CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 06-Aug-2012
Day Change Summary
Previous Current
03-Aug-2012 06-Aug-2012 Change Change % Previous Week
Open 1617-2 1601-0 -16-2 -1.0% 1620-2
High 1638-4 1601-6 -36-6 -2.2% 1663-2
Low 1602-2 1575-6 -26-4 -1.7% 1595-0
Close 1628-6 1584-2 -44-4 -2.7% 1628-6
Range 36-2 26-0 -10-2 -28.3% 68-2
ATR 48-0 48-3 0-3 0.7% 0-0
Volume 99,207 116,754 17,547 17.7% 615,875
Daily Pivots for day following 06-Aug-2012
Classic Woodie Camarilla DeMark
R4 1665-2 1650-6 1598-4
R3 1639-2 1624-6 1591-3
R2 1613-2 1613-2 1589-0
R1 1598-6 1598-6 1586-5 1593-0
PP 1587-2 1587-2 1587-2 1584-3
S1 1572-6 1572-6 1581-7 1567-0
S2 1561-2 1561-2 1579-4
S3 1535-2 1546-6 1577-1
S4 1509-2 1520-6 1570-0
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 1575-6 87-4 5.5% 42-1 2.7% 10% False True 125,587
10 1663-2 1536-0 127-2 8.0% 52-0 3.3% 38% False False 140,690
20 1691-4 1505-2 186-2 11.8% 48-4 3.1% 42% False False 146,584
40 1691-4 1302-2 389-2 24.6% 39-4 2.5% 72% False False 126,067
60 1691-4 1244-6 446-6 28.2% 35-7 2.3% 76% False False 104,251
80 1691-4 1244-6 446-6 28.2% 32-4 2.1% 76% False False 90,390
100 1691-4 1244-6 446-6 28.2% 30-1 1.9% 76% False False 80,173
120 1691-4 1244-6 446-6 28.2% 27-2 1.7% 76% False False 70,801
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 10-2
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1712-2
2.618 1669-7
1.618 1643-7
1.000 1627-6
0.618 1617-7
HIGH 1601-6
0.618 1591-7
0.500 1588-6
0.382 1585-5
LOW 1575-6
0.618 1559-5
1.000 1549-6
1.618 1533-5
2.618 1507-5
4.250 1465-2
Fisher Pivots for day following 06-Aug-2012
Pivot 1 day 3 day
R1 1588-6 1610-6
PP 1587-2 1601-7
S1 1585-6 1593-1

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

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