CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 1753-0 1761-0 8-0 0.5% 1740-6
High 1771-2 1763-2 -8-0 -0.5% 1771-2
Low 1735-2 1745-4 10-2 0.6% 1701-0
Close 1763-4 1756-4 -7-0 -0.4% 1756-4
Range 36-0 17-6 -18-2 -50.7% 70-2
ATR 39-6 38-2 -1-4 -3.9% 0-0
Volume 72,605 95,892 23,287 32.1% 495,411
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1808-3 1800-1 1766-2
R3 1790-5 1782-3 1761-3
R2 1772-7 1772-7 1759-6
R1 1764-5 1764-5 1758-1 1759-7
PP 1755-1 1755-1 1755-1 1752-6
S1 1746-7 1746-7 1754-7 1742-1
S2 1737-3 1737-3 1753-2
S3 1719-5 1729-1 1751-5
S4 1701-7 1711-3 1746-6
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1953-5 1925-3 1795-1
R3 1883-3 1855-1 1775-7
R2 1813-1 1813-1 1769-3
R1 1784-7 1784-7 1763-0 1799-0
PP 1742-7 1742-7 1742-7 1750-0
S1 1714-5 1714-5 1750-0 1728-6
S2 1672-5 1672-5 1743-5
S3 1602-3 1644-3 1737-1
S4 1532-1 1574-1 1717-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1771-2 1701-0 70-2 4.0% 33-4 1.9% 79% False False 99,082
10 1771-2 1641-0 130-2 7.4% 35-0 2.0% 89% False False 104,280
20 1771-2 1555-2 216-0 12.3% 36-0 2.1% 93% False False 102,920
40 1771-2 1505-2 266-0 15.1% 42-7 2.4% 94% False False 124,626
60 1771-2 1302-2 469-0 26.7% 38-3 2.2% 97% False False 117,827
80 1771-2 1244-6 526-4 30.0% 36-0 2.1% 97% False False 103,121
100 1771-2 1244-6 526-4 30.0% 33-1 1.9% 97% False False 92,157
120 1771-2 1244-6 526-4 30.0% 31-0 1.8% 97% False False 83,235
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 8-7
Narrowest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 1838-6
2.618 1809-6
1.618 1792-0
1.000 1781-0
0.618 1774-2
HIGH 1763-2
0.618 1756-4
0.500 1754-3
0.382 1752-2
LOW 1745-4
0.618 1734-4
1.000 1727-6
1.618 1716-6
2.618 1699-0
4.250 1670-0
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 1755-6 1752-2
PP 1755-1 1748-1
S1 1754-3 1743-7

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

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