CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 02-Aug-2012
Day Change Summary
Previous Current
01-Aug-2012 02-Aug-2012 Change Change % Previous Week
Open 1641-2 1636-6 -4-4 -0.3% 1690-6
High 1660-0 1645-6 -14-2 -0.9% 1691-4
Low 1595-6 1595-0 -0-6 0.0% 1536-0
Close 1629-0 1616-4 -12-4 -0.8% 1601-6
Range 64-2 50-6 -13-4 -21.0% 155-4
ATR 48-6 48-7 0-1 0.3% 0-0
Volume 161,963 121,101 -40,862 -25.2% 849,514
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 1771-3 1744-5 1644-3
R3 1720-5 1693-7 1630-4
R2 1669-7 1669-7 1625-6
R1 1643-1 1643-1 1621-1 1631-1
PP 1619-1 1619-1 1619-1 1613-0
S1 1592-3 1592-3 1611-7 1580-3
S2 1568-3 1568-3 1607-2
S3 1517-5 1541-5 1602-4
S4 1466-7 1490-7 1588-5
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 1663-2 1550-6 112-4 7.0% 48-0 3.0% 58% False False 128,117
10 1691-4 1536-0 155-4 9.6% 57-7 3.6% 52% False False 157,891
20 1691-4 1504-4 187-0 11.6% 49-0 3.0% 60% False False 149,243
40 1691-4 1296-6 394-6 24.4% 39-6 2.5% 81% False False 124,524
60 1691-4 1244-6 446-6 27.6% 35-7 2.2% 83% False False 102,639
80 1691-4 1244-6 446-6 27.6% 32-1 2.0% 83% False False 88,926
100 1691-4 1244-6 446-6 27.6% 29-6 1.8% 83% False False 78,628
120 1691-4 1244-6 446-6 27.6% 27-0 1.7% 83% False False 69,323
Crabel Price Patterns
NR True
NR4 False
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 9-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1861-4
2.618 1778-5
1.618 1727-7
1.000 1696-4
0.618 1677-1
HIGH 1645-6
0.618 1626-3
0.500 1620-3
0.382 1614-3
LOW 1595-0
0.618 1563-5
1.000 1544-2
1.618 1512-7
2.618 1462-1
4.250 1379-2
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 1620-3 1629-1
PP 1619-1 1624-7
S1 1617-6 1620-6

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

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