CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 1748-0 1746-0 -2-0 -0.1% 1771-4
High 1753-6 1752-0 -1-6 -0.1% 1789-0
Low 1725-4 1726-2 0-6 0.0% 1725-4
Close 1747-0 1736-4 -10-4 -0.6% 1736-4
Range 28-2 25-6 -2-4 -8.8% 63-4
ATR 36-4 35-6 -0-6 -2.1% 0-0
Volume 106,329 98,029 -8,300 -7.8% 443,202
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1815-4 1801-6 1750-5
R3 1789-6 1776-0 1743-5
R2 1764-0 1764-0 1741-2
R1 1750-2 1750-2 1738-7 1744-2
PP 1738-2 1738-2 1738-2 1735-2
S1 1724-4 1724-4 1734-1 1718-4
S2 1712-4 1712-4 1731-6
S3 1686-6 1698-6 1729-3
S4 1661-0 1673-0 1722-3
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1940-7 1902-1 1771-3
R3 1877-3 1838-5 1754-0
R2 1813-7 1813-7 1748-1
R1 1775-1 1775-1 1742-3 1762-6
PP 1750-3 1750-3 1750-3 1744-1
S1 1711-5 1711-5 1730-5 1699-2
S2 1686-7 1686-7 1724-7
S3 1623-3 1648-1 1719-0
S4 1559-7 1584-5 1701-5
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 3.7% 26-4 1.5% 17% False False 107,818
10 1789-0 1701-0 88-0 5.1% 30-7 1.8% 40% False False 102,635
20 1789-0 1587-0 202-0 11.6% 34-1 2.0% 74% False False 102,795
40 1789-0 1526-4 262-4 15.1% 41-3 2.4% 80% False False 120,076
60 1789-0 1302-2 486-6 28.0% 38-3 2.2% 89% False False 119,617
80 1789-0 1244-6 544-2 31.3% 35-6 2.1% 90% False False 105,266
100 1789-0 1244-6 544-2 31.3% 33-4 1.9% 90% False False 95,004
120 1789-0 1244-6 544-2 31.3% 31-4 1.8% 90% False False 86,022
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9-0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1861-4
2.618 1819-3
1.618 1793-5
1.000 1777-6
0.618 1767-7
HIGH 1752-0
0.618 1742-1
0.500 1739-1
0.382 1736-1
LOW 1726-2
0.618 1710-3
1.000 1700-4
1.618 1684-5
2.618 1658-7
4.250 1616-6
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 1739-1 1747-5
PP 1738-2 1743-7
S1 1737-3 1740-2

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.