CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 28-Jun-2012
Day Change Summary
Previous Current
27-Jun-2012 28-Jun-2012 Change Change % Previous Week
Open 1415-4 1415-4 0-0 0.0% 1324-2
High 1439-6 1422-4 -17-2 -1.2% 1395-6
Low 1408-6 1392-6 -16-0 -1.1% 1317-6
Close 1412-0 1403-4 -8-4 -0.6% 1375-4
Range 31-0 29-6 -1-2 -4.0% 78-0
ATR 30-5 30-5 -0-1 -0.2% 0-0
Volume 134,419 121,771 -12,648 -9.4% 497,391
Daily Pivots for day following 28-Jun-2012
Classic Woodie Camarilla DeMark
R4 1495-4 1479-2 1419-7
R3 1465-6 1449-4 1411-5
R2 1436-0 1436-0 1409-0
R1 1419-6 1419-6 1406-2 1413-0
PP 1406-2 1406-2 1406-2 1402-7
S1 1390-0 1390-0 1400-6 1383-2
S2 1376-4 1376-4 1398-0
S3 1346-6 1360-2 1395-3
S4 1317-0 1330-4 1387-1
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 5.4% 31-4 2.2% 52% False False 117,675
10 1439-6 1306-6 133-0 9.5% 29-7 2.1% 73% False False 105,259
20 1439-6 1244-6 195-0 13.9% 29-4 2.1% 81% False False 89,054
40 1439-6 1244-6 195-0 13.9% 28-0 2.0% 81% False False 73,415
60 1439-6 1244-6 195-0 13.9% 25-4 1.8% 81% False False 63,490
80 1439-6 1244-6 195-0 13.9% 24-0 1.7% 81% False False 56,794
100 1439-6 1225-6 214-0 15.2% 22-0 1.6% 83% False False 49,388
120 1439-6 1163-4 276-2 19.7% 21-4 1.5% 87% False False 43,325
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 4-7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1549-0
2.618 1500-3
1.618 1470-5
1.000 1452-2
0.618 1440-7
HIGH 1422-4
0.618 1411-1
0.500 1407-5
0.382 1404-1
LOW 1392-6
0.618 1374-3
1.000 1363-0
1.618 1344-5
2.618 1314-7
4.250 1266-2
Fisher Pivots for day following 28-Jun-2012
Pivot 1 day 3 day
R1 1407-5 1416-2
PP 1406-2 1412-0
S1 1404-7 1407-6

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

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