CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 27-Oct-2008
Day Change Summary
Previous Current
24-Oct-2008 27-Oct-2008 Change Change % Previous Week
Open 878-0 898-0 20-0 2.3% 967-0
High 927-0 931-0 4-0 0.4% 970-0
Low 878-0 898-0 20-0 2.3% 878-0
Close 891-4 924-6 33-2 3.7% 891-4
Range 49-0 33-0 -16-0 -32.7% 92-0
ATR 40-7 40-6 -0-1 -0.2% 0-0
Volume 6,969 3,984 -2,985 -42.8% 26,683
Daily Pivots for day following 27-Oct-2008
Classic Woodie Camarilla DeMark
R4 1016-7 1003-7 942-7
R3 983-7 970-7 933-7
R2 950-7 950-7 930-6
R1 937-7 937-7 927-6 944-3
PP 917-7 917-7 917-7 921-2
S1 904-7 904-7 921-6 911-3
S2 884-7 884-7 918-6
S3 851-7 871-7 915-5
S4 818-7 838-7 906-5
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 1189-1 1132-3 942-1
R3 1097-1 1040-3 916-6
R2 1005-1 1005-1 908-3
R1 948-3 948-3 899-7 930-6
PP 913-1 913-1 913-1 904-3
S1 856-3 856-3 883-1 838-6
S2 821-1 821-1 874-5
S3 729-1 764-3 866-2
S4 637-1 672-3 840-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 950-0 878-0 72-0 7.8% 26-6 2.9% 65% False False 4,931
10 986-0 867-0 119-0 12.9% 28-7 3.1% 49% False False 5,152
20 1130-0 867-0 263-0 28.4% 25-6 2.8% 22% False False 5,824
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 4-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1071-2
2.618 1017-3
1.618 984-3
1.000 964-0
0.618 951-3
HIGH 931-0
0.618 918-3
0.500 914-4
0.382 910-5
LOW 898-0
0.618 877-5
1.000 865-0
1.618 844-5
2.618 811-5
4.250 757-6
Fisher Pivots for day following 27-Oct-2008
Pivot 1 day 3 day
R1 921-3 918-3
PP 917-7 911-7
S1 914-4 905-4

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

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