CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 06-Sep-2012
Day Change Summary
Previous Current
05-Sep-2012 06-Sep-2012 Change Change % Previous Week
Open 1760-4 1745-0 -15-4 -0.9% 1744-0
High 1762-0 1753-0 -9-0 -0.5% 1770-0
Low 1743-0 1737-0 -6-0 -0.3% 1708-0
Close 1747-4 1747-0 -0-4 0.0% 1756-4
Range 19-0 16-0 -3-0 -15.8% 62-0
ATR 29-1 28-2 -1-0 -3.2% 0-0
Volume 105,401 106,329 928 0.9% 558,652
Daily Pivots for day following 06-Sep-2012
Classic Woodie Camarilla DeMark
R4 1793-5 1786-3 1755-6
R3 1777-5 1770-3 1751-3
R2 1761-5 1761-5 1749-7
R1 1754-3 1754-3 1748-4 1758-0
PP 1745-5 1745-5 1745-5 1747-4
S1 1738-3 1738-3 1745-4 1742-0
S2 1729-5 1729-5 1744-1
S3 1713-5 1722-3 1742-5
S4 1697-5 1706-3 1738-2
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 1737-0 46-4 2.7% 19-4 1.1% 22% False True 111,959
10 1783-4 1704-6 78-6 4.5% 21-7 1.3% 54% False False 113,481
20 1783-4 1588-0 195-4 11.2% 20-7 1.2% 81% False False 110,440
40 1783-4 1523-4 260-0 14.9% 22-2 1.3% 86% False False 127,242
60 1783-4 1308-0 475-4 27.2% 21-7 1.3% 92% False False 122,025
80 1783-4 1253-0 530-4 30.4% 19-7 1.1% 93% False False 106,889
100 1783-4 1253-0 530-4 30.4% 18-7 1.1% 93% False False 95,899
120 1783-4 1253-0 530-4 30.4% 17-6 1.0% 93% False False 86,560
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 3-6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1821-0
2.618 1794-7
1.618 1778-7
1.000 1769-0
0.618 1762-7
HIGH 1753-0
0.618 1746-7
0.500 1745-0
0.382 1743-1
LOW 1737-0
0.618 1727-1
1.000 1721-0
1.618 1711-1
2.618 1695-1
4.250 1669-0
Fisher Pivots for day following 06-Sep-2012
Pivot 1 day 3 day
R1 1746-3 1760-2
PP 1745-5 1755-7
S1 1745-0 1751-3

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

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