CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 16-Oct-2012
Day Change Summary
Previous Current
15-Oct-2012 16-Oct-2012 Change Change % Previous Week
Open 1495-4 1504-0 8-4 0.6% 1543-4
High 1497-4 1513-0 15-4 1.0% 1570-0
Low 1486-0 1493-0 7-0 0.5% 1510-4
Close 1492-4 1493-6 1-2 0.1% 1522-4
Range 11-4 20-0 8-4 73.9% 59-4
ATR 31-4 30-5 -0-6 -2.5% 0-0
Volume 129,430 103,736 -25,694 -19.9% 749,948
Daily Pivots for day following 16-Oct-2012
Classic Woodie Camarilla DeMark
R4 1559-7 1546-7 1504-6
R3 1539-7 1526-7 1499-2
R2 1519-7 1519-7 1497-3
R1 1506-7 1506-7 1495-5 1503-3
PP 1499-7 1499-7 1499-7 1498-2
S1 1486-7 1486-7 1491-7 1483-3
S2 1479-7 1479-7 1490-1
S3 1459-7 1466-7 1488-2
S4 1439-7 1446-7 1482-6
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 1567-0 1486-0 81-0 5.4% 21-6 1.5% 10% False False 145,802
10 1570-0 1486-0 84-0 5.6% 21-3 1.4% 9% False False 143,056
20 1674-0 1486-0 188-0 12.6% 22-6 1.5% 4% False False 144,452
40 1783-4 1486-0 297-4 19.9% 23-0 1.5% 3% False False 132,799
60 1783-4 1486-0 297-4 19.9% 23-0 1.5% 3% False False 129,523
80 1783-4 1401-4 382-0 25.6% 23-3 1.6% 24% False False 131,488
100 1783-4 1256-4 527-0 35.3% 21-2 1.4% 45% False False 119,846
120 1783-4 1253-0 530-4 35.5% 20-4 1.4% 45% False False 109,622
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 2-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1598-0
2.618 1565-3
1.618 1545-3
1.000 1533-0
0.618 1525-3
HIGH 1513-0
0.618 1505-3
0.500 1503-0
0.382 1500-5
LOW 1493-0
0.618 1480-5
1.000 1473-0
1.618 1460-5
2.618 1440-5
4.250 1408-0
Fisher Pivots for day following 16-Oct-2012
Pivot 1 day 3 day
R1 1503-0 1510-4
PP 1499-7 1504-7
S1 1496-7 1499-3

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

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