CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 30-Jul-2012
Day Change Summary
Previous Current
27-Jul-2012 30-Jul-2012 Change Change % Previous Week
Open 1565-4 1620-2 54-6 3.5% 1690-6
High 1612-0 1648-0 36-0 2.2% 1691-4
Low 1550-6 1617-4 66-6 4.3% 1536-0
Close 1601-6 1643-4 41-6 2.6% 1601-6
Range 61-2 30-4 -30-6 -50.2% 155-4
ATR 48-6 48-5 -0-1 -0.4% 0-0
Volume 123,918 104,693 -19,225 -15.5% 849,514
Daily Pivots for day following 30-Jul-2012
Classic Woodie Camarilla DeMark
R4 1727-7 1716-1 1660-2
R3 1697-3 1685-5 1651-7
R2 1666-7 1666-7 1649-1
R1 1655-1 1655-1 1646-2 1661-0
PP 1636-3 1636-3 1636-3 1639-2
S1 1624-5 1624-5 1640-6 1630-4
S2 1605-7 1605-7 1637-7
S3 1575-3 1594-1 1635-1
S4 1544-7 1563-5 1626-6
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 1648-0 1536-0 112-0 6.8% 61-6 3.8% 96% True False 155,794
10 1691-4 1536-0 155-4 9.5% 56-7 3.5% 69% False False 157,072
20 1691-4 1430-4 261-0 15.9% 46-3 2.8% 82% False False 146,549
40 1691-4 1244-6 446-6 27.2% 38-0 2.3% 89% False False 118,620
60 1691-4 1244-6 446-6 27.2% 34-4 2.1% 89% False False 98,253
80 1691-4 1244-6 446-6 27.2% 31-0 1.9% 89% False False 84,729
100 1691-4 1244-6 446-6 27.2% 28-6 1.7% 89% False False 75,510
120 1691-4 1225-6 465-6 28.3% 26-2 1.6% 90% False False 66,287
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9-4
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1777-5
2.618 1727-7
1.618 1697-3
1.000 1678-4
0.618 1666-7
HIGH 1648-0
0.618 1636-3
0.500 1632-6
0.382 1629-1
LOW 1617-4
0.618 1598-5
1.000 1587-0
1.618 1568-1
2.618 1537-5
4.250 1487-7
Fisher Pivots for day following 30-Jul-2012
Pivot 1 day 3 day
R1 1639-7 1628-6
PP 1636-3 1614-1
S1 1632-6 1599-3

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

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