CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 17-Sep-2012
Day Change Summary
Previous Current
14-Sep-2012 17-Sep-2012 Change Change % Previous Week
Open 1763-0 1702-0 -61-0 -3.5% 1735-0
High 1763-0 1702-0 -61-0 -3.5% 1763-0
Low 1737-4 1669-0 -68-4 -3.9% 1694-0
Close 1739-0 1669-0 -70-0 -4.0% 1739-0
Range 25-4 33-0 7-4 29.4% 69-0
ATR 27-6 30-6 3-0 10.9% 0-0
Volume 113,787 167,468 53,681 47.2% 587,316
Daily Pivots for day following 17-Sep-2012
Classic Woodie Camarilla DeMark
R4 1779-0 1757-0 1687-1
R3 1746-0 1724-0 1678-1
R2 1713-0 1713-0 1675-0
R1 1691-0 1691-0 1672-0 1685-4
PP 1680-0 1680-0 1680-0 1677-2
S1 1658-0 1658-0 1666-0 1652-4
S2 1647-0 1647-0 1663-0
S3 1614-0 1625-0 1659-7
S4 1581-0 1592-0 1650-7
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 1669-0 94-0 5.6% 28-5 1.7% 0% False True 133,525
10 1783-4 1669-0 114-4 6.9% 25-2 1.5% 0% False True 119,798
20 1783-4 1654-0 129-4 7.8% 23-4 1.4% 12% False False 117,079
40 1783-4 1552-2 231-2 13.9% 23-3 1.4% 50% False False 121,861
60 1783-4 1373-0 410-4 24.6% 23-3 1.4% 72% False False 125,689
80 1783-4 1256-4 527-0 31.6% 20-7 1.2% 78% False False 112,231
100 1783-4 1253-0 530-4 31.8% 20-0 1.2% 78% False False 101,542
120 1783-4 1253-0 530-4 31.8% 18-7 1.1% 78% False False 92,047
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 4-7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1842-2
2.618 1788-3
1.618 1755-3
1.000 1735-0
0.618 1722-3
HIGH 1702-0
0.618 1689-3
0.500 1685-4
0.382 1681-5
LOW 1669-0
0.618 1648-5
1.000 1636-0
1.618 1615-5
2.618 1582-5
4.250 1528-6
Fisher Pivots for day following 17-Sep-2012
Pivot 1 day 3 day
R1 1685-4 1716-0
PP 1680-0 1700-3
S1 1674-4 1684-5

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

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