CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 26-Sep-2008
Day Change Summary
Previous Current
25-Sep-2008 26-Sep-2008 Change Change % Previous Week
Open 1227-0 1229-0 2-0 0.2% 1231-0
High 1250-0 1229-0 -21-0 -1.7% 1262-0
Low 1227-0 1213-0 -14-0 -1.1% 1213-0
Close 1234-6 1217-2 -17-4 -1.4% 1217-2
Range 23-0 16-0 -7-0 -30.4% 49-0
ATR 36-0 35-0 -1-0 -2.8% 0-0
Volume 1,626 1,962 336 20.7% 11,316
Daily Pivots for day following 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 1267-6 1258-4 1226-0
R3 1251-6 1242-4 1221-5
R2 1235-6 1235-6 1220-1
R1 1226-4 1226-4 1218-6 1223-1
PP 1219-6 1219-6 1219-6 1218-0
S1 1210-4 1210-4 1215-6 1207-1
S2 1203-6 1203-6 1214-3
S3 1187-6 1194-4 1212-7
S4 1171-6 1178-4 1208-4
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 1377-6 1346-4 1244-2
R3 1328-6 1297-4 1230-6
R2 1279-6 1279-6 1226-2
R1 1248-4 1248-4 1221-6 1239-5
PP 1230-6 1230-6 1230-6 1226-2
S1 1199-4 1199-4 1212-6 1190-5
S2 1181-6 1181-6 1208-2
S3 1132-6 1150-4 1203-6
S4 1083-6 1101-4 1190-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1262-0 1213-0 49-0 4.0% 23-3 1.9% 9% False True 2,263
10 1262-0 1154-0 108-0 8.9% 29-3 2.4% 59% False False 2,146
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2-3
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1297-0
2.618 1270-7
1.618 1254-7
1.000 1245-0
0.618 1238-7
HIGH 1229-0
0.618 1222-7
0.500 1221-0
0.382 1219-1
LOW 1213-0
0.618 1203-1
1.000 1197-0
1.618 1187-1
2.618 1171-1
4.250 1145-0
Fisher Pivots for day following 26-Sep-2008
Pivot 1 day 3 day
R1 1221-0 1234-0
PP 1219-6 1228-3
S1 1218-4 1222-7

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

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