CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 21-Oct-2008
Day Change Summary
Previous Current
20-Oct-2008 21-Oct-2008 Change Change % Previous Week
Open 967-0 949-0 -18-0 -1.9% 977-0
High 970-0 950-0 -20-0 -2.1% 986-0
Low 953-0 927-4 -25-4 -2.7% 867-0
Close 967-4 941-4 -26-0 -2.7% 932-6
Range 17-0 22-4 5-4 32.4% 119-0
ATR 39-2 39-2 0-0 0.1% 0-0
Volume 6,011 4,705 -1,306 -21.7% 24,976
Daily Pivots for day following 21-Oct-2008
Classic Woodie Camarilla DeMark
R4 1007-1 996-7 953-7
R3 984-5 974-3 947-6
R2 962-1 962-1 945-5
R1 951-7 951-7 943-4 945-6
PP 939-5 939-5 939-5 936-5
S1 929-3 929-3 939-4 923-2
S2 917-1 917-1 937-3
S3 894-5 906-7 935-2
S4 872-1 884-3 929-1
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 1285-5 1228-1 998-2
R3 1166-5 1109-1 965-4
R2 1047-5 1047-5 954-5
R1 990-1 990-1 943-5 959-3
PP 928-5 928-5 928-5 913-2
S1 871-1 871-1 921-7 840-3
S2 809-5 809-5 910-7
S3 690-5 752-1 900-0
S4 571-5 633-1 867-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 970-0 867-0 103-0 10.9% 27-7 3.0% 72% False False 5,323
10 1035-0 867-0 168-0 17.8% 24-7 2.6% 44% False False 5,432
20 1255-0 867-0 388-0 41.2% 24-1 2.6% 19% False False 5,298
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5-3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1045-5
2.618 1008-7
1.618 986-3
1.000 972-4
0.618 963-7
HIGH 950-0
0.618 941-3
0.500 938-6
0.382 936-1
LOW 927-4
0.618 913-5
1.000 905-0
1.618 891-1
2.618 868-5
4.250 831-7
Fisher Pivots for day following 21-Oct-2008
Pivot 1 day 3 day
R1 940-5 945-0
PP 939-5 943-7
S1 938-6 942-5

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

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