CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 1338-0 1325-0 -13-0 -1.0% 1265-0
High 1340-4 1349-2 8-6 0.7% 1344-4
Low 1315-0 1320-4 5-4 0.4% 1244-6
Close 1332-4 1331-2 -1-2 -0.1% 1332-4
Range 25-4 28-6 3-2 12.7% 99-6
ATR 27-6 27-7 0-1 0.3% 0-0
Volume 85,315 92,331 7,016 8.2% 330,040
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 1419-7 1404-3 1347-0
R3 1391-1 1375-5 1339-1
R2 1362-3 1362-3 1336-4
R1 1346-7 1346-7 1333-7 1354-5
PP 1333-5 1333-5 1333-5 1337-4
S1 1318-1 1318-1 1328-5 1325-7
S2 1304-7 1304-7 1326-0
S3 1276-1 1289-3 1323-3
S4 1247-3 1260-5 1315-4
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1606-4 1569-2 1387-3
R3 1506-6 1469-4 1359-7
R2 1407-0 1407-0 1350-6
R1 1369-6 1369-6 1341-5 1388-3
PP 1307-2 1307-2 1307-2 1316-4
S1 1270-0 1270-0 1323-3 1288-5
S2 1207-4 1207-4 1314-2
S3 1107-6 1170-2 1305-1
S4 1008-0 1070-4 1277-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1349-2 1263-4 85-6 6.4% 30-5 2.3% 79% True False 70,011
10 1349-2 1244-6 104-4 7.8% 28-7 2.2% 83% True False 62,180
20 1349-2 1244-6 104-4 7.8% 27-5 2.1% 83% True False 61,824
40 1394-4 1244-6 149-6 11.2% 25-6 1.9% 58% False False 56,014
60 1397-0 1244-6 152-2 11.4% 24-1 1.8% 57% False False 50,648
80 1397-0 1244-6 152-2 11.4% 21-3 1.6% 57% False False 44,059
100 1397-0 1179-4 217-4 16.3% 20-4 1.5% 70% False False 38,116
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 4-3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1471-4
2.618 1424-4
1.618 1395-6
1.000 1378-0
0.618 1367-0
HIGH 1349-2
0.618 1338-2
0.500 1334-7
0.382 1331-4
LOW 1320-4
0.618 1302-6
1.000 1291-6
1.618 1274-0
2.618 1245-2
4.250 1198-2
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 1334-7 1328-4
PP 1333-5 1325-6
S1 1332-4 1323-0

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

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