CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 22-Aug-2012
Day Change Summary
Previous Current
21-Aug-2012 22-Aug-2012 Change Change % Previous Week
Open 1685-0 1730-2 45-2 2.7% 1633-0
High 1734-0 1734-2 0-2 0.0% 1652-0
Low 1681-0 1715-4 34-4 2.1% 1587-0
Close 1732-4 1727-6 -4-6 -0.3% 1645-6
Range 53-0 18-6 -34-2 -64.6% 65-0
ATR 43-5 41-7 -1-6 -4.1% 0-0
Volume 136,639 98,252 -38,387 -28.1% 426,030
Daily Pivots for day following 22-Aug-2012
Classic Woodie Camarilla DeMark
R4 1782-1 1773-5 1738-0
R3 1763-3 1754-7 1732-7
R2 1744-5 1744-5 1731-2
R1 1736-1 1736-1 1729-4 1731-0
PP 1725-7 1725-7 1725-7 1723-2
S1 1717-3 1717-3 1726-0 1712-2
S2 1707-1 1707-1 1724-2
S3 1688-3 1698-5 1722-5
S4 1669-5 1679-7 1717-4
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 1734-2 1619-4 114-6 6.6% 33-2 1.9% 94% True False 97,426
10 1734-2 1576-4 157-6 9.1% 38-7 2.2% 96% True False 101,633
20 1734-2 1550-6 183-4 10.6% 40-6 2.4% 96% True False 113,153
40 1734-2 1392-6 341-4 19.8% 42-3 2.5% 98% True False 128,702
60 1734-2 1244-6 489-4 28.3% 38-0 2.2% 99% True False 112,799
80 1734-2 1244-6 489-4 28.3% 35-0 2.0% 99% True False 99,114
100 1734-2 1244-6 489-4 28.3% 32-0 1.9% 99% True False 88,336
120 1734-2 1244-6 489-4 28.3% 29-6 1.7% 99% True False 79,010
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 6-5
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 1814-0
2.618 1783-3
1.618 1764-5
1.000 1753-0
0.618 1745-7
HIGH 1734-2
0.618 1727-1
0.500 1724-7
0.382 1722-5
LOW 1715-4
0.618 1703-7
1.000 1696-6
1.618 1685-1
2.618 1666-3
4.250 1635-6
Fisher Pivots for day following 22-Aug-2012
Pivot 1 day 3 day
R1 1726-6 1714-3
PP 1725-7 1701-0
S1 1724-7 1687-5

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

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