CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 11-Sep-2012
Day Change Summary
Previous Current
10-Sep-2012 11-Sep-2012 Change Change % Previous Week
Open 1735-0 1714-4 -20-4 -1.2% 1773-0
High 1740-0 1715-0 -25-0 -1.4% 1783-4
Low 1717-0 1699-4 -17-4 -1.0% 1727-0
Close 1718-6 1701-4 -17-2 -1.0% 1736-4
Range 23-0 15-4 -7-4 -32.6% 56-4
ATR 27-5 27-0 -0-5 -2.2% 0-0
Volume 87,155 110,103 22,948 26.3% 443,202
Daily Pivots for day following 11-Sep-2012
Classic Woodie Camarilla DeMark
R4 1751-7 1742-1 1710-0
R3 1736-3 1726-5 1705-6
R2 1720-7 1720-7 1704-3
R1 1711-1 1711-1 1702-7 1708-2
PP 1705-3 1705-3 1705-3 1703-7
S1 1695-5 1695-5 1700-1 1692-6
S2 1689-7 1689-7 1698-5
S3 1674-3 1680-1 1697-2
S4 1658-7 1664-5 1693-0
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 1762-0 1699-4 62-4 3.7% 19-4 1.1% 3% False True 101,403
10 1783-4 1699-4 84-0 4.9% 20-7 1.2% 2% False True 106,746
20 1783-4 1588-0 195-4 11.5% 20-0 1.2% 58% False False 106,266
40 1783-4 1552-2 231-2 13.6% 22-6 1.3% 65% False False 123,336
60 1783-4 1327-0 456-4 26.8% 22-3 1.3% 82% False False 123,113
80 1783-4 1253-0 530-4 31.2% 20-3 1.2% 85% False False 107,958
100 1783-4 1253-0 530-4 31.2% 19-1 1.1% 85% False False 97,861
120 1783-4 1253-0 530-4 31.2% 18-1 1.1% 85% False False 88,327
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 4-2
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1780-7
2.618 1755-5
1.618 1740-1
1.000 1730-4
0.618 1724-5
HIGH 1715-0
0.618 1709-1
0.500 1707-2
0.382 1705-3
LOW 1699-4
0.618 1689-7
1.000 1684-0
1.618 1674-3
2.618 1658-7
4.250 1633-5
Fisher Pivots for day following 11-Sep-2012
Pivot 1 day 3 day
R1 1707-2 1725-2
PP 1705-3 1717-3
S1 1703-3 1709-3

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

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