CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 17-Sep-2008
Day Change Summary
Previous Current
16-Sep-2008 17-Sep-2008 Change Change % Previous Week
Open 1190-0 1173-0 -17-0 -1.4% 1218-0
High 1195-0 1173-0 -22-0 -1.8% 1238-0
Low 1150-0 1173-0 23-0 2.0% 1198-0
Close 1161-0 1173-0 12-0 1.0% 1240-0
Range 45-0 0-0 -45-0 -100.0% 40-0
ATR 36-1 34-3 -1-6 -4.8% 0-0
Volume 801 1,030 229 28.6% 7,236
Daily Pivots for day following 17-Sep-2008
Classic Woodie Camarilla DeMark
R4 1173-0 1173-0 1173-0
R3 1173-0 1173-0 1173-0
R2 1173-0 1173-0 1173-0
R1 1173-0 1173-0 1173-0 1173-0
PP 1173-0 1173-0 1173-0 1173-0
S1 1173-0 1173-0 1173-0 1173-0
S2 1173-0 1173-0 1173-0
S3 1173-0 1173-0 1173-0
S4 1173-0 1173-0 1173-0
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 1345-3 1332-5 1262-0
R3 1305-3 1292-5 1251-0
R2 1265-3 1265-3 1247-3
R1 1252-5 1252-5 1243-5 1259-0
PP 1225-3 1225-3 1225-3 1228-4
S1 1212-5 1212-5 1236-3 1219-0
S2 1185-3 1185-3 1232-5
S3 1145-3 1172-5 1229-0
S4 1105-3 1132-5 1218-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1238-0 1150-0 88-0 7.5% 12-6 1.1% 26% False False 1,201
10 1286-0 1150-0 136-0 11.6% 19-0 1.6% 17% False False 1,239
20 1396-0 1150-0 246-0 21.0% 20-4 1.8% 9% False False 1,187
40 1450-0 1150-0 300-0 25.6% 23-5 2.0% 8% False False 1,192
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 1-1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1173-0
2.618 1173-0
1.618 1173-0
1.000 1173-0
0.618 1173-0
HIGH 1173-0
0.618 1173-0
0.500 1173-0
0.382 1173-0
LOW 1173-0
0.618 1173-0
1.000 1173-0
1.618 1173-0
2.618 1173-0
4.250 1173-0
Fisher Pivots for day following 17-Sep-2008
Pivot 1 day 3 day
R1 1173-0 1189-4
PP 1173-0 1184-0
S1 1173-0 1178-4

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

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