CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 15-Oct-2012
Day Change Summary
Previous Current
12-Oct-2012 15-Oct-2012 Change Change % Previous Week
Open 1535-0 1495-4 -39-4 -2.6% 1543-4
High 1535-0 1497-4 -37-4 -2.4% 1570-0
Low 1510-4 1486-0 -24-4 -1.6% 1510-4
Close 1522-4 1492-4 -30-0 -2.0% 1522-4
Range 24-4 11-4 -13-0 -53.1% 59-4
ATR 31-0 31-4 0-3 1.3% 0-0
Volume 133,054 129,430 -3,624 -2.7% 749,948
Daily Pivots for day following 15-Oct-2012
Classic Woodie Camarilla DeMark
R4 1526-4 1521-0 1498-7
R3 1515-0 1509-4 1495-5
R2 1503-4 1503-4 1494-5
R1 1498-0 1498-0 1493-4 1495-0
PP 1492-0 1492-0 1492-0 1490-4
S1 1486-4 1486-4 1491-4 1483-4
S2 1480-4 1480-4 1490-3
S3 1469-0 1475-0 1489-3
S4 1457-4 1463-4 1486-1
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1712-7 1677-1 1555-2
R3 1653-3 1617-5 1538-7
R2 1593-7 1593-7 1533-3
R1 1558-1 1558-1 1528-0 1546-2
PP 1534-3 1534-3 1534-3 1528-3
S1 1498-5 1498-5 1517-0 1486-6
S2 1474-7 1474-7 1511-5
S3 1415-3 1439-1 1506-1
S4 1355-7 1379-5 1489-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1570-0 1486-0 84-0 5.6% 21-7 1.5% 8% False True 152,141
10 1570-0 1486-0 84-0 5.6% 21-1 1.4% 8% False True 148,529
20 1674-0 1486-0 188-0 12.6% 23-0 1.5% 3% False True 148,422
40 1783-4 1486-0 297-4 19.9% 23-2 1.6% 2% False True 132,750
60 1783-4 1486-0 297-4 19.9% 23-2 1.6% 2% False True 130,715
80 1783-4 1373-0 410-4 27.5% 23-3 1.6% 29% False False 131,372
100 1783-4 1256-4 527-0 35.3% 21-2 1.4% 45% False False 119,469
120 1783-4 1253-0 530-4 35.5% 20-4 1.4% 45% False False 109,355
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-6
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 1546-3
2.618 1527-5
1.618 1516-1
1.000 1509-0
0.618 1504-5
HIGH 1497-4
0.618 1493-1
0.500 1491-6
0.382 1490-3
LOW 1486-0
0.618 1478-7
1.000 1474-4
1.618 1467-3
2.618 1455-7
4.250 1437-1
Fisher Pivots for day following 15-Oct-2012
Pivot 1 day 3 day
R1 1492-2 1526-4
PP 1492-0 1515-1
S1 1491-6 1503-7

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

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