CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 1610-2 1565-4 -44-6 -2.8% 1690-6
High 1615-0 1612-0 -3-0 -0.2% 1691-4
Low 1561-4 1550-6 -10-6 -0.7% 1536-0
Close 1567-4 1601-6 34-2 2.2% 1601-6
Range 53-4 61-2 7-6 14.5% 155-4
ATR 47-7 48-6 1-0 2.0% 0-0
Volume 175,271 123,918 -51,353 -29.3% 849,514
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 1771-7 1748-1 1635-4
R3 1710-5 1686-7 1618-5
R2 1649-3 1649-3 1613-0
R1 1625-5 1625-5 1607-3 1637-4
PP 1588-1 1588-1 1588-1 1594-1
S1 1564-3 1564-3 1596-1 1576-2
S2 1526-7 1526-7 1590-4
S3 1465-5 1503-1 1584-7
S4 1404-3 1441-7 1568-0
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 2076-2 1994-4 1687-2
R3 1920-6 1839-0 1644-4
R2 1765-2 1765-2 1630-2
R1 1683-4 1683-4 1616-0 1646-5
PP 1609-6 1609-6 1609-6 1591-2
S1 1528-0 1528-0 1587-4 1491-1
S2 1454-2 1454-2 1573-2
S3 1298-6 1372-4 1559-0
S4 1143-2 1217-0 1516-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1691-4 1536-0 155-4 9.7% 70-6 4.4% 42% False False 169,902
10 1691-4 1536-0 155-4 9.7% 56-7 3.5% 42% False False 156,744
20 1691-4 1401-0 290-4 18.1% 46-5 2.9% 69% False False 146,401
40 1691-4 1244-6 446-6 27.9% 38-0 2.4% 80% False False 117,728
60 1691-4 1244-6 446-6 27.9% 34-2 2.1% 80% False False 97,744
80 1691-4 1244-6 446-6 27.9% 30-6 1.9% 80% False False 84,218
100 1691-4 1244-6 446-6 27.9% 28-4 1.8% 80% False False 74,716
120 1691-4 1225-6 465-6 29.1% 26-1 1.6% 81% False False 65,557
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 9-3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1872-2
2.618 1772-3
1.618 1711-1
1.000 1673-2
0.618 1649-7
HIGH 1612-0
0.618 1588-5
0.500 1581-3
0.382 1574-1
LOW 1550-6
0.618 1512-7
1.000 1489-4
1.618 1451-5
2.618 1390-3
4.250 1290-4
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 1595-0 1594-4
PP 1588-1 1587-2
S1 1581-3 1580-0

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

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