CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 03-Nov-2008
Day Change Summary
Previous Current
31-Oct-2008 03-Nov-2008 Change Change % Previous Week
Open 954-0 955-0 1-0 0.1% 893-0
High 960-0 974-0 14-0 1.5% 979-6
Low 943-0 955-0 12-0 1.3% 893-0
Close 956-6 960-6 4-0 0.4% 956-6
Range 17-0 19-0 2-0 11.8% 86-6
ATR 39-5 38-2 -1-4 -3.7% 0-0
Volume 3,125 1,680 -1,445 -46.2% 17,888
Daily Pivots for day following 03-Nov-2008
Classic Woodie Camarilla DeMark
R4 1020-2 1009-4 971-2
R3 1001-2 990-4 966-0
R2 982-2 982-2 964-2
R1 971-4 971-4 962-4 976-7
PP 963-2 963-2 963-2 966-0
S1 952-4 952-4 959-0 957-7
S2 944-2 944-2 957-2
S3 925-2 933-4 955-4
S4 906-2 914-4 950-2
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 1203-3 1166-7 1004-4
R3 1116-5 1080-1 980-5
R2 1029-7 1029-7 972-5
R1 993-3 993-3 964-6 1011-5
PP 943-1 943-1 943-1 952-2
S1 906-5 906-5 948-6 924-7
S2 856-3 856-3 940-7
S3 769-5 819-7 932-7
S4 682-7 733-1 909-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 979-6 897-0 82-6 8.6% 25-4 2.7% 77% False False 3,293
10 979-6 866-0 113-6 11.8% 27-1 2.8% 83% False False 3,134
20 1024-0 860-0 164-0 17.1% 26-0 2.7% 61% False False 2,937
40 1247-0 860-0 387-0 40.3% 21-7 2.3% 26% False False 2,359
60 1396-0 860-0 536-0 55.8% 23-1 2.4% 19% False False 1,952
80 1596-0 860-0 736-0 76.6% 23-7 2.5% 14% False False 1,792
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1054-6
2.618 1023-6
1.618 1004-6
1.000 993-0
0.618 985-6
HIGH 974-0
0.618 966-6
0.500 964-4
0.382 962-2
LOW 955-0
0.618 943-2
1.000 936-0
1.618 924-2
2.618 905-2
4.250 874-2
Fisher Pivots for day following 03-Nov-2008
Pivot 1 day 3 day
R1 964-4 960-0
PP 963-2 959-2
S1 962-0 958-4

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

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