CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 27-Jun-2012
Day Change Summary
Previous Current
26-Jun-2012 27-Jun-2012 Change Change % Previous Week
Open 1433-4 1415-4 -18-0 -1.3% 1324-2
High 1438-6 1439-6 1-0 0.1% 1395-6
Low 1406-2 1408-6 2-4 0.2% 1317-6
Close 1413-2 1412-0 -1-2 -0.1% 1375-4
Range 32-4 31-0 -1-4 -4.6% 78-0
ATR 30-5 30-5 0-0 0.1% 0-0
Volume 154,826 134,419 -20,407 -13.2% 497,391
Daily Pivots for day following 27-Jun-2012
Classic Woodie Camarilla DeMark
R4 1513-1 1493-5 1429-0
R3 1482-1 1462-5 1420-4
R2 1451-1 1451-1 1417-5
R1 1431-5 1431-5 1414-7 1425-7
PP 1420-1 1420-1 1420-1 1417-2
S1 1400-5 1400-5 1409-1 1394-7
S2 1389-1 1389-1 1406-3
S3 1358-1 1369-5 1403-4
S4 1327-1 1338-5 1395-0
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 1597-0 1564-2 1418-3
R3 1519-0 1486-2 1397-0
R2 1441-0 1441-0 1389-6
R1 1408-2 1408-2 1382-5 1424-5
PP 1363-0 1363-0 1363-0 1371-2
S1 1330-2 1330-2 1368-3 1346-5
S2 1285-0 1285-0 1361-2
S3 1207-0 1252-2 1354-0
S4 1129-0 1174-2 1332-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1439-6 1364-4 75-2 5.3% 30-2 2.1% 63% True False 112,206
10 1439-6 1302-2 137-4 9.7% 29-1 2.1% 80% True False 100,975
20 1439-6 1244-6 195-0 13.8% 29-5 2.1% 86% True False 85,570
40 1439-6 1244-6 195-0 13.8% 28-0 2.0% 86% True False 71,815
60 1439-6 1244-6 195-0 13.8% 25-2 1.8% 86% True False 62,372
80 1439-6 1244-6 195-0 13.8% 23-6 1.7% 86% True False 55,596
100 1439-6 1225-6 214-0 15.2% 21-7 1.5% 87% True False 48,318
120 1439-6 1163-4 276-2 19.6% 21-5 1.5% 90% True False 42,352
Crabel Price Patterns
NR True
NR4 False
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 4-4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1571-4
2.618 1520-7
1.618 1489-7
1.000 1470-6
0.618 1458-7
HIGH 1439-6
0.618 1427-7
0.500 1424-2
0.382 1420-5
LOW 1408-6
0.618 1389-5
1.000 1377-6
1.618 1358-5
2.618 1327-5
4.250 1277-0
Fisher Pivots for day following 27-Jun-2012
Pivot 1 day 3 day
R1 1424-2 1419-1
PP 1420-1 1416-6
S1 1416-1 1414-3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.