CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 21-Jul-2008
Day Change Summary
Previous Current
18-Jul-2008 21-Jul-2008 Change Change % Previous Week
Open 1519-0 1436-0 -83-0 -5.5% 1565-0
High 1523-0 1436-0 -87-0 -5.7% 1596-0
Low 1476-0 1436-0 -40-0 -2.7% 1476-0
Close 1475-0 1435-2 -39-6 -2.7% 1475-0
Range 47-0 0-0 -47-0 -100.0% 120-0
ATR 0-0 44-6 44-6 0-0
Volume 1,307 1,381 74 5.7% 6,105
Daily Pivots for day following 21-Jul-2008
Classic Woodie Camarilla DeMark
R4 1435-6 1435-4 1435-2
R3 1435-6 1435-4 1435-2
R2 1435-6 1435-6 1435-2
R1 1435-4 1435-4 1435-2 1435-5
PP 1435-6 1435-6 1435-6 1435-6
S1 1435-4 1435-4 1435-2 1435-5
S2 1435-6 1435-6 1435-2
S3 1435-6 1435-4 1435-2
S4 1435-6 1435-4 1435-2
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 1875-5 1795-3 1541-0
R3 1755-5 1675-3 1508-0
R2 1635-5 1635-5 1497-0
R1 1555-3 1555-3 1486-0 1535-4
PP 1515-5 1515-5 1515-5 1505-6
S1 1435-3 1435-3 1464-0 1415-4
S2 1395-5 1395-5 1453-0
S3 1275-5 1315-3 1442-0
S4 1155-5 1195-3 1409-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1596-0 1436-0 160-0 11.1% 31-5 2.2% 0% False True 1,072
10 1628-0 1436-0 192-0 13.4% 32-0 2.2% 0% False True 1,094
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1436-0
2.618 1436-0
1.618 1436-0
1.000 1436-0
0.618 1436-0
HIGH 1436-0
0.618 1436-0
0.500 1436-0
0.382 1436-0
LOW 1436-0
0.618 1436-0
1.000 1436-0
1.618 1436-0
2.618 1436-0
4.250 1436-0
Fisher Pivots for day following 21-Jul-2008
Pivot 1 day 3 day
R1 1436-0 1479-4
PP 1435-6 1464-6
S1 1435-4 1450-0

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

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