CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 16-Aug-2012
Day Change Summary
Previous Current
15-Aug-2012 16-Aug-2012 Change Change % Previous Week
Open 1598-0 1635-0 37-0 2.3% 1601-0
High 1636-0 1643-2 7-2 0.4% 1668-0
Low 1597-2 1619-4 22-2 1.4% 1555-2
Close 1634-4 1625-2 -9-2 -0.6% 1643-6
Range 38-6 23-6 -15-0 -38.7% 112-6
ATR 45-5 44-0 -1-4 -3.4% 0-0
Volume 82,301 87,741 5,440 6.6% 589,576
Daily Pivots for day following 16-Aug-2012
Classic Woodie Camarilla DeMark
R4 1700-5 1686-5 1638-2
R3 1676-7 1662-7 1631-6
R2 1653-1 1653-1 1629-5
R1 1639-1 1639-1 1627-3 1634-2
PP 1629-3 1629-3 1629-3 1626-7
S1 1615-3 1615-3 1623-1 1610-4
S2 1605-5 1605-5 1620-7
S3 1581-7 1591-5 1618-6
S4 1558-1 1567-7 1612-2
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1960-5 1914-7 1705-6
R3 1847-7 1802-1 1674-6
R2 1735-1 1735-1 1664-3
R1 1689-3 1689-3 1654-1 1712-2
PP 1622-3 1622-3 1622-3 1633-6
S1 1576-5 1576-5 1633-3 1599-4
S2 1509-5 1509-5 1623-1
S3 1396-7 1463-7 1612-6
S4 1284-1 1351-1 1581-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1668-0 1587-0 81-0 5.0% 37-7 2.3% 47% False False 100,579
10 1668-0 1555-2 112-6 6.9% 37-7 2.3% 62% False False 104,781
20 1691-4 1536-0 155-4 9.6% 47-7 2.9% 57% False False 131,336
40 1691-4 1364-4 327-0 20.1% 41-6 2.6% 80% False False 129,382
60 1691-4 1244-6 446-6 27.5% 37-1 2.3% 85% False False 109,702
80 1691-4 1244-6 446-6 27.5% 34-2 2.1% 85% False False 96,859
100 1691-4 1244-6 446-6 27.5% 32-0 2.0% 85% False False 86,268
120 1691-4 1244-6 446-6 27.5% 29-0 1.8% 85% False False 76,470
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 9-5
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1744-2
2.618 1705-3
1.618 1681-5
1.000 1667-0
0.618 1657-7
HIGH 1643-2
0.618 1634-1
0.500 1631-3
0.382 1628-5
LOW 1619-4
0.618 1604-7
1.000 1595-6
1.618 1581-1
2.618 1557-3
4.250 1518-4
Fisher Pivots for day following 16-Aug-2012
Pivot 1 day 3 day
R1 1631-3 1621-7
PP 1629-3 1618-4
S1 1627-2 1615-1

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

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