-0 -27-0 -2.7% 988-4
Low 990-0 935-4 -54-4 -5.5% 898-0
Close 992-4 936-6 -55-6 -5.6% 965-6
Range 22-0 49-4 27-4 125.0% 90-4
ATR 39-4 40-6 1-2 3.2% 0-0
Volume 2,392 4,045 1,653 69.1% 25,238
Daily Pivots for day following 05-Nov-2008
Classic Woodie Camarilla DeMark
R4 1100-7 1068-3 964-0
R3 1051-3 1018-7 950-3
R2 1001-7 1001-7 945-7
R1 969-3 969-3 941-2 960-7
PP 952-3 952-3 952-3 948-2
S1 919-7 919-7 932-2 911-3
S2 902-7 902-7 927-5
S3 853-3 870-3 923-1
S4 803-7 820-7 909-4
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 1222-2 1184-4 1015-4
R3 1131-6 1094-0 990-5
R2 1041-2 1041-2 982-3
R1 1003-4 1003-4 974-0 1022-3
PP 950-6 950-6 950-6 960-2
S1 913-0 913-0 957-4 931-7
S2 860-2 860-2 949-1
S3 769-6 822-4 940-7
S4 679-2 732-0 916-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1012-0 935-4 76-4 8.2% 24-4 2.6% 2% False True 3,655
10 1012-0 878-0 134-0 14.3% 32-4 3.5% 44% False False 4,551
20 1035-0 867-0 168-0 17.9% 27-2 2.9% 42% False False 4,908
40 1262-0 867-0 395-0 42.2% 27-4 2.9% 18% False False 4,384
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1195-3
2.618 1114-5
1.618 1065-1
1.000 1034-4
0.618 1015-5
HIGH 985-0
0.618 966-1
0.500 960-2
0.382 954-3
LOW 935-4
0.618 904-7
1.000 886-0
1.618 855-3
2.618 805-7
4.250 725-1
Fisher Pivots for day following 05-Nov-2008
Pivot 1 day 3 day
R1 960-2 973-6
PP 952-3 961-3
S1 944-5 949-1

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

View Archives - Comment on this page... - Back to Index of Symbols