CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 08-Aug-2008
Day Change Summary
Previous Current
07-Aug-2008 08-Aug-2008 Change Change % Previous Week
Open 1298-0 1231-0 -67-0 -5.2% 1373-0
High 1299-0 1240-0 -59-0 -4.5% 1373-0
Low 1275-0 1226-0 -49-0 -3.8% 1226-0
Close 1283-0 1226-0 -57-0 -4.4% 1226-0
Range 24-0 14-0 -10-0 -41.7% 147-0
ATR 39-1 40-3 1-2 3.3% 0-0
Volume 1,915 1,497 -418 -21.8% 6,981
Daily Pivots for day following 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 1272-5 1263-3 1233-6
R3 1258-5 1249-3 1229-7
R2 1244-5 1244-5 1228-5
R1 1235-3 1235-3 1227-2 1233-0
PP 1230-5 1230-5 1230-5 1229-4
S1 1221-3 1221-3 1224-6 1219-0
S2 1216-5 1216-5 1223-3
S3 1202-5 1207-3 1222-1
S4 1188-5 1193-3 1218-2
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 1716-0 1618-0 1306-7
R3 1569-0 1471-0 1266-3
R2 1422-0 1422-0 1253-0
R1 1324-0 1324-0 1239-4 1299-4
PP 1275-0 1275-0 1275-0 1262-6
S1 1177-0 1177-0 1212-4 1152-4
S2 1128-0 1128-0 1199-0
S3 981-0 1030-0 1185-5
S4 834-0 883-0 1145-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1373-0 1226-0 147-0 12.0% 36-2 3.0% 0% False True 1,396
10 1450-0 1226-0 224-0 18.3% 24-0 2.0% 0% False True 1,381
20 1596-0 1226-0 370-0 30.2% 26-0 2.1% 0% False True 1,311
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1299-4
2.618 1276-5
1.618 1262-5
1.000 1254-0
0.618 1248-5
HIGH 1240-0
0.618 1234-5
0.500 1233-0
0.382 1231-3
LOW 1226-0
0.618 1217-3
1.000 1212-0
1.618 1203-3
2.618 1189-3
4.250 1166-4
Fisher Pivots for day following 08-Aug-2008
Pivot 1 day 3 day
R1 1233-0 1274-0
PP 1230-5 1258-0
S1 1228-3 1242-0

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

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