CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 19-Aug-2008
Day Change Summary
Previous Current
18-Aug-2008 19-Aug-2008 Change Change % Previous Week
Open 1300-0 1337-0 37-0 2.8% 1230-0
High 1332-4 1372-0 39-4 3.0% 1326-2
Low 1294-0 1306-0 12-0 0.9% 1230-0
Close 1331-6 1317-0 -14-6 -1.1% 1262-4
Range 38-4 66-0 27-4 71.4% 96-2
ATR 42-6 44-3 1-5 3.9% 0-0
Volume 1,275 901 -374 -29.3% 5,154
Daily Pivots for day following 19-Aug-2008
Classic Woodie Camarilla DeMark
R4 1529-5 1489-3 1353-2
R3 1463-5 1423-3 1335-1
R2 1397-5 1397-5 1329-1
R1 1357-3 1357-3 1323-0 1344-4
PP 1331-5 1331-5 1331-5 1325-2
S1 1291-3 1291-3 1311-0 1278-4
S2 1265-5 1265-5 1304-7
S3 1199-5 1225-3 1298-7
S4 1133-5 1159-3 1280-6
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 1561-5 1508-3 1315-4
R3 1465-3 1412-1 1289-0
R2 1369-1 1369-1 1280-1
R1 1315-7 1315-7 1271-3 1342-4
PP 1272-7 1272-7 1272-7 1286-2
S1 1219-5 1219-5 1253-5 1246-2
S2 1176-5 1176-5 1244-7
S3 1080-3 1123-3 1236-0
S4 984-1 1027-1 1209-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1372-0 1260-0 112-0 8.5% 39-0 3.0% 51% True False 998
10 1372-0 1226-0 146-0 11.1% 33-3 2.5% 62% True False 1,208
20 1450-0 1226-0 224-0 17.0% 26-6 2.0% 41% False False 1,197
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 4-3
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1652-4
2.618 1544-6
1.618 1478-6
1.000 1438-0
0.618 1412-6
HIGH 1372-0
0.618 1346-6
0.500 1339-0
0.382 1331-2
LOW 1306-0
0.618 1265-2
1.000 1240-0
1.618 1199-2
2.618 1133-2
4.250 1025-4
Fisher Pivots for day following 19-Aug-2008
Pivot 1 day 3 day
R1 1339-0 1316-5
PP 1331-5 1316-3
S1 1324-3 1316-0

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

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