CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 31-Jul-2008
Day Change Summary
Previous Current
30-Jul-2008 31-Jul-2008 Change Change % Previous Week
Open 1437-0 1430-0 -7-0 -0.5% 1459-0
High 1437-0 1445-0 8-0 0.6% 1463-0
Low 1437-0 1430-0 -7-0 -0.5% 1390-0
Close 1437-4 1436-6 -0-6 -0.1% 1418-2
Range 0-0 15-0 15-0 73-0
ATR 40-1 38-3 -1-6 -4.5% 0-0
Volume 2,578 2,391 -187 -7.3% 9,485
Daily Pivots for day following 31-Jul-2008
Classic Woodie Camarilla DeMark
R4 1482-2 1474-4 1445-0
R3 1467-2 1459-4 1440-7
R2 1452-2 1452-2 1439-4
R1 1444-4 1444-4 1438-1 1448-3
PP 1437-2 1437-2 1437-2 1439-2
S1 1429-4 1429-4 1435-3 1433-3
S2 1422-2 1422-2 1434-0
S3 1407-2 1414-4 1432-5
S4 1392-2 1399-4 1428-4
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 1642-6 1603-4 1458-3
R3 1569-6 1530-4 1438-3
R2 1496-6 1496-6 1431-5
R1 1457-4 1457-4 1425-0 1440-5
PP 1423-6 1423-6 1423-6 1415-2
S1 1384-4 1384-4 1411-4 1367-5
S2 1350-6 1350-6 1404-7
S3 1277-6 1311-4 1398-1
S4 1204-6 1238-4 1378-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1445-0 1387-0 58-0 4.0% 20-6 1.4% 86% True False 1,746
10 1534-0 1387-0 147-0 10.2% 28-0 1.9% 34% False False 1,711
20 1650-0 1387-0 263-0 18.3% 33-4 2.3% 19% False False 1,416
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1508-6
2.618 1484-2
1.618 1469-2
1.000 1460-0
0.618 1454-2
HIGH 1445-0
0.618 1439-2
0.500 1437-4
0.382 1435-6
LOW 1430-0
0.618 1420-6
1.000 1415-0
1.618 1405-6
2.618 1390-6
4.250 1366-2
Fisher Pivots for day following 31-Jul-2008
Pivot 1 day 3 day
R1 1437-4 1429-7
PP 1437-2 1422-7
S1 1437-0 1416-0

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

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