CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 03-Aug-2012
Day Change Summary
Previous Current
02-Aug-2012 03-Aug-2012 Change Change % Previous Week
Open 1636-6 1617-2 -19-4 -1.2% 1620-2
High 1645-6 1638-4 -7-2 -0.4% 1663-2
Low 1595-0 1602-2 7-2 0.5% 1595-0
Close 1616-4 1628-6 12-2 0.8% 1628-6
Range 50-6 36-2 -14-4 -28.6% 68-2
ATR 48-7 48-0 -0-7 -1.8% 0-0
Volume 121,101 99,207 -21,894 -18.1% 615,875
Daily Pivots for day following 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 1731-7 1716-5 1648-6
R3 1695-5 1680-3 1638-6
R2 1659-3 1659-3 1635-3
R1 1644-1 1644-1 1632-1 1651-6
PP 1623-1 1623-1 1623-1 1627-0
S1 1607-7 1607-7 1625-3 1615-4
S2 1586-7 1586-7 1622-1
S3 1550-5 1571-5 1618-6
S4 1514-3 1535-3 1608-6
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 1833-6 1799-4 1666-2
R3 1765-4 1731-2 1647-4
R2 1697-2 1697-2 1641-2
R1 1663-0 1663-0 1635-0 1680-1
PP 1629-0 1629-0 1629-0 1637-4
S1 1594-6 1594-6 1622-4 1611-7
S2 1560-6 1560-6 1616-2
S3 1492-4 1526-4 1610-0
S4 1424-2 1458-2 1591-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1663-2 1595-0 68-2 4.2% 43-0 2.6% 49% False False 123,175
10 1691-4 1536-0 155-4 9.5% 56-7 3.5% 60% False False 146,538
20 1691-4 1505-2 186-2 11.4% 49-5 3.0% 66% False False 146,332
40 1691-4 1302-2 389-2 23.9% 39-4 2.4% 84% False False 125,281
60 1691-4 1244-6 446-6 27.4% 36-0 2.2% 86% False False 103,188
80 1691-4 1244-6 446-6 27.4% 32-3 2.0% 86% False False 89,466
100 1691-4 1244-6 446-6 27.4% 30-0 1.8% 86% False False 79,298
120 1691-4 1244-6 446-6 27.4% 27-2 1.7% 86% False False 69,993
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10-2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1792-4
2.618 1733-3
1.618 1697-1
1.000 1674-6
0.618 1660-7
HIGH 1638-4
0.618 1624-5
0.500 1620-3
0.382 1616-1
LOW 1602-2
0.618 1579-7
1.000 1566-0
1.618 1543-5
2.618 1507-3
4.250 1448-2
Fisher Pivots for day following 03-Aug-2012
Pivot 1 day 3 day
R1 1626-0 1628-3
PP 1623-1 1627-7
S1 1620-3 1627-4

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

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