CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 10-Sep-2008
Day Change Summary
Previous Current
09-Sep-2008 10-Sep-2008 Change Change % Previous Week
Open 1190-0 1229-0 39-0 3.3% 1289-4
High 1232-0 1231-0 -1-0 -0.1% 1330-0
Low 1190-0 1207-0 17-0 1.4% 1198-0
Close 1231-6 1208-6 -23-0 -1.9% 1206-6
Range 42-0 24-0 -18-0 -42.9% 132-0
ATR 41-4 40-2 -1-2 -2.9% 0-0
Volume 2,871 2,522 -349 -12.2% 9,282
Daily Pivots for day following 10-Sep-2008
Classic Woodie Camarilla DeMark
R4 1287-5 1272-1 1222-0
R3 1263-5 1248-1 1215-3
R2 1239-5 1239-5 1213-1
R1 1224-1 1224-1 1211-0 1219-7
PP 1215-5 1215-5 1215-5 1213-4
S1 1200-1 1200-1 1206-4 1195-7
S2 1191-5 1191-5 1204-3
S3 1167-5 1176-1 1202-1
S4 1143-5 1152-1 1195-4
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 1288-0 1190-0 98-0 8.1% 30-6 2.5% 19% False False 2,590
10 1395-0 1190-0 205-0 17.0% 29-7 2.5% 9% False False 2,466
20 1397-0 1190-0 207-0 17.1% 32-0 2.7% 9% False False 2,356
40 1580-0 1190-0 390-0 32.3% 32-3 2.7% 5% False False 2,308
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1333-0
2.618 1293-7
1.618 1269-7
1.000 1255-0
0.618 1245-7
HIGH 1231-0
0.618 1221-7
0.500 1219-0
0.382 1216-1
LOW 1207-0
0.618 1192-1
1.000 1183-0
1.618 1168-1
2.618 1144-1
4.250 1105-0
Fisher Pivots for day following 10-Sep-2008
Pivot 1 day 3 day
R1 1219-0 1211-0
PP 1215-5 1210-2
S1 1212-1 1209-4

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

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