CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 1643-4 1571-0 -72-4 -4.4% 1597-0
High 1651-0 1577-0 -74-0 -4.5% 1690-0
Low 1616-2 1552-2 -64-0 -4.0% 1581-4
Close 1622-2 1569-4 -52-6 -3.3% 1686-2
Range 34-6 24-6 -10-0 -28.8% 108-4
ATR 34-1 36-5 2-5 7.5% 0-0
Volume 175,237 184,410 9,173 5.2% 717,930
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 1640-4 1629-6 1583-1
R3 1615-6 1605-0 1576-2
R2 1591-0 1591-0 1574-0
R1 1580-2 1580-2 1571-6 1573-2
PP 1566-2 1566-2 1566-2 1562-6
S1 1555-4 1555-4 1567-2 1548-4
S2 1541-4 1541-4 1565-0
S3 1516-6 1530-6 1562-6
S4 1492-0 1506-0 1555-7
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1978-1 1940-5 1745-7
R3 1869-5 1832-1 1716-1
R2 1761-1 1761-1 1706-1
R1 1723-5 1723-5 1696-2 1742-3
PP 1652-5 1652-5 1652-5 1662-0
S1 1615-1 1615-1 1676-2 1633-7
S2 1544-1 1544-1 1666-3
S3 1435-5 1506-5 1656-3
S4 1327-1 1398-1 1626-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1690-0 1552-2 137-6 8.8% 28-3 1.8% 13% False True 171,510
10 1690-0 1506-0 184-0 11.7% 26-5 1.7% 35% False False 155,095
20 1690-0 1401-4 288-4 18.4% 24-5 1.6% 58% False False 142,458
40 1690-0 1256-4 433-4 27.6% 19-0 1.2% 72% False False 108,742
60 1690-0 1253-0 437-0 27.8% 18-2 1.2% 72% False False 91,978
80 1690-0 1253-0 437-0 27.8% 16-7 1.1% 72% False False 80,799
100 1690-0 1253-0 437-0 27.8% 15-4 1.0% 72% False False 70,270
120 1690-0 1210-4 479-4 30.6% 14-5 0.9% 75% False False 61,582
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1682-2
2.618 1641-6
1.618 1617-0
1.000 1601-6
0.618 1592-2
HIGH 1577-0
0.618 1567-4
0.500 1564-5
0.382 1561-6
LOW 1552-2
0.618 1537-0
1.000 1527-4
1.618 1512-2
2.618 1487-4
4.250 1447-0
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 1567-7 1621-1
PP 1566-2 1603-7
S1 1564-5 1586-6

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

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