CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary
Previous Current
19-Sep-2012 20-Sep-2012 Change Change % Previous Week
Open 1658-0 1649-0 -9-0 -0.5% 1735-0
High 1674-0 1653-4 -20-4 -1.2% 1763-0
Low 1652-4 1617-4 -35-0 -2.1% 1694-0
Close 1669-4 1618-6 -50-6 -3.0% 1739-0
Range 21-4 36-0 14-4 67.4% 69-0
ATR 31-0 32-4 1-4 4.9% 0-0
Volume 111,816 190,026 78,210 69.9% 587,316
Daily Pivots for day following 20-Sep-2012
Classic Woodie Camarilla DeMark
R4 1737-7 1714-3 1638-4
R3 1701-7 1678-3 1628-5
R2 1665-7 1665-7 1625-3
R1 1642-3 1642-3 1622-0 1636-1
PP 1629-7 1629-7 1629-7 1626-6
S1 1606-3 1606-3 1615-4 1600-1
S2 1593-7 1593-7 1612-1
S3 1557-7 1570-3 1608-7
S4 1521-7 1534-3 1599-0
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 1617-4 145-4 9.0% 28-3 1.8% 1% False True 153,243
10 1763-0 1617-4 145-4 9.0% 27-3 1.7% 1% False True 133,777
20 1783-4 1617-4 166-0 10.3% 24-5 1.5% 1% False True 123,629
40 1783-4 1555-4 228-0 14.1% 23-3 1.4% 28% False False 120,227
60 1783-4 1401-4 382-0 23.6% 23-6 1.5% 57% False False 128,235
80 1783-4 1256-4 527-0 32.6% 21-3 1.3% 69% False False 116,425
100 1783-4 1253-0 530-4 32.8% 20-3 1.3% 69% False False 104,752
120 1783-4 1253-0 530-4 32.8% 19-1 1.2% 69% False False 95,185
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1806-4
2.618 1747-6
1.618 1711-6
1.000 1689-4
0.618 1675-6
HIGH 1653-4
0.618 1639-6
0.500 1635-4
0.382 1631-2
LOW 1617-4
0.618 1595-2
1.000 1581-4
1.618 1559-2
2.618 1523-2
4.250 1464-4
Fisher Pivots for day following 20-Sep-2012
Pivot 1 day 3 day
R1 1635-4 1645-6
PP 1629-7 1636-6
S1 1624-3 1627-6

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

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