CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 24-Nov-2008
Day Change Summary
Previous Current
21-Nov-2008 24-Nov-2008 Change Change % Previous Week
Open 876-0 886-0 10-0 1.1% 924-0
High 886-0 921-4 35-4 4.0% 945-0
Low 863-0 886-0 23-0 2.7% 863-0
Close 863-6 909-4 45-6 5.3% 863-6
Range 23-0 35-4 12-4 54.3% 82-0
ATR 32-1 34-0 1-7 5.7% 0-0
Volume 6,157 5,416 -741 -12.0% 19,645
Daily Pivots for day following 24-Nov-2008
Classic Woodie Camarilla DeMark
R4 1012-1 996-3 929-0
R3 976-5 960-7 919-2
R2 941-1 941-1 916-0
R1 925-3 925-3 912-6 933-2
PP 905-5 905-5 905-5 909-5
S1 889-7 889-7 906-2 897-6
S2 870-1 870-1 903-0
S3 834-5 854-3 899-6
S4 799-1 818-7 890-0
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 1136-5 1082-1 908-7
R3 1054-5 1000-1 886-2
R2 972-5 972-5 878-6
R1 918-1 918-1 871-2 904-3
PP 890-5 890-5 890-5 883-6
S1 836-1 836-1 856-2 822-3
S2 808-5 808-5 848-6
S3 726-5 754-1 841-2
S4 644-5 672-1 818-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 945-0 863-0 82-0 9.0% 22-6 2.5% 57% False False 4,537
10 947-0 863-0 84-0 9.2% 22-0 2.4% 55% False False 4,130
20 1012-0 863-0 149-0 16.4% 25-5 2.8% 31% False False 4,478
40 1130-0 863-0 267-0 29.4% 25-6 2.8% 17% False False 5,151
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 2-6
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1072-3
2.618 1014-4
1.618 979-0
1.000 957-0
0.618 943-4
HIGH 921-4
0.618 908-0
0.500 903-6
0.382 899-4
LOW 886-0
0.618 864-0
1.000 850-4
1.618 828-4
2.618 793-0
4.250 735-1
Fisher Pivots for day following 24-Nov-2008
Pivot 1 day 3 day
R1 907-5 903-6
PP 905-5 898-0
S1 903-6 892-2

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

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