CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 06-Sep-2012
Day Change Summary
Previous Current
05-Sep-2012 06-Sep-2012 Change Change % Previous Week
Open 1766-6 1748-0 -18-6 -1.1% 1740-6
High 1769-6 1753-6 -16-0 -0.9% 1771-2
Low 1742-4 1725-4 -17-0 -1.0% 1701-0
Close 1747-4 1747-0 -0-4 0.0% 1756-4
Range 27-2 28-2 1-0 3.7% 70-2
ATR 37-1 36-4 -0-5 -1.7% 0-0
Volume 105,401 106,329 928 0.9% 495,411
Daily Pivots for day following 06-Sep-2012
Classic Woodie Camarilla DeMark
R4 1826-7 1815-1 1762-4
R3 1798-5 1786-7 1754-6
R2 1770-3 1770-3 1752-1
R1 1758-5 1758-5 1749-5 1750-3
PP 1742-1 1742-1 1742-1 1738-0
S1 1730-3 1730-3 1744-3 1722-1
S2 1713-7 1713-7 1741-7
S3 1685-5 1702-1 1739-2
S4 1657-3 1673-7 1731-4
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 1725-4 63-4 3.6% 28-4 1.6% 34% False True 102,734
10 1789-0 1701-0 88-0 5.0% 32-3 1.9% 52% False False 105,558
20 1789-0 1576-4 212-4 12.2% 35-5 2.0% 80% False False 103,595
40 1789-0 1510-4 278-4 15.9% 41-4 2.4% 85% False False 123,425
60 1789-0 1302-2 486-6 27.9% 38-4 2.2% 91% False False 119,480
80 1789-0 1244-6 544-2 31.2% 35-6 2.0% 92% False False 104,981
100 1789-0 1244-6 544-2 31.2% 33-4 1.9% 92% False False 94,373
120 1789-0 1244-6 544-2 31.2% 31-4 1.8% 92% False False 85,419
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 10-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1873-6
2.618 1827-6
1.618 1799-4
1.000 1782-0
0.618 1771-2
HIGH 1753-6
0.618 1743-0
0.500 1739-5
0.382 1736-2
LOW 1725-4
0.618 1708-0
1.000 1697-2
1.618 1679-6
2.618 1651-4
4.250 1605-4
Fisher Pivots for day following 06-Sep-2012
Pivot 1 day 3 day
R1 1744-4 1757-2
PP 1742-1 1753-7
S1 1739-5 1750-3

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

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