CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 18-May-2012
Day Change Summary
Previous Current
17-May-2012 18-May-2012 Change Change % Previous Week
Open 1309-0 1305-0 -4-0 -0.3% 1304-4
High 1316-0 1317-0 1-0 0.1% 1317-0
Low 1305-0 1288-0 -17-0 -1.3% 1288-0
Close 1306-4 1288-0 -18-4 -1.4% 1288-0
Range 11-0 29-0 18-0 163.6% 29-0
ATR 18-6 19-3 0-6 3.9% 0-0
Volume 70,585 57,793 -12,792 -18.1% 342,765
Daily Pivots for day following 18-May-2012
Classic Woodie Camarilla DeMark
R4 1384-5 1365-3 1304-0
R3 1355-5 1336-3 1296-0
R2 1326-5 1326-5 1293-3
R1 1307-3 1307-3 1290-5 1302-4
PP 1297-5 1297-5 1297-5 1295-2
S1 1278-3 1278-3 1285-3 1273-4
S2 1268-5 1268-5 1282-5
S3 1239-5 1249-3 1280-0
S4 1210-5 1220-3 1272-0
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 1384-5 1365-3 1304-0
R3 1355-5 1336-3 1296-0
R2 1326-5 1326-5 1293-3
R1 1307-3 1307-3 1290-5 1302-4
PP 1297-5 1297-5 1297-5 1295-2
S1 1278-3 1278-3 1285-3 1273-4
S2 1268-5 1268-5 1282-5
S3 1239-5 1249-3 1280-0
S4 1210-5 1220-3 1272-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1317-0 1288-0 29-0 2.3% 14-6 1.1% 0% True True 68,553
10 1367-4 1288-0 79-4 6.2% 16-1 1.3% 0% False True 61,907
20 1393-0 1288-0 105-0 8.2% 15-1 1.2% 0% False True 58,716
40 1395-0 1288-0 107-0 8.3% 14-1 1.1% 0% False True 49,804
60 1395-0 1268-0 127-0 9.9% 12-3 1.0% 16% False False 41,999
80 1395-0 1193-4 201-4 15.6% 11-7 0.9% 47% False False 35,319
100 1395-0 1170-0 225-0 17.5% 12-0 0.9% 52% False False 30,442
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1440-2
2.618 1392-7
1.618 1363-7
1.000 1346-0
0.618 1334-7
HIGH 1317-0
0.618 1305-7
0.500 1302-4
0.382 1299-1
LOW 1288-0
0.618 1270-1
1.000 1259-0
1.618 1241-1
2.618 1212-1
4.250 1164-6
Fisher Pivots for day following 18-May-2012
Pivot 1 day 3 day
R1 1302-4 1302-4
PP 1297-5 1297-5
S1 1292-7 1292-7

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

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