CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 05-Sep-2012
Day Change Summary
Previous Current
04-Sep-2012 05-Sep-2012 Change Change % Previous Week
Open 1773-0 1760-4 -12-4 -0.7% 1744-0
High 1783-4 1762-0 -21-4 -1.2% 1770-0
Low 1756-4 1743-0 -13-4 -0.8% 1708-0
Close 1768-2 1747-4 -20-6 -1.2% 1756-4
Range 27-0 19-0 -8-0 -29.6% 62-0
ATR 29-4 29-1 -0-2 -1.0% 0-0
Volume 133,443 105,401 -28,042 -21.0% 558,652
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 1807-7 1796-5 1758-0
R3 1788-7 1777-5 1752-6
R2 1769-7 1769-7 1751-0
R1 1758-5 1758-5 1749-2 1754-6
PP 1750-7 1750-7 1750-7 1748-7
S1 1739-5 1739-5 1745-6 1735-6
S2 1731-7 1731-7 1744-0
S3 1712-7 1720-5 1742-2
S4 1693-7 1701-5 1737-0
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 1726-0 57-4 3.3% 21-7 1.3% 37% False False 110,352
10 1783-4 1704-6 78-6 4.5% 21-6 1.2% 54% False False 113,133
20 1783-4 1555-4 228-0 13.0% 21-4 1.2% 84% False False 110,525
40 1783-4 1506-0 277-4 15.9% 23-3 1.3% 87% False False 127,665
60 1783-4 1308-0 475-4 27.2% 21-7 1.2% 92% False False 121,392
80 1783-4 1253-0 530-4 30.4% 19-7 1.1% 93% False False 106,500
100 1783-4 1253-0 530-4 30.4% 18-6 1.1% 93% False False 95,241
120 1783-4 1253-0 530-4 30.4% 17-6 1.0% 93% False False 85,907
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 3-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1842-6
2.618 1811-6
1.618 1792-6
1.000 1781-0
0.618 1773-6
HIGH 1762-0
0.618 1754-6
0.500 1752-4
0.382 1750-2
LOW 1743-0
0.618 1731-2
1.000 1724-0
1.618 1712-2
2.618 1693-2
4.250 1662-2
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 1752-4 1763-2
PP 1750-7 1758-0
S1 1749-1 1752-6

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

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