CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 20-Jan-2012
Day Change Summary
Previous Current
19-Jan-2012 20-Jan-2012 Change Change % Previous Week
Open 1192-0 1188-0 -4-0 -0.3% 1185-4
High 1193-0 1190-0 -3-0 -0.3% 1193-0
Low 1190-0 1180-0 -10-0 -0.8% 1180-0
Close 1194-2 1183-6 -10-4 -0.9% 1183-6
Range 3-0 10-0 7-0 233.3% 13-0
ATR 16-1 16-0 -0-1 -0.8% 0-0
Volume 11,806 10,862 -944 -8.0% 52,780
Daily Pivots for day following 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 1214-5 1209-1 1189-2
R3 1204-5 1199-1 1186-4
R2 1194-5 1194-5 1185-5
R1 1189-1 1189-1 1184-5 1186-7
PP 1184-5 1184-5 1184-5 1183-4
S1 1179-1 1179-1 1182-7 1176-7
S2 1174-5 1174-5 1181-7
S3 1164-5 1169-1 1181-0
S4 1154-5 1159-1 1178-2
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 1224-5 1217-1 1190-7
R3 1211-5 1204-1 1187-3
R2 1198-5 1198-5 1186-1
R1 1191-1 1191-1 1185-0 1188-3
PP 1185-5 1185-5 1185-5 1184-2
S1 1178-1 1178-1 1182-4 1175-3
S2 1172-5 1172-5 1181-3
S3 1159-5 1165-1 1180-1
S4 1146-5 1152-1 1176-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1193-0 1170-0 23-0 1.9% 10-2 0.9% 60% False False 14,721
10 1223-0 1170-0 53-0 4.5% 12-6 1.1% 26% False False 12,476
20 1230-0 1162-0 68-0 5.7% 12-0 1.0% 32% False False 9,798
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 2-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1232-4
2.618 1216-1
1.618 1206-1
1.000 1200-0
0.618 1196-1
HIGH 1190-0
0.618 1186-1
0.500 1185-0
0.382 1183-7
LOW 1180-0
0.618 1173-7
1.000 1170-0
1.618 1163-7
2.618 1153-7
4.250 1137-4
Fisher Pivots for day following 20-Jan-2012
Pivot 1 day 3 day
R1 1185-0 1186-4
PP 1184-5 1185-5
S1 1184-1 1184-5

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

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