CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 13-Sep-2012
Day Change Summary
Previous Current
12-Sep-2012 13-Sep-2012 Change Change % Previous Week
Open 1700-2 1746-0 45-6 2.7% 1771-4
High 1750-0 1750-0 0-0 0.0% 1789-0
Low 1693-4 1732-6 39-2 2.3% 1725-4
Close 1745-6 1747-2 1-4 0.1% 1736-4
Range 56-4 17-2 -39-2 -69.5% 63-4
ATR 36-3 35-0 -1-3 -3.8% 0-0
Volume 164,599 111,672 -52,927 -32.2% 443,202
Daily Pivots for day following 13-Sep-2012
Classic Woodie Camarilla DeMark
R4 1795-1 1788-3 1756-6
R3 1777-7 1771-1 1752-0
R2 1760-5 1760-5 1750-3
R1 1753-7 1753-7 1748-7 1757-2
PP 1743-3 1743-3 1743-3 1745-0
S1 1736-5 1736-5 1745-5 1740-0
S2 1726-1 1726-1 1744-1
S3 1708-7 1719-3 1742-4
S4 1691-5 1702-1 1737-6
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 1752-0 1693-4 58-4 3.3% 31-5 1.8% 92% False False 114,311
10 1789-0 1693-4 95-4 5.5% 30-1 1.7% 56% False False 108,522
20 1789-0 1619-4 169-4 9.7% 32-3 1.9% 75% False False 105,713
40 1789-0 1536-0 253-0 14.5% 41-1 2.4% 83% False False 120,092
60 1789-0 1364-4 424-4 24.3% 38-6 2.2% 90% False False 122,608
80 1789-0 1244-6 544-2 31.1% 36-2 2.1% 92% False False 108,122
100 1789-0 1244-6 544-2 31.1% 33-7 1.9% 92% False False 98,207
120 1789-0 1244-6 544-2 31.1% 32-0 1.8% 92% False False 89,040
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8-4
Narrowest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 1823-2
2.618 1795-1
1.618 1777-7
1.000 1767-2
0.618 1760-5
HIGH 1750-0
0.618 1743-3
0.500 1741-3
0.382 1739-3
LOW 1732-6
0.618 1722-1
1.000 1715-4
1.618 1704-7
2.618 1687-5
4.250 1659-4
Fisher Pivots for day following 13-Sep-2012
Pivot 1 day 3 day
R1 1745-2 1738-6
PP 1743-3 1730-2
S1 1741-3 1721-6

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

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