CME Pit-Traded Soybean Future March 2009


Trading Metrics calculated at close of trading on 19-Nov-2008
Day Change Summary
Previous Current
18-Nov-2008 19-Nov-2008 Change Change % Previous Week
Open 916-0 924-0 8-0 0.9% 946-0
High 922-0 926-4 4-4 0.5% 958-0
Low 904-0 903-0 -1-0 -0.1% 884-0
Close 910-2 904-2 -6-0 -0.7% 905-0
Range 18-0 23-4 5-4 30.6% 74-0
ATR 34-6 33-7 -0-6 -2.3% 0-0
Volume 17,823 11,867 -5,956 -33.4% 71,593
Daily Pivots for day following 19-Nov-2008
Classic Woodie Camarilla DeMark
R4 981-6 966-4 917-1
R3 958-2 943-0 910-6
R2 934-6 934-6 908-4
R1 919-4 919-4 906-3 915-3
PP 911-2 911-2 911-2 909-2
S1 896-0 896-0 902-1 891-7
S2 887-6 887-6 900-0
S3 864-2 872-4 897-6
S4 840-6 849-0 891-3
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1137-5 1095-3 945-6
R3 1063-5 1021-3 925-3
R2 989-5 989-5 918-5
R1 947-3 947-3 911-6 931-4
PP 915-5 915-5 915-5 907-6
S1 873-3 873-3 898-2 857-4
S2 841-5 841-5 891-3
S3 767-5 799-3 884-5
S4 693-5 725-3 864-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 926-4 884-0 42-4 4.7% 22-4 2.5% 48% True False 13,392
10 958-0 884-0 74-0 8.2% 23-3 2.6% 27% False False 13,003
20 989-0 857-0 132-0 14.6% 30-0 3.3% 36% False False 11,010
40 1231-0 850-0 381-0 42.1% 28-4 3.2% 14% False False 8,587
60 1395-0 850-0 545-0 60.3% 29-3 3.2% 10% False False 6,832
80 1445-0 850-0 595-0 65.8% 29-6 3.3% 9% False False 5,791
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 5-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1026-3
2.618 988-0
1.618 964-4
1.000 950-0
0.618 941-0
HIGH 926-4
0.618 917-4
0.500 914-6
0.382 912-0
LOW 903-0
0.618 888-4
1.000 879-4
1.618 865-0
2.618 841-4
4.250 803-1
Fisher Pivots for day following 19-Nov-2008
Pivot 1 day 3 day
R1 914-6 913-6
PP 911-2 910-5
S1 907-6 907-3

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

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