CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 24-Sep-2012
Day Change Summary
Previous Current
21-Sep-2012 24-Sep-2012 Change Change % Previous Week
Open 1620-0 1600-0 -20-0 -1.2% 1702-0
High 1624-4 1616-0 -8-4 -0.5% 1702-0
Low 1608-0 1593-4 -14-4 -0.9% 1608-0
Close 1621-6 1610-0 -11-6 -0.7% 1621-6
Range 16-4 22-4 6-0 36.4% 94-0
ATR 31-3 31-1 -0-2 -0.7% 0-0
Volume 135,462 132,015 -3,447 -2.5% 787,894
Daily Pivots for day following 24-Sep-2012
Classic Woodie Camarilla DeMark
R4 1674-0 1664-4 1622-3
R3 1651-4 1642-0 1616-2
R2 1629-0 1629-0 1614-1
R1 1619-4 1619-4 1612-0 1624-2
PP 1606-4 1606-4 1606-4 1608-7
S1 1597-0 1597-0 1608-0 1601-6
S2 1584-0 1584-0 1605-7
S3 1561-4 1574-4 1603-6
S4 1539-0 1552-0 1597-5
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 1674-0 1593-4 80-4 5.0% 24-4 1.5% 20% False True 150,488
10 1763-0 1593-4 169-4 10.5% 26-4 1.6% 10% False True 142,007
20 1783-4 1593-4 190-0 11.8% 24-3 1.5% 9% False True 125,453
40 1783-4 1555-4 228-0 14.2% 23-0 1.4% 24% False False 120,099
60 1783-4 1410-0 373-4 23.2% 23-5 1.5% 54% False False 128,423
80 1783-4 1256-4 527-0 32.7% 21-3 1.3% 67% False False 118,581
100 1783-4 1253-0 530-4 33.0% 20-2 1.3% 67% False False 106,420
120 1783-4 1253-0 530-4 33.0% 19-1 1.2% 67% False False 96,066
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 4-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1711-5
2.618 1674-7
1.618 1652-3
1.000 1638-4
0.618 1629-7
HIGH 1616-0
0.618 1607-3
0.500 1604-6
0.382 1602-1
LOW 1593-4
0.618 1579-5
1.000 1571-0
1.618 1557-1
2.618 1534-5
4.250 1497-7
Fisher Pivots for day following 24-Sep-2012
Pivot 1 day 3 day
R1 1608-2 1623-4
PP 1606-4 1619-0
S1 1604-6 1614-4

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

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