CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 04-Apr-2012
Day Change Summary
Previous Current
03-Apr-2012 04-Apr-2012 Change Change % Previous Week
Open 1380-0 1370-0 -10-0 -0.7% 1333-0
High 1395-0 1383-0 -12-0 -0.9% 1369-0
Low 1375-0 1370-0 -5-0 -0.4% 1300-0
Close 1378-6 1375-4 -3-2 -0.2% 1358-0
Range 20-0 13-0 -7-0 -35.0% 69-0
ATR 17-4 17-2 -0-3 -1.8% 0-0
Volume 77,619 54,694 -22,925 -29.5% 165,220
Daily Pivots for day following 04-Apr-2012
Classic Woodie Camarilla DeMark
R4 1415-1 1408-3 1382-5
R3 1402-1 1395-3 1379-1
R2 1389-1 1389-1 1377-7
R1 1382-3 1382-3 1376-6 1385-6
PP 1376-1 1376-1 1376-1 1377-7
S1 1369-3 1369-3 1374-2 1372-6
S2 1363-1 1363-1 1373-1
S3 1350-1 1356-3 1371-7
S4 1337-1 1343-3 1368-3
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1549-3 1522-5 1396-0
R3 1480-3 1453-5 1377-0
R2 1411-3 1411-3 1370-5
R1 1384-5 1384-5 1364-3 1398-0
PP 1342-3 1342-3 1342-3 1349-0
S1 1315-5 1315-5 1351-5 1329-0
S2 1273-3 1273-3 1345-3
S3 1204-3 1246-5 1339-0
S4 1135-3 1177-5 1320-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1395-0 1300-0 95-0 6.9% 18-6 1.4% 79% False False 58,073
10 1395-0 1300-0 95-0 6.9% 14-1 1.0% 79% False False 43,595
20 1395-0 1292-0 103-0 7.5% 11-3 0.8% 81% False False 36,706
40 1395-0 1226-4 168-4 12.3% 10-5 0.8% 88% False False 28,235
60 1395-0 1170-0 225-0 16.4% 10-6 0.8% 91% False False 23,159
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1-6
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1438-2
2.618 1417-0
1.618 1404-0
1.000 1396-0
0.618 1391-0
HIGH 1383-0
0.618 1378-0
0.500 1376-4
0.382 1375-0
LOW 1370-0
0.618 1362-0
1.000 1357-0
1.618 1349-0
2.618 1336-0
4.250 1314-6
Fisher Pivots for day following 04-Apr-2012
Pivot 1 day 3 day
R1 1376-4 1382-4
PP 1376-1 1380-1
S1 1375-7 1377-7

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

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