CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 05-Jul-2012
Day Change Summary
Previous Current
03-Jul-2012 05-Jul-2012 Change Change % Previous Week
Open 1458-0 1495-0 37-0 2.5% 1427-0
High 1477-0 1528-0 51-0 3.5% 1436-0
Low 1453-0 1494-4 41-4 2.9% 1401-4
Close 1474-6 1526-4 51-6 3.5% 1427-6
Range 24-0 33-4 9-4 39.6% 34-4
ATR 25-0 27-0 2-0 8.0% 0-0
Volume 113,647 111,150 -2,497 -2.2% 595,681
Daily Pivots for day following 05-Jul-2012
Classic Woodie Camarilla DeMark
R4 1616-7 1605-1 1544-7
R3 1583-3 1571-5 1535-6
R2 1549-7 1549-7 1532-5
R1 1538-1 1538-1 1529-5 1544-0
PP 1516-3 1516-3 1516-3 1519-2
S1 1504-5 1504-5 1523-3 1510-4
S2 1482-7 1482-7 1520-3
S3 1449-3 1471-1 1517-2
S4 1415-7 1437-5 1508-1
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 1525-2 1511-0 1446-6
R3 1490-6 1476-4 1437-2
R2 1456-2 1456-2 1434-1
R1 1442-0 1442-0 1430-7 1449-1
PP 1421-6 1421-6 1421-6 1425-2
S1 1407-4 1407-4 1424-5 1414-5
S2 1387-2 1387-2 1421-3
S3 1352-6 1373-0 1418-2
S4 1318-2 1338-4 1408-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1528-0 1401-4 126-4 8.3% 22-1 1.4% 99% True False 116,320
10 1528-0 1371-0 157-0 10.3% 22-2 1.5% 99% True False 114,263
20 1528-0 1308-0 220-0 14.4% 17-4 1.1% 99% True False 99,806
40 1528-0 1253-0 275-0 18.0% 16-3 1.1% 99% True False 79,337
60 1528-0 1253-0 275-0 18.0% 15-2 1.0% 99% True False 68,821
80 1528-0 1253-0 275-0 18.0% 14-3 0.9% 99% True False 60,735
100 1528-0 1243-0 285-0 18.7% 13-3 0.9% 99% True False 53,074
120 1528-0 1170-0 358-0 23.5% 13-0 0.9% 100% True False 46,519
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 4-2
Widest range in 136 trading days
Fibonacci Retracements and Extensions
4.250 1670-3
2.618 1615-6
1.618 1582-2
1.000 1561-4
0.618 1548-6
HIGH 1528-0
0.618 1515-2
0.500 1511-2
0.382 1507-2
LOW 1494-4
0.618 1473-6
1.000 1461-0
1.618 1440-2
2.618 1406-6
4.250 1352-1
Fisher Pivots for day following 05-Jul-2012
Pivot 1 day 3 day
R1 1521-3 1511-1
PP 1516-3 1495-7
S1 1511-2 1480-4

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

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