CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 1745-0 1728-4 -16-4 -0.9% 1773-0
High 1753-0 1751-0 -2-0 -0.1% 1783-4
Low 1737-0 1727-0 -10-0 -0.6% 1727-0
Close 1747-0 1736-4 -10-4 -0.6% 1736-4
Range 16-0 24-0 8-0 50.0% 56-4
ATR 28-2 27-7 -0-2 -1.1% 0-0
Volume 106,329 98,029 -8,300 -7.8% 443,202
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1810-1 1797-3 1749-6
R3 1786-1 1773-3 1743-1
R2 1762-1 1762-1 1740-7
R1 1749-3 1749-3 1738-6 1755-6
PP 1738-1 1738-1 1738-1 1741-3
S1 1725-3 1725-3 1734-2 1731-6
S2 1714-1 1714-1 1732-1
S3 1690-1 1701-3 1729-7
S4 1666-1 1677-3 1723-2
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1918-4 1884-0 1767-5
R3 1862-0 1827-4 1752-0
R2 1805-4 1805-4 1746-7
R1 1771-0 1771-0 1741-5 1760-0
PP 1749-0 1749-0 1749-0 1743-4
S1 1714-4 1714-4 1731-3 1703-4
S2 1692-4 1692-4 1726-1
S3 1636-0 1658-0 1721-0
S4 1579-4 1601-4 1705-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1783-4 1727-0 56-4 3.3% 19-6 1.1% 17% False True 107,818
10 1783-4 1708-0 75-4 4.3% 21-5 1.2% 38% False False 109,622
20 1783-4 1588-0 195-4 11.3% 20-5 1.2% 76% False False 109,221
40 1783-4 1542-4 241-0 13.9% 22-4 1.3% 80% False False 123,893
60 1783-4 1308-0 475-4 27.4% 22-1 1.3% 90% False False 122,161
80 1783-4 1253-0 530-4 30.5% 20-1 1.2% 91% False False 107,175
100 1783-4 1253-0 530-4 30.5% 19-1 1.1% 91% False False 96,530
120 1783-4 1253-0 530-4 30.5% 17-7 1.0% 91% False False 87,162
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 3-6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1853-0
2.618 1813-7
1.618 1789-7
1.000 1775-0
0.618 1765-7
HIGH 1751-0
0.618 1741-7
0.500 1739-0
0.382 1736-1
LOW 1727-0
0.618 1712-1
1.000 1703-0
1.618 1688-1
2.618 1664-1
4.250 1625-0
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 1739-0 1744-4
PP 1738-1 1741-7
S1 1737-3 1739-1

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

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