CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 06-Aug-2008
Day Change Summary
Previous Current
05-Aug-2008 06-Aug-2008 Change Change % Previous Week
Open 1309-0 1322-0 13-0 1.0% 1435-0
High 1345-0 1322-0 -23-0 -1.7% 1450-0
Low 1309-0 1250-0 -59-0 -4.5% 1395-0
Close 1314-0 1267-0 -47-0 -3.6% 1408-0
Range 36-0 72-0 36-0 100.0% 55-0
ATR 37-2 39-6 2-4 6.7% 0-0
Volume 1,427 1,339 -88 -6.2% 6,834
Daily Pivots for day following 06-Aug-2008
Classic Woodie Camarilla DeMark
R4 1495-5 1453-3 1306-5
R3 1423-5 1381-3 1286-6
R2 1351-5 1351-5 1280-2
R1 1309-3 1309-3 1273-5 1294-4
PP 1279-5 1279-5 1279-5 1272-2
S1 1237-3 1237-3 1260-3 1222-4
S2 1207-5 1207-5 1253-6
S3 1135-5 1165-3 1247-2
S4 1063-5 1093-3 1227-3
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 1250-0 200-0 15.8% 30-5 2.4% 9% False True 1,360
10 1450-0 1250-0 200-0 15.8% 23-2 1.8% 9% False True 1,274
20 1628-0 1250-0 378-0 29.8% 27-4 2.2% 4% False True 1,245
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 0-2
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1628-0
2.618 1510-4
1.618 1438-4
1.000 1394-0
0.618 1366-4
HIGH 1322-0
0.618 1294-4
0.500 1286-0
0.382 1277-4
LOW 1250-0
0.618 1205-4
1.000 1178-0
1.618 1133-4
2.618 1061-4
4.250 944-0
Fisher Pivots for day following 06-Aug-2008
Pivot 1 day 3 day
R1 1286-0 1311-4
PP 1279-5 1296-5
S1 1273-3 1281-7

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

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