CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 23-Feb-2012
Day Change Summary
Previous Current
22-Feb-2012 23-Feb-2012 Change Change % Previous Week
Open 1259-0 1261-6 2-6 0.2% 1244-4
High 1264-0 1268-6 4-6 0.4% 1266-2
Low 1252-2 1257-4 5-2 0.4% 1242-4
Close 1264-0 1267-6 3-6 0.3% 1262-0
Range 11-6 11-2 -0-4 -4.3% 23-6
ATR 17-2 16-7 -0-3 -2.5% 0-0
Volume 18,980 17,349 -1,631 -8.6% 92,901
Daily Pivots for day following 23-Feb-2012
Classic Woodie Camarilla DeMark
R4 1298-3 1294-3 1274-0
R3 1287-1 1283-1 1270-7
R2 1275-7 1275-7 1269-6
R1 1271-7 1271-7 1268-6 1273-7
PP 1264-5 1264-5 1264-5 1265-6
S1 1260-5 1260-5 1266-6 1262-5
S2 1253-3 1253-3 1265-6
S3 1242-1 1249-3 1264-5
S4 1230-7 1238-1 1261-4
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 1328-1 1318-7 1275-0
R3 1304-3 1295-1 1268-4
R2 1280-5 1280-5 1266-3
R1 1271-3 1271-3 1264-1 1276-0
PP 1256-7 1256-7 1256-7 1259-2
S1 1247-5 1247-5 1259-7 1252-2
S2 1233-1 1233-1 1257-5
S3 1209-3 1223-7 1255-4
S4 1185-5 1200-1 1249-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1268-6 1245-0 23-6 1.9% 14-2 1.1% 96% True False 18,109
10 1268-6 1225-6 43-0 3.4% 15-1 1.2% 98% True False 17,678
20 1268-6 1193-0 75-6 6.0% 15-4 1.2% 99% True False 15,279
40 1268-6 1163-4 105-2 8.3% 18-5 1.5% 99% True False 13,106
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 4-0
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1316-4
2.618 1298-2
1.618 1287-0
1.000 1280-0
0.618 1275-6
HIGH 1268-6
0.618 1264-4
0.500 1263-1
0.382 1261-6
LOW 1257-4
0.618 1250-4
1.000 1246-2
1.618 1239-2
2.618 1228-0
4.250 1209-6
Fisher Pivots for day following 23-Feb-2012
Pivot 1 day 3 day
R1 1266-2 1265-1
PP 1264-5 1262-4
S1 1263-1 1259-7

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

View Archives - Comment on this page... - Back to Index of Symbols