CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 07-Aug-2008
Day Change Summary
Previous Current
06-Aug-2008 07-Aug-2008 Change Change % Previous Week
Open 1322-0 1298-0 -24-0 -1.8% 1435-0
High 1322-0 1299-0 -23-0 -1.7% 1450-0
Low 1250-0 1275-0 25-0 2.0% 1395-0
Close 1267-0 1283-0 16-0 1.3% 1408-0
Range 72-0 24-0 -48-0 -66.7% 55-0
ATR 39-6 39-1 -0-4 -1.4% 0-0
Volume 1,339 1,915 576 43.0% 6,834
Daily Pivots for day following 07-Aug-2008
Classic Woodie Camarilla DeMark
R4 1357-5 1344-3 1296-2
R3 1333-5 1320-3 1289-5
R2 1309-5 1309-5 1287-3
R1 1296-3 1296-3 1285-2 1291-0
PP 1285-5 1285-5 1285-5 1283-0
S1 1272-3 1272-3 1280-6 1267-0
S2 1261-5 1261-5 1278-5
S3 1237-5 1248-3 1276-3
S4 1213-5 1224-3 1269-6
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 1418-0 1250-0 168-0 13.1% 35-3 2.8% 20% False False 1,482
10 1450-0 1250-0 200-0 15.6% 22-5 1.8% 17% False False 1,388
20 1628-0 1250-0 378-0 29.5% 27-4 2.1% 9% False False 1,290
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1401-0
2.618 1361-7
1.618 1337-7
1.000 1323-0
0.618 1313-7
HIGH 1299-0
0.618 1289-7
0.500 1287-0
0.382 1284-1
LOW 1275-0
0.618 1260-1
1.000 1251-0
1.618 1236-1
2.618 1212-1
4.250 1173-0
Fisher Pivots for day following 07-Aug-2008
Pivot 1 day 3 day
R1 1287-0 1297-4
PP 1285-5 1292-5
S1 1284-3 1287-7

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

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