CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 01-Aug-2008
Day Change Summary
Previous Current
31-Jul-2008 01-Aug-2008 Change Change % Previous Week
Open 1450-0 1418-0 -32-0 -2.2% 1435-0
High 1450-0 1418-0 -32-0 -2.2% 1450-0
Low 1450-0 1408-0 -42-0 -2.9% 1395-0
Close 1445-0 1408-0 -37-0 -2.6% 1408-0
Range 0-0 10-0 10-0 55-0
ATR 34-5 34-6 0-1 0.5% 0-0
Volume 1,304 1,929 625 47.9% 6,834
Daily Pivots for day following 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 1441-3 1434-5 1413-4
R3 1431-3 1424-5 1410-6
R2 1421-3 1421-3 1409-7
R1 1414-5 1414-5 1408-7 1413-0
PP 1411-3 1411-3 1411-3 1410-4
S1 1404-5 1404-5 1407-1 1403-0
S2 1401-3 1401-3 1406-1
S3 1391-3 1394-5 1405-2
S4 1381-3 1384-5 1402-4
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 1582-5 1550-3 1438-2
R3 1527-5 1495-3 1423-1
R2 1472-5 1472-5 1418-1
R1 1440-3 1440-3 1413-0 1429-0
PP 1417-5 1417-5 1417-5 1412-0
S1 1385-3 1385-3 1403-0 1374-0
S2 1362-5 1362-5 1397-7
S3 1307-5 1330-3 1392-7
S4 1252-5 1275-3 1377-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1450-0 1395-0 55-0 3.9% 11-6 0.8% 24% False False 1,366
10 1450-0 1395-0 55-0 3.9% 15-5 1.1% 24% False False 1,314
20 1628-0 1395-0 233-0 16.5% 24-7 1.8% 6% False False 1,223
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1460-4
2.618 1444-1
1.618 1434-1
1.000 1428-0
0.618 1424-1
HIGH 1418-0
0.618 1414-1
0.500 1413-0
0.382 1411-7
LOW 1408-0
0.618 1401-7
1.000 1398-0
1.618 1391-7
2.618 1381-7
4.250 1365-4
Fisher Pivots for day following 01-Aug-2008
Pivot 1 day 3 day
R1 1413-0 1429-0
PP 1411-3 1422-0
S1 1409-5 1415-0

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

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