CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 04-Aug-2008
Day Change Summary
Previous Current
01-Aug-2008 04-Aug-2008 Change Change % Previous Week
Open 1418-0 1373-0 -45-0 -3.2% 1435-0
High 1418-0 1373-0 -45-0 -3.2% 1450-0
Low 1408-0 1338-0 -70-0 -5.0% 1395-0
Close 1408-0 1338-0 -70-0 -5.0% 1408-0
Range 10-0 35-0 25-0 250.0% 55-0
ATR 34-6 37-2 2-4 7.2% 0-0
Volume 1,929 803 -1,126 -58.4% 6,834
Daily Pivots for day following 04-Aug-2008
Classic Woodie Camarilla DeMark
R4 1454-5 1431-3 1357-2
R3 1419-5 1396-3 1347-5
R2 1384-5 1384-5 1344-3
R1 1361-3 1361-3 1341-2 1355-4
PP 1349-5 1349-5 1349-5 1346-6
S1 1326-3 1326-3 1334-6 1320-4
S2 1314-5 1314-5 1331-5
S3 1279-5 1291-3 1328-3
S4 1244-5 1256-3 1318-6
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 1338-0 112-0 8.4% 15-6 1.2% 0% False True 1,331
10 1450-0 1338-0 112-0 8.4% 19-1 1.4% 0% False True 1,256
20 1628-0 1338-0 290-0 21.7% 25-4 1.9% 0% False True 1,175
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 1521-6
2.618 1464-5
1.618 1429-5
1.000 1408-0
0.618 1394-5
HIGH 1373-0
0.618 1359-5
0.500 1355-4
0.382 1351-3
LOW 1338-0
0.618 1316-3
1.000 1303-0
1.618 1281-3
2.618 1246-3
4.250 1189-2
Fisher Pivots for day following 04-Aug-2008
Pivot 1 day 3 day
R1 1355-4 1394-0
PP 1349-5 1375-3
S1 1343-7 1356-5

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

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