CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 28-Aug-2012
Day Change Summary
Previous Current
27-Aug-2012 28-Aug-2012 Change Change % Previous Week
Open 1740-6 1723-2 -17-4 -1.0% 1646-0
High 1760-4 1731-0 -29-4 -1.7% 1744-6
Low 1714-0 1701-0 -13-0 -0.8% 1641-0
Close 1718-6 1722-2 3-4 0.2% 1731-4
Range 46-4 30-0 -16-4 -35.5% 103-6
ATR 41-1 40-2 -0-6 -1.9% 0-0
Volume 124,767 109,943 -14,824 -11.9% 547,393
Daily Pivots for day following 28-Aug-2012
Classic Woodie Camarilla DeMark
R4 1808-1 1795-1 1738-6
R3 1778-1 1765-1 1730-4
R2 1748-1 1748-1 1727-6
R1 1735-1 1735-1 1725-0 1726-5
PP 1718-1 1718-1 1718-1 1713-6
S1 1705-1 1705-1 1719-4 1696-5
S2 1688-1 1688-1 1716-6
S3 1658-1 1675-1 1714-0
S4 1628-1 1645-1 1705-6
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 2017-0 1978-0 1788-4
R3 1913-2 1874-2 1760-0
R2 1809-4 1809-4 1750-4
R1 1770-4 1770-4 1741-0 1790-0
PP 1705-6 1705-6 1705-6 1715-4
S1 1666-6 1666-6 1722-0 1686-2
S2 1602-0 1602-0 1712-4
S3 1498-2 1563-0 1703-0
S4 1394-4 1459-2 1674-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1760-4 1701-0 59-4 3.5% 32-4 1.9% 36% False True 109,591
10 1760-4 1597-2 163-2 9.5% 34-7 2.0% 77% False False 101,914
20 1760-4 1555-2 205-2 11.9% 39-0 2.3% 81% False False 108,999
40 1760-4 1441-2 319-2 18.5% 42-7 2.5% 88% False False 127,664
60 1760-4 1263-4 497-0 28.9% 38-4 2.2% 92% False False 116,356
80 1760-4 1244-6 515-6 29.9% 35-6 2.1% 93% False False 101,801
100 1760-4 1244-6 515-6 29.9% 32-7 1.9% 93% False False 90,456
120 1760-4 1244-6 515-6 29.9% 30-5 1.8% 93% False False 81,925
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 7-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1858-4
2.618 1809-4
1.618 1779-4
1.000 1761-0
0.618 1749-4
HIGH 1731-0
0.618 1719-4
0.500 1716-0
0.382 1712-4
LOW 1701-0
0.618 1682-4
1.000 1671-0
1.618 1652-4
2.618 1622-4
4.250 1573-4
Fisher Pivots for day following 28-Aug-2012
Pivot 1 day 3 day
R1 1720-1 1730-6
PP 1718-1 1727-7
S1 1716-0 1725-1

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

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