CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 06-Nov-2008
Day Change Summary
Previous Current
05-Nov-2008 06-Nov-2008 Change Change % Previous Week
Open 985-0 923-0 -62-0 -6.3% 898-0
High 985-0 939-0 -46-0 -4.7% 988-4
Low 935-4 916-0 -19-4 -2.1% 898-0
Close 936-6 934-2 -2-4 -0.3% 965-6
Range 49-4 23-0 -26-4 -53.5% 90-4
ATR 40-6 39-4 -1-2 -3.1% 0-0
Volume 4,045 6,001 1,956 48.4% 25,238
Daily Pivots for day following 06-Nov-2008
Classic Woodie Camarilla DeMark
R4 998-6 989-4 946-7
R3 975-6 966-4 940-5
R2 952-6 952-6 938-4
R1 943-4 943-4 936-3 948-1
PP 929-6 929-6 929-6 932-0
S1 920-4 920-4 932-1 925-1
S2 906-6 906-6 930-0
S3 883-6 897-4 927-7
S4 860-6 874-4 921-5
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 1012-0 916-0 96-0 10.3% 25-1 2.7% 19% False True 3,826
10 1012-0 878-0 134-0 14.3% 33-0 3.5% 42% False False 4,760
20 1012-0 867-0 145-0 15.5% 27-3 2.9% 46% False False 4,866
40 1262-0 867-0 395-0 42.3% 27-4 2.9% 17% False False 4,503
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1036-6
2.618 999-2
1.618 976-2
1.000 962-0
0.618 953-2
HIGH 939-0
0.618 930-2
0.500 927-4
0.382 924-6
LOW 916-0
0.618 901-6
1.000 893-0
1.618 878-6
2.618 855-6
4.250 818-2
Fisher Pivots for day following 06-Nov-2008
Pivot 1 day 3 day
R1 932-0 964-0
PP 929-6 954-1
S1 927-4 944-1

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

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