CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 10-Apr-2012
Day Change Summary
Previous Current
09-Apr-2012 10-Apr-2012 Change Change % Previous Week
Open 1383-0 1388-4 5-4 0.4% 1370-0
High 1384-4 1393-0 8-4 0.6% 1395-0
Low 1379-0 1363-0 -16-0 -1.2% 1370-0
Close 1382-0 1364-6 -17-2 -1.2% 1381-4
Range 5-4 30-0 24-4 445.5% 25-0
ATR 15-5 16-5 1-0 6.5% 0-0
Volume 1 34,628 34,627 3,462,700.0% 280,228
Daily Pivots for day following 10-Apr-2012
Classic Woodie Camarilla DeMark
R4 1463-5 1444-1 1381-2
R3 1433-5 1414-1 1373-0
R2 1403-5 1403-5 1370-2
R1 1384-1 1384-1 1367-4 1378-7
PP 1373-5 1373-5 1373-5 1371-0
S1 1354-1 1354-1 1362-0 1348-7
S2 1343-5 1343-5 1359-2
S3 1313-5 1324-1 1356-4
S4 1283-5 1294-1 1348-2
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1457-1 1444-3 1395-2
R3 1432-1 1419-3 1388-3
R2 1407-1 1407-1 1386-1
R1 1394-3 1394-3 1383-6 1400-6
PP 1382-1 1382-1 1382-1 1385-3
S1 1369-3 1369-3 1379-2 1375-6
S2 1357-1 1357-1 1376-7
S3 1332-1 1344-3 1374-5
S4 1307-1 1319-3 1367-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1395-0 1363-0 32-0 2.3% 14-7 1.1% 5% False True 46,148
10 1395-0 1300-0 95-0 7.0% 15-5 1.1% 68% False False 45,477
20 1395-0 1300-0 95-0 7.0% 11-6 0.9% 68% False False 36,476
40 1395-0 1243-0 152-0 11.1% 10-4 0.8% 80% False False 29,454
60 1395-0 1170-0 225-0 16.5% 10-7 0.8% 87% False False 24,217
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Widest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 1520-4
2.618 1471-4
1.618 1441-4
1.000 1423-0
0.618 1411-4
HIGH 1393-0
0.618 1381-4
0.500 1378-0
0.382 1374-4
LOW 1363-0
0.618 1344-4
1.000 1333-0
1.618 1314-4
2.618 1284-4
4.250 1235-4
Fisher Pivots for day following 10-Apr-2012
Pivot 1 day 3 day
R1 1378-0 1378-0
PP 1373-5 1373-5
S1 1369-1 1369-1

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

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