CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 03-Oct-2012
Day Change Summary
Previous Current
02-Oct-2012 03-Oct-2012 Change Change % Previous Week
Open 1535-0 1512-4 -22-4 -1.5% 1600-0
High 1547-0 1542-0 -5-0 -0.3% 1617-0
Low 1529-4 1506-0 -23-4 -1.5% 1564-0
Close 1530-4 1531-6 1-2 0.1% 1601-0
Range 17-4 36-0 18-4 105.7% 53-0
ATR 31-6 32-1 0-2 0.9% 0-0
Volume 158,462 165,835 7,373 4.7% 727,003
Daily Pivots for day following 03-Oct-2012
Classic Woodie Camarilla DeMark
R4 1634-5 1619-1 1551-4
R3 1598-5 1583-1 1541-5
R2 1562-5 1562-5 1538-3
R1 1547-1 1547-1 1535-0 1554-7
PP 1526-5 1526-5 1526-5 1530-4
S1 1511-1 1511-1 1528-4 1518-7
S2 1490-5 1490-5 1525-1
S3 1454-5 1475-1 1521-7
S4 1418-5 1439-1 1512-0
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 1753-0 1730-0 1630-1
R3 1700-0 1677-0 1615-5
R2 1647-0 1647-0 1610-6
R1 1624-0 1624-0 1605-7 1635-4
PP 1594-0 1594-0 1594-0 1599-6
S1 1571-0 1571-0 1596-1 1582-4
S2 1541-0 1541-0 1591-2
S3 1488-0 1518-0 1586-3
S4 1435-0 1465-0 1571-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1612-0 1506-0 106-0 6.9% 29-2 1.9% 24% False True 160,281
10 1653-4 1506-0 147-4 9.6% 25-4 1.7% 17% False True 151,251
20 1763-0 1506-0 257-0 16.8% 25-4 1.7% 10% False True 138,329
40 1783-4 1506-0 277-4 18.1% 23-4 1.5% 9% False True 124,427
60 1783-4 1506-0 277-4 18.1% 24-1 1.6% 9% False True 131,220
80 1783-4 1308-0 475-4 31.0% 22-6 1.5% 47% False False 125,626
100 1783-4 1253-0 530-4 34.6% 21-0 1.4% 53% False False 112,866
120 1783-4 1253-0 530-4 34.6% 19-7 1.3% 53% False False 102,422
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 4-2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1695-0
2.618 1636-2
1.618 1600-2
1.000 1578-0
0.618 1564-2
HIGH 1542-0
0.618 1528-2
0.500 1524-0
0.382 1519-6
LOW 1506-0
0.618 1483-6
1.000 1470-0
1.618 1447-6
2.618 1411-6
4.250 1353-0
Fisher Pivots for day following 03-Oct-2012
Pivot 1 day 3 day
R1 1529-1 1547-0
PP 1526-5 1541-7
S1 1524-0 1536-7

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

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