CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 1690-6 1624-2 -66-4 -3.9% 1569-4
High 1691-4 1628-0 -63-4 -3.8% 1691-0
Low 1616-2 1552-2 -64-0 -4.0% 1568-0
Close 1622-2 1569-4 -52-6 -3.3% 1686-2
Range 75-2 75-6 0-4 0.7% 123-0
ATR 41-7 44-2 2-3 5.8% 0-0
Volume 175,237 184,410 9,173 5.2% 717,930
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 1810-4 1765-6 1611-1
R3 1734-6 1690-0 1590-3
R2 1659-0 1659-0 1583-3
R1 1614-2 1614-2 1576-4 1598-6
PP 1583-2 1583-2 1583-2 1575-4
S1 1538-4 1538-4 1562-4 1523-0
S2 1507-4 1507-4 1555-5
S3 1431-6 1462-6 1548-5
S4 1356-0 1387-0 1527-7
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 1552-2 139-2 8.9% 60-5 3.9% 12% False True 171,510
10 1691-4 1505-2 186-2 11.9% 50-2 3.2% 34% False False 155,095
20 1691-4 1392-6 298-6 19.0% 41-1 2.6% 59% False False 142,458
40 1691-4 1244-6 446-6 28.5% 34-7 2.2% 73% False False 108,742
60 1691-4 1244-6 446-6 28.5% 32-1 2.0% 73% False False 91,978
80 1691-4 1244-6 446-6 28.5% 29-1 1.9% 73% False False 80,800
100 1691-4 1244-6 446-6 28.5% 26-7 1.7% 73% False False 70,493
120 1691-4 1220-0 471-4 30.0% 24-6 1.6% 74% False False 61,832
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9-2
Widest range in 148 trading days
Fibonacci Retracements and Extensions
4.250 1950-0
2.618 1826-3
1.618 1750-5
1.000 1703-6
0.618 1674-7
HIGH 1628-0
0.618 1599-1
0.500 1590-1
0.382 1581-1
LOW 1552-2
0.618 1505-3
1.000 1476-4
1.618 1429-5
2.618 1353-7
4.250 1230-2
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 1590-1 1621-7
PP 1583-2 1604-3
S1 1576-3 1587-0

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

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