CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 10-Jan-2012
Day Change Summary
Previous Current
09-Jan-2012 10-Jan-2012 Change Change % Previous Week
Open 1191-2 1218-6 27-4 2.3% 1223-0
High 1223-2 1224-0 0-6 0.1% 1231-0
Low 1189-6 1210-0 20-2 1.7% 1188-4
Close 1221-6 1222-4 0-6 0.1% 1191-2
Range 33-4 14-0 -19-4 -58.2% 42-4
ATR
Volume 5,028 10,670 5,642 112.2% 40,689
Daily Pivots for day following 10-Jan-2012
Classic Woodie Camarilla DeMark
R4 1260-7 1255-5 1230-2
R3 1246-7 1241-5 1226-3
R2 1232-7 1232-7 1225-1
R1 1227-5 1227-5 1223-6 1230-2
PP 1218-7 1218-7 1218-7 1220-1
S1 1213-5 1213-5 1221-2 1216-2
S2 1204-7 1204-7 1219-7
S3 1190-7 1199-5 1218-5
S4 1176-7 1185-5 1214-6
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1331-1 1303-5 1214-5
R3 1288-5 1261-1 1203-0
R2 1246-1 1246-1 1199-0
R1 1218-5 1218-5 1195-1 1211-1
PP 1203-5 1203-5 1203-5 1199-6
S1 1176-1 1176-1 1187-3 1168-5
S2 1161-1 1161-1 1183-4
S3 1118-5 1133-5 1179-4
S4 1076-1 1091-1 1167-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1224-4 1188-4 36-0 2.9% 21-0 1.7% 94% False False 10,317
10 1231-0 1185-2 45-6 3.7% 20-2 1.7% 81% False False 8,091
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 5-4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1283-4
2.618 1260-5
1.618 1246-5
1.000 1238-0
0.618 1232-5
HIGH 1224-0
0.618 1218-5
0.500 1217-0
0.382 1215-3
LOW 1210-0
0.618 1201-3
1.000 1196-0
1.618 1187-3
2.618 1173-3
4.250 1150-4
Fisher Pivots for day following 10-Jan-2012
Pivot 1 day 3 day
R1 1220-5 1217-1
PP 1218-7 1211-5
S1 1217-0 1206-2

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

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