CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 26-Jan-2012
Day Change Summary
Previous Current
25-Jan-2012 26-Jan-2012 Change Change % Previous Week
Open 1213-0 1223-0 10-0 0.8% 1185-4
High 1221-4 1228-4 7-0 0.6% 1193-0
Low 1210-4 1220-4 10-0 0.8% 1180-0
Close 1213-6 1221-6 8-0 0.7% 1183-6
Range 11-0 8-0 -3-0 -27.3% 13-0
ATR 16-5 16-4 -0-1 -0.8% 0-0
Volume 16,459 12,582 -3,877 -23.6% 52,780
Daily Pivots for day following 26-Jan-2012
Classic Woodie Camarilla DeMark
R4 1247-5 1242-5 1226-1
R3 1239-5 1234-5 1224-0
R2 1231-5 1231-5 1223-2
R1 1226-5 1226-5 1222-4 1225-1
PP 1223-5 1223-5 1223-5 1222-6
S1 1218-5 1218-5 1221-0 1217-1
S2 1215-5 1215-5 1220-2
S3 1207-5 1210-5 1219-4
S4 1199-5 1202-5 1217-3
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 1228-4 1180-0 48-4 4.0% 12-1 1.0% 86% True False 12,672
10 1228-4 1170-0 58-4 4.8% 12-0 1.0% 88% True False 14,266
20 1230-0 1170-0 60-0 4.9% 12-2 1.0% 86% False False 11,441
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 2-0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1262-4
2.618 1249-4
1.618 1241-4
1.000 1236-4
0.618 1233-4
HIGH 1228-4
0.618 1225-4
0.500 1224-4
0.382 1223-4
LOW 1220-4
0.618 1215-4
1.000 1212-4
1.618 1207-4
2.618 1199-4
4.250 1186-4
Fisher Pivots for day following 26-Jan-2012
Pivot 1 day 3 day
R1 1224-4 1218-6
PP 1223-5 1215-6
S1 1222-5 1212-6

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

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