CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 21-Sep-2012
Day Change Summary
Previous Current
20-Sep-2012 21-Sep-2012 Change Change % Previous Week
Open 1649-0 1620-0 -29-0 -1.8% 1702-0
High 1653-4 1624-4 -29-0 -1.8% 1702-0
Low 1617-4 1608-0 -9-4 -0.6% 1608-0
Close 1618-6 1621-6 3-0 0.2% 1621-6
Range 36-0 16-4 -19-4 -54.2% 94-0
ATR 32-4 31-3 -1-1 -3.5% 0-0
Volume 190,026 135,462 -54,564 -28.7% 787,894
Daily Pivots for day following 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1667-5 1661-1 1630-7
R3 1651-1 1644-5 1626-2
R2 1634-5 1634-5 1624-6
R1 1628-1 1628-1 1623-2 1631-3
PP 1618-1 1618-1 1618-1 1619-6
S1 1611-5 1611-5 1620-2 1614-7
S2 1601-5 1601-5 1618-6
S3 1585-1 1595-1 1617-2
S4 1568-5 1578-5 1612-5
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1925-7 1867-7 1673-4
R3 1831-7 1773-7 1647-5
R2 1737-7 1737-7 1639-0
R1 1679-7 1679-7 1630-3 1661-7
PP 1643-7 1643-7 1643-7 1635-0
S1 1585-7 1585-7 1613-1 1567-7
S2 1549-7 1549-7 1604-4
S3 1455-7 1491-7 1595-7
S4 1361-7 1397-7 1570-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1702-0 1608-0 94-0 5.8% 26-5 1.6% 15% False True 157,578
10 1763-0 1608-0 155-0 9.6% 26-5 1.6% 9% False True 137,521
20 1783-4 1608-0 175-4 10.8% 24-1 1.5% 8% False True 123,571
40 1783-4 1555-4 228-0 14.1% 22-6 1.4% 29% False False 120,033
60 1783-4 1401-4 382-0 23.6% 23-5 1.5% 58% False False 128,252
80 1783-4 1256-4 527-0 32.5% 21-3 1.3% 69% False False 117,582
100 1783-4 1253-0 530-4 32.7% 20-3 1.3% 70% False False 105,677
120 1783-4 1253-0 530-4 32.7% 19-1 1.2% 70% False False 95,613
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 4-4
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1694-5
2.618 1667-6
1.618 1651-2
1.000 1641-0
0.618 1634-6
HIGH 1624-4
0.618 1618-2
0.500 1616-2
0.382 1614-2
LOW 1608-0
0.618 1597-6
1.000 1591-4
1.618 1581-2
2.618 1564-6
4.250 1537-7
Fisher Pivots for day following 21-Sep-2012
Pivot 1 day 3 day
R1 1619-7 1641-0
PP 1618-1 1634-5
S1 1616-2 1628-1

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

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