CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 20-Aug-2012
Day Change Summary
Previous Current
17-Aug-2012 20-Aug-2012 Change Change % Previous Week
Open 1624-2 1646-0 21-6 1.3% 1633-0
High 1647-4 1685-0 37-4 2.3% 1652-0
Low 1620-4 1641-0 20-4 1.3% 1587-0
Close 1645-6 1683-4 37-6 2.3% 1645-6
Range 27-0 44-0 17-0 63.0% 65-0
ATR 42-7 42-7 0-1 0.2% 0-0
Volume 66,997 97,505 30,508 45.5% 426,030
Daily Pivots for day following 20-Aug-2012
Classic Woodie Camarilla DeMark
R4 1801-7 1786-5 1707-6
R3 1757-7 1742-5 1695-5
R2 1713-7 1713-7 1691-5
R1 1698-5 1698-5 1687-4 1706-2
PP 1669-7 1669-7 1669-7 1673-5
S1 1654-5 1654-5 1679-4 1662-2
S2 1625-7 1625-7 1675-3
S3 1581-7 1610-5 1671-3
S4 1537-7 1566-5 1659-2
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1823-2 1799-4 1681-4
R3 1758-2 1734-4 1663-5
R2 1693-2 1693-2 1657-5
R1 1669-4 1669-4 1651-6 1681-3
PP 1628-2 1628-2 1628-2 1634-2
S1 1604-4 1604-4 1639-6 1616-3
S2 1563-2 1563-2 1633-7
S3 1498-2 1539-4 1627-7
S4 1433-2 1474-4 1610-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1685-0 1587-0 98-0 5.8% 31-7 1.9% 98% True False 84,378
10 1685-0 1555-2 129-6 7.7% 38-6 2.3% 99% True False 99,635
20 1685-0 1536-0 149-0 8.9% 45-3 2.7% 99% True False 120,163
40 1691-4 1392-6 298-6 17.7% 42-3 2.5% 97% False False 128,774
60 1691-4 1244-6 446-6 26.5% 37-4 2.2% 98% False False 110,274
80 1691-4 1244-6 446-6 26.5% 34-6 2.1% 98% False False 97,332
100 1691-4 1244-6 446-6 26.5% 32-2 1.9% 98% False False 87,243
120 1691-4 1244-6 446-6 26.5% 29-3 1.7% 98% False False 77,395
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9-0
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1872-0
2.618 1800-2
1.618 1756-2
1.000 1729-0
0.618 1712-2
HIGH 1685-0
0.618 1668-2
0.500 1663-0
0.382 1657-6
LOW 1641-0
0.618 1613-6
1.000 1597-0
1.618 1569-6
2.618 1525-6
4.250 1454-0
Fisher Pivots for day following 20-Aug-2012
Pivot 1 day 3 day
R1 1676-5 1673-1
PP 1669-7 1662-5
S1 1663-0 1652-2

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

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