CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 05-Sep-2012
Day Change Summary
Previous Current
04-Sep-2012 05-Sep-2012 Change Change % Previous Week
Open 1771-4 1766-6 -4-6 -0.3% 1740-6
High 1789-0 1769-6 -19-2 -1.1% 1771-2
Low 1755-4 1742-4 -13-0 -0.7% 1701-0
Close 1768-2 1747-4 -20-6 -1.2% 1756-4
Range 33-4 27-2 -6-2 -18.7% 70-2
ATR 37-7 37-1 -0-6 -2.0% 0-0
Volume 133,443 105,401 -28,042 -21.0% 495,411
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 1835-0 1818-4 1762-4
R3 1807-6 1791-2 1755-0
R2 1780-4 1780-4 1752-4
R1 1764-0 1764-0 1750-0 1758-5
PP 1753-2 1753-2 1753-2 1750-4
S1 1736-6 1736-6 1745-0 1731-3
S2 1726-0 1726-0 1742-4
S3 1698-6 1709-4 1740-0
S4 1671-4 1682-2 1732-4
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 1789-0 1716-4 72-4 4.1% 30-3 1.7% 43% False False 99,909
10 1789-0 1701-0 88-0 5.0% 31-3 1.8% 53% False False 104,750
20 1789-0 1555-2 233-6 13.4% 35-5 2.0% 82% False False 103,279
40 1789-0 1505-2 283-6 16.2% 42-4 2.4% 85% False False 123,848
60 1789-0 1302-2 486-6 27.9% 38-3 2.2% 91% False False 118,847
80 1789-0 1244-6 544-2 31.1% 35-6 2.0% 92% False False 104,592
100 1789-0 1244-6 544-2 31.1% 33-3 1.9% 92% False False 93,714
120 1789-0 1244-6 544-2 31.1% 31-2 1.8% 92% False False 84,748
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 9-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1885-4
2.618 1841-1
1.618 1813-7
1.000 1797-0
0.618 1786-5
HIGH 1769-6
0.618 1759-3
0.500 1756-1
0.382 1752-7
LOW 1742-4
0.618 1725-5
1.000 1715-2
1.618 1698-3
2.618 1671-1
4.250 1626-6
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 1756-1 1765-6
PP 1753-2 1759-5
S1 1750-3 1753-5

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

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