CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 21-Jun-2012
Day Change Summary
Previous Current
20-Jun-2012 21-Jun-2012 Change Change % Previous Week
Open 1385-0 1387-4 2-4 0.2% 1339-4
High 1395-4 1393-0 -2-4 -0.2% 1340-0
Low 1382-4 1371-0 -11-4 -0.8% 1308-0
Close 1395-4 1371-2 -24-2 -1.7% 1314-0
Range 13-0 22-0 9-0 69.2% 32-0
ATR 21-3 21-5 0-2 1.1% 0-0
Volume 154,690 94,429 -60,261 -39.0% 390,704
Daily Pivots for day following 21-Jun-2012
Classic Woodie Camarilla DeMark
R4 1444-3 1429-7 1383-3
R3 1422-3 1407-7 1377-2
R2 1400-3 1400-3 1375-2
R1 1385-7 1385-7 1373-2 1382-1
PP 1378-3 1378-3 1378-3 1376-4
S1 1363-7 1363-7 1369-2 1360-1
S2 1356-3 1356-3 1367-2
S3 1334-3 1341-7 1365-2
S4 1312-3 1319-7 1359-1
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1416-5 1397-3 1331-5
R3 1384-5 1365-3 1322-6
R2 1352-5 1352-5 1319-7
R1 1333-3 1333-3 1316-7 1327-0
PP 1320-5 1320-5 1320-5 1317-4
S1 1301-3 1301-3 1311-1 1295-0
S2 1288-5 1288-5 1308-1
S3 1256-5 1269-3 1305-2
S4 1224-5 1237-3 1296-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1395-4 1308-6 86-6 6.3% 15-0 1.1% 72% False False 92,844
10 1395-4 1308-0 87-4 6.4% 13-2 1.0% 72% False False 87,899
20 1395-4 1256-4 139-0 10.1% 13-0 1.0% 83% False False 71,860
40 1395-4 1253-0 142-4 10.4% 14-6 1.1% 83% False False 65,322
60 1395-4 1253-0 142-4 10.4% 14-3 1.0% 83% False False 58,406
80 1395-4 1253-0 142-4 10.4% 12-7 0.9% 83% False False 50,674
100 1395-4 1194-4 201-0 14.7% 12-3 0.9% 88% False False 43,860
120 1395-4 1170-0 225-4 16.4% 12-2 0.9% 89% False False 38,517
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1486-4
2.618 1450-5
1.618 1428-5
1.000 1415-0
0.618 1406-5
HIGH 1393-0
0.618 1384-5
0.500 1382-0
0.382 1379-3
LOW 1371-0
0.618 1357-3
1.000 1349-0
1.618 1335-3
2.618 1313-3
4.250 1277-4
Fisher Pivots for day following 21-Jun-2012
Pivot 1 day 3 day
R1 1382-0 1383-2
PP 1378-3 1379-2
S1 1374-7 1375-2

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

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