CME Pit-Traded Soybean Future July 2009


Trading Metrics calculated at close of trading on 19-Nov-2008
Day Change Summary
Previous Current
18-Nov-2008 19-Nov-2008 Change Change % Previous Week
Open 927-0 945-0 18-0 1.9% 965-0
High 939-0 945-0 6-0 0.6% 974-0
Low 926-4 921-0 -5-4 -0.6% 902-0
Close 929-6 922-4 -7-2 -0.8% 924-0
Range 12-4 24-0 11-4 92.0% 72-0
ATR 32-4 31-7 -0-5 -1.9% 0-0
Volume 4,220 2,777 -1,443 -34.2% 20,970
Daily Pivots for day following 19-Nov-2008
Classic Woodie Camarilla DeMark
R4 1001-4 986-0 935-6
R3 977-4 962-0 929-1
R2 953-4 953-4 926-7
R1 938-0 938-0 924-6 933-6
PP 929-4 929-4 929-4 927-3
S1 914-0 914-0 920-2 909-6
S2 905-4 905-4 918-1
S3 881-4 890-0 915-7
S4 857-4 866-0 909-2
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1149-3 1108-5 963-5
R3 1077-3 1036-5 943-6
R2 1005-3 1005-3 937-2
R1 964-5 964-5 930-5 949-0
PP 933-3 933-3 933-3 925-4
S1 892-5 892-5 917-3 877-0
S2 861-3 861-3 910-6
S3 789-3 820-5 904-2
S4 717-3 748-5 884-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 945-0 902-0 43-0 4.7% 20-4 2.2% 48% True False 3,422
10 974-0 902-0 72-0 7.8% 21-0 2.3% 28% False False 4,323
20 1012-0 878-0 134-0 14.5% 26-6 2.9% 33% False False 4,437
40 1250-0 867-0 383-0 41.5% 25-2 2.7% 14% False False 4,911
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 2-7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1047-0
2.618 1007-7
1.618 983-7
1.000 969-0
0.618 959-7
HIGH 945-0
0.618 935-7
0.500 933-0
0.382 930-1
LOW 921-0
0.618 906-1
1.000 897-0
1.618 882-1
2.618 858-1
4.250 819-0
Fisher Pivots for day following 19-Nov-2008
Pivot 1 day 3 day
R1 933-0 933-0
PP 929-4 929-4
S1 926-0 926-0

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

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