CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 1652-0 1690-6 38-6 2.3% 1569-4
High 1691-0 1691-4 0-4 0.0% 1691-0
Low 1645-0 1616-2 -28-6 -1.7% 1568-0
Close 1686-2 1622-2 -64-0 -3.8% 1686-2
Range 46-0 75-2 29-2 63.6% 123-0
ATR 39-2 41-7 2-5 6.6% 0-0
Volume 212,731 175,237 -37,494 -17.6% 717,930
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 1869-1 1820-7 1663-5
R3 1793-7 1745-5 1643-0
R2 1718-5 1718-5 1636-0
R1 1670-3 1670-3 1629-1 1656-7
PP 1643-3 1643-3 1643-3 1636-4
S1 1595-1 1595-1 1615-3 1581-5
S2 1568-1 1568-1 1608-4
S3 1492-7 1519-7 1601-4
S4 1417-5 1444-5 1580-7
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 2017-3 1974-7 1753-7
R3 1894-3 1851-7 1720-1
R2 1771-3 1771-3 1708-6
R1 1728-7 1728-7 1697-4 1750-1
PP 1648-3 1648-3 1648-3 1659-0
S1 1605-7 1605-7 1675-0 1627-1
S2 1525-3 1525-3 1663-6
S3 1402-3 1482-7 1652-3
S4 1279-3 1359-7 1618-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1691-4 1575-2 116-2 7.2% 51-7 3.2% 40% True False 158,351
10 1691-4 1505-2 186-2 11.5% 45-1 2.8% 63% True False 152,478
20 1691-4 1392-6 298-6 18.4% 39-2 2.4% 77% True False 137,385
40 1691-4 1244-6 446-6 27.5% 33-4 2.1% 84% True False 105,330
60 1691-4 1244-6 446-6 27.5% 31-1 1.9% 84% True False 89,722
80 1691-4 1244-6 446-6 27.5% 29-0 1.8% 84% True False 79,013
100 1691-4 1244-6 446-6 27.5% 26-2 1.6% 84% True False 68,841
120 1691-4 1210-4 481-0 29.7% 24-2 1.5% 86% True False 60,391
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9-6
Widest range in 147 trading days
Fibonacci Retracements and Extensions
4.250 2011-2
2.618 1888-4
1.618 1813-2
1.000 1766-6
0.618 1738-0
HIGH 1691-4
0.618 1662-6
0.500 1653-7
0.382 1645-0
LOW 1616-2
0.618 1569-6
1.000 1541-0
1.618 1494-4
2.618 1419-2
4.250 1296-4
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 1653-7 1652-4
PP 1643-3 1642-3
S1 1632-6 1632-3

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

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