CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 22-Jun-2012
Day Change Summary
Previous Current
21-Jun-2012 22-Jun-2012 Change Change % Previous Week
Open 1387-4 1387-0 -0-4 0.0% 1334-4
High 1393-0 1390-0 -3-0 -0.2% 1395-4
Low 1371-0 1373-0 2-0 0.1% 1327-0
Close 1371-2 1375-4 4-2 0.3% 1375-4
Range 22-0 17-0 -5-0 -22.7% 68-4
ATR 21-5 21-3 -0-2 -0.9% 0-0
Volume 94,429 94,420 -9 0.0% 497,391
Daily Pivots for day following 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 1430-4 1420-0 1384-7
R3 1413-4 1403-0 1380-1
R2 1396-4 1396-4 1378-5
R1 1386-0 1386-0 1377-0 1382-6
PP 1379-4 1379-4 1379-4 1377-7
S1 1369-0 1369-0 1374-0 1365-6
S2 1362-4 1362-4 1372-3
S3 1345-4 1352-0 1370-7
S4 1328-4 1335-0 1366-1
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 1571-4 1542-0 1413-1
R3 1503-0 1473-4 1394-3
R2 1434-4 1434-4 1388-0
R1 1405-0 1405-0 1381-6 1419-6
PP 1366-0 1366-0 1366-0 1373-3
S1 1336-4 1336-4 1369-2 1351-2
S2 1297-4 1297-4 1363-0
S3 1229-0 1268-0 1356-5
S4 1160-4 1199-4 1337-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1395-4 1327-0 68-4 5.0% 16-5 1.2% 71% False False 99,478
10 1395-4 1308-0 87-4 6.4% 14-2 1.0% 77% False False 88,809
20 1395-4 1256-4 139-0 10.1% 12-7 0.9% 86% False False 73,275
40 1395-4 1253-0 142-4 10.4% 14-7 1.1% 86% False False 65,890
60 1395-4 1253-0 142-4 10.4% 14-3 1.0% 86% False False 59,404
80 1395-4 1253-0 142-4 10.4% 13-0 0.9% 86% False False 51,576
100 1395-4 1210-0 185-4 13.5% 12-4 0.9% 89% False False 44,693
120 1395-4 1170-0 225-4 16.4% 12-3 0.9% 91% False False 39,243
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1462-2
2.618 1434-4
1.618 1417-4
1.000 1407-0
0.618 1400-4
HIGH 1390-0
0.618 1383-4
0.500 1381-4
0.382 1379-4
LOW 1373-0
0.618 1362-4
1.000 1356-0
1.618 1345-4
2.618 1328-4
4.250 1300-6
Fisher Pivots for day following 22-Jun-2012
Pivot 1 day 3 day
R1 1381-4 1383-2
PP 1379-4 1380-5
S1 1377-4 1378-1

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

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