CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 14-Sep-2012
Day Change Summary
Previous Current
13-Sep-2012 14-Sep-2012 Change Change % Previous Week
Open 1743-4 1763-0 19-4 1.1% 1735-0
High 1749-0 1763-0 14-0 0.8% 1763-0
Low 1733-0 1737-4 4-4 0.3% 1694-0
Close 1747-2 1739-0 -8-2 -0.5% 1739-0
Range 16-0 25-4 9-4 59.4% 69-0
ATR 27-7 27-6 -0-1 -0.6% 0-0
Volume 111,672 113,787 2,115 1.9% 587,316
Daily Pivots for day following 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1823-0 1806-4 1753-0
R3 1797-4 1781-0 1746-0
R2 1772-0 1772-0 1743-5
R1 1755-4 1755-4 1741-3 1751-0
PP 1746-4 1746-4 1746-4 1744-2
S1 1730-0 1730-0 1736-5 1725-4
S2 1721-0 1721-0 1734-3
S3 1695-4 1704-4 1732-0
S4 1670-0 1679-0 1725-0
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1939-0 1908-0 1777-0
R3 1870-0 1839-0 1758-0
R2 1801-0 1801-0 1751-5
R1 1770-0 1770-0 1745-3 1785-4
PP 1732-0 1732-0 1732-0 1739-6
S1 1701-0 1701-0 1732-5 1716-4
S2 1663-0 1663-0 1726-3
S3 1594-0 1632-0 1720-0
S4 1525-0 1563-0 1701-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1763-0 1694-0 69-0 4.0% 26-5 1.5% 65% True False 117,463
10 1783-4 1694-0 89-4 5.1% 23-1 1.3% 50% False False 112,641
20 1783-4 1634-4 149-0 8.6% 22-4 1.3% 70% False False 112,206
40 1783-4 1552-2 231-2 13.3% 23-1 1.3% 81% False False 122,993
60 1783-4 1371-0 412-4 23.7% 23-2 1.3% 89% False False 124,471
80 1783-4 1253-0 530-4 30.5% 20-5 1.2% 92% False False 110,939
100 1783-4 1253-0 530-4 30.5% 19-6 1.1% 92% False False 100,417
120 1783-4 1253-0 530-4 30.5% 18-5 1.1% 92% False False 90,914
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 5-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1871-3
2.618 1829-6
1.618 1804-2
1.000 1788-4
0.618 1778-6
HIGH 1763-0
0.618 1753-2
0.500 1750-2
0.382 1747-2
LOW 1737-4
0.618 1721-6
1.000 1712-0
1.618 1696-2
2.618 1670-6
4.250 1629-1
Fisher Pivots for day following 14-Sep-2012
Pivot 1 day 3 day
R1 1750-2 1735-4
PP 1746-4 1732-0
S1 1742-6 1728-4

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

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