CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 02-Nov-2012
Day Change Summary
Previous Current
01-Nov-2012 02-Nov-2012 Change Change % Previous Week
Open 1563-0 1542-0 -21-0 -1.3% 1541-4
High 1569-0 1542-0 -27-0 -1.7% 1569-0
Low 1558-4 1527-0 -31-4 -2.0% 1525-0
Close 1558-4 1527-0 -31-4 -2.0% 1527-0
Range 10-4 15-0 4-4 42.9% 44-0
ATR 24-7 25-3 0-4 1.9% 0-0
Volume 15,081 13,233 -1,848 -12.3% 232,361
Daily Pivots for day following 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1577-0 1567-0 1535-2
R3 1562-0 1552-0 1531-1
R2 1547-0 1547-0 1529-6
R1 1537-0 1537-0 1528-3 1534-4
PP 1532-0 1532-0 1532-0 1530-6
S1 1522-0 1522-0 1525-5 1519-4
S2 1517-0 1517-0 1524-2
S3 1502-0 1507-0 1522-7
S4 1487-0 1492-0 1518-6
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1672-3 1643-5 1551-2
R3 1628-3 1599-5 1539-1
R2 1584-3 1584-3 1535-1
R1 1555-5 1555-5 1531-0 1548-0
PP 1540-3 1540-3 1540-3 1536-4
S1 1511-5 1511-5 1523-0 1504-0
S2 1496-3 1496-3 1518-7
S3 1452-3 1467-5 1514-7
S4 1408-3 1423-5 1502-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1569-0 1525-0 44-0 2.9% 15-0 1.0% 5% False False 46,472
10 1574-0 1525-0 49-0 3.2% 13-4 0.9% 4% False False 78,633
20 1574-0 1486-0 88-0 5.8% 16-5 1.1% 47% False False 105,450
40 1763-0 1486-0 277-0 18.1% 20-7 1.4% 15% False False 123,821
60 1783-4 1486-0 297-4 19.5% 20-7 1.4% 14% False False 118,954
80 1783-4 1486-0 297-4 19.5% 21-6 1.4% 14% False False 123,857
100 1783-4 1308-0 475-4 31.1% 21-5 1.4% 46% False False 122,825
120 1783-4 1253-0 530-4 34.7% 20-3 1.3% 52% False False 112,724
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 True
Bear Hook False
Bull Hook False
Stretch 2-3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1605-6
2.618 1581-2
1.618 1566-2
1.000 1557-0
0.618 1551-2
HIGH 1542-0
0.618 1536-2
0.500 1534-4
0.382 1532-6
LOW 1527-0
0.618 1517-6
1.000 1512-0
1.618 1502-6
2.618 1487-6
4.250 1463-2
Fisher Pivots for day following 02-Nov-2012
Pivot 1 day 3 day
R1 1534-4 1548-0
PP 1532-0 1541-0
S1 1529-4 1534-0

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

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