CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 08-Sep-2008
Day Change Summary
Previous Current
05-Sep-2008 08-Sep-2008 Change Change % Previous Week
Open 1233-4 1212-4 -21-0 -1.7% 1289-4
High 1238-0 1229-0 -9-0 -0.7% 1330-0
Low 1198-0 1206-0 8-0 0.7% 1198-0
Close 1206-6 1223-0 16-2 1.3% 1206-6
Range 40-0 23-0 -17-0 -42.5% 132-0
ATR 42-7 41-3 -1-3 -3.3% 0-0
Volume 1,673 2,476 803 48.0% 9,282
Daily Pivots for day following 08-Sep-2008
Classic Woodie Camarilla DeMark
R4 1288-3 1278-5 1235-5
R3 1265-3 1255-5 1229-3
R2 1242-3 1242-3 1227-2
R1 1232-5 1232-5 1225-1 1237-4
PP 1219-3 1219-3 1219-3 1221-6
S1 1209-5 1209-5 1220-7 1214-4
S2 1196-3 1196-3 1218-6
S3 1173-3 1186-5 1216-5
S4 1150-3 1163-5 1210-3
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 1640-7 1555-7 1279-3
R3 1508-7 1423-7 1243-0
R2 1376-7 1376-7 1231-0
R1 1291-7 1291-7 1218-7 1268-3
PP 1244-7 1244-7 1244-7 1233-2
S1 1159-7 1159-7 1194-5 1136-3
S2 1112-7 1112-7 1182-4
S3 980-7 1027-7 1170-4
S4 848-7 895-7 1134-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1330-0 1198-0 132-0 10.8% 35-4 2.9% 19% False False 2,351
10 1397-0 1198-0 199-0 16.3% 28-0 2.3% 13% False False 2,272
20 1397-0 1198-0 199-0 16.3% 30-4 2.5% 13% False False 2,357
40 1598-0 1198-0 400-0 32.7% 32-5 2.7% 6% False False 2,247
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5-0
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1326-6
2.618 1289-2
1.618 1266-2
1.000 1252-0
0.618 1243-2
HIGH 1229-0
0.618 1220-2
0.500 1217-4
0.382 1214-6
LOW 1206-0
0.618 1191-6
1.000 1183-0
1.618 1168-6
2.618 1145-6
4.250 1108-2
Fisher Pivots for day following 08-Sep-2008
Pivot 1 day 3 day
R1 1221-1 1243-0
PP 1219-3 1236-3
S1 1217-4 1229-5

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

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