CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 04-Sep-2012
Day Change Summary
Previous Current
31-Aug-2012 04-Sep-2012 Change Change % Previous Week
Open 1751-4 1773-0 21-4 1.2% 1744-0
High 1760-6 1783-4 22-6 1.3% 1770-0
Low 1748-0 1756-4 8-4 0.5% 1708-0
Close 1756-4 1768-2 11-6 0.7% 1756-4
Range 12-6 27-0 14-2 111.8% 62-0
ATR 29-5 29-4 -0-2 -0.6% 0-0
Volume 95,892 133,443 37,551 39.2% 558,652
Daily Pivots for day following 04-Sep-2012
Classic Woodie Camarilla DeMark
R4 1850-3 1836-3 1783-1
R3 1823-3 1809-3 1775-5
R2 1796-3 1796-3 1773-2
R1 1782-3 1782-3 1770-6 1775-7
PP 1769-3 1769-3 1769-3 1766-2
S1 1755-3 1755-3 1765-6 1748-7
S2 1742-3 1742-3 1763-2
S3 1715-3 1728-3 1760-7
S4 1688-3 1701-3 1753-3
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1930-7 1905-5 1790-5
R3 1868-7 1843-5 1773-4
R2 1806-7 1806-7 1767-7
R1 1781-5 1781-5 1762-1 1794-2
PP 1744-7 1744-7 1744-7 1751-1
S1 1719-5 1719-5 1750-7 1732-2
S2 1682-7 1682-7 1745-1
S3 1620-7 1657-5 1739-4
S4 1558-7 1595-5 1722-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1783-4 1708-0 75-4 4.3% 22-2 1.3% 80% True False 112,089
10 1783-4 1704-6 78-6 4.5% 21-5 1.2% 81% True False 117,524
20 1783-4 1555-4 228-0 12.9% 22-1 1.3% 93% True False 111,383
40 1783-4 1506-0 277-4 15.7% 23-3 1.3% 95% True False 128,986
60 1783-4 1308-0 475-4 26.9% 21-6 1.2% 97% True False 121,174
80 1783-4 1253-0 530-4 30.0% 20-0 1.1% 97% True False 106,035
100 1783-4 1253-0 530-4 30.0% 18-6 1.1% 97% True False 94,590
120 1783-4 1253-0 530-4 30.0% 17-5 1.0% 97% True False 85,273
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3-4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1898-2
2.618 1854-1
1.618 1827-1
1.000 1810-4
0.618 1800-1
HIGH 1783-4
0.618 1773-1
0.500 1770-0
0.382 1766-7
LOW 1756-4
0.618 1739-7
1.000 1729-4
1.618 1712-7
2.618 1685-7
4.250 1641-6
Fisher Pivots for day following 04-Sep-2012
Pivot 1 day 3 day
R1 1770-0 1767-2
PP 1769-3 1766-2
S1 1768-7 1765-2

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

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