CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 13-Aug-2012
Day Change Summary
Previous Current
10-Aug-2012 13-Aug-2012 Change Change % Previous Week
Open 1631-0 1611-0 -20-0 -1.2% 1588-0
High 1665-0 1616-0 -49-0 -2.9% 1665-0
Low 1628-4 1600-0 -28-4 -1.8% 1555-4
Close 1643-6 1600-6 -43-0 -2.6% 1643-6
Range 36-4 16-0 -20-4 -56.2% 109-4
ATR 37-4 38-0 0-4 1.2% 0-0
Volume 148,813 107,541 -41,272 -27.7% 623,830
Daily Pivots for day following 13-Aug-2012
Classic Woodie Camarilla DeMark
R4 1653-5 1643-1 1609-4
R3 1637-5 1627-1 1605-1
R2 1621-5 1621-5 1603-5
R1 1611-1 1611-1 1602-2 1608-3
PP 1605-5 1605-5 1605-5 1604-2
S1 1595-1 1595-1 1599-2 1592-3
S2 1589-5 1589-5 1597-7
S3 1573-5 1579-1 1596-3
S4 1557-5 1563-1 1592-0
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1949-7 1906-3 1704-0
R3 1840-3 1796-7 1673-7
R2 1730-7 1730-7 1663-7
R1 1687-3 1687-3 1653-6 1709-1
PP 1621-3 1621-3 1621-3 1632-2
S1 1577-7 1577-7 1633-6 1599-5
S2 1511-7 1511-7 1623-5
S3 1402-3 1468-3 1613-5
S4 1292-7 1358-7 1583-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1665-0 1555-4 109-4 6.8% 28-1 1.8% 41% False False 121,871
10 1665-0 1555-4 109-4 6.8% 25-6 1.6% 41% False False 126,028
20 1690-0 1552-2 137-6 8.6% 25-3 1.6% 35% False False 140,406
40 1690-0 1327-0 363-0 22.7% 23-5 1.5% 75% False False 131,536
60 1690-0 1253-0 437-0 27.3% 20-4 1.3% 80% False False 108,522
80 1690-0 1253-0 437-0 27.3% 19-0 1.2% 80% False False 95,760
100 1690-0 1253-0 437-0 27.3% 17-6 1.1% 80% False False 84,739
120 1690-0 1253-0 437-0 27.3% 16-2 1.0% 80% False False 74,924
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6-2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1684-0
2.618 1657-7
1.618 1641-7
1.000 1632-0
0.618 1625-7
HIGH 1616-0
0.618 1609-7
0.500 1608-0
0.382 1606-1
LOW 1600-0
0.618 1590-1
1.000 1584-0
1.618 1574-1
2.618 1558-1
4.250 1532-0
Fisher Pivots for day following 13-Aug-2012
Pivot 1 day 3 day
R1 1608-0 1632-4
PP 1605-5 1621-7
S1 1603-1 1611-3

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

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