CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 14-Sep-2012
Day Change Summary
Previous Current
13-Sep-2012 14-Sep-2012 Change Change % Previous Week
Open 1746-0 1746-4 0-4 0.0% 1728-0
High 1750-0 1765-6 15-6 0.9% 1765-6
Low 1732-6 1737-4 4-6 0.3% 1693-4
Close 1747-2 1739-0 -8-2 -0.5% 1739-0
Range 17-2 28-2 11-0 63.8% 72-2
ATR 35-0 34-4 -0-4 -1.4% 0-0
Volume 111,672 113,787 2,115 1.9% 587,316
Daily Pivots for day following 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1832-1 1813-7 1754-4
R3 1803-7 1785-5 1746-6
R2 1775-5 1775-5 1744-1
R1 1757-3 1757-3 1741-5 1752-3
PP 1747-3 1747-3 1747-3 1745-0
S1 1729-1 1729-1 1736-3 1724-1
S2 1719-1 1719-1 1733-7
S3 1690-7 1700-7 1731-2
S4 1662-5 1672-5 1723-4
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1949-4 1916-4 1778-6
R3 1877-2 1844-2 1758-7
R2 1805-0 1805-0 1752-2
R1 1772-0 1772-0 1745-5 1788-4
PP 1732-6 1732-6 1732-6 1741-0
S1 1699-6 1699-6 1732-3 1716-2
S2 1660-4 1660-4 1725-6
S3 1588-2 1627-4 1719-1
S4 1516-0 1555-2 1699-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1765-6 1693-4 72-2 4.2% 32-1 1.8% 63% True False 117,463
10 1789-0 1693-4 95-4 5.5% 29-2 1.7% 48% False False 112,641
20 1789-0 1620-4 168-4 9.7% 32-5 1.9% 70% False False 107,015
40 1789-0 1536-0 253-0 14.5% 40-2 2.3% 80% False False 119,176
60 1789-0 1364-4 424-4 24.4% 38-6 2.2% 88% False False 121,927
80 1789-0 1244-6 544-2 31.3% 36-0 2.1% 91% False False 109,031
100 1789-0 1244-6 544-2 31.3% 34-0 2.0% 91% False False 98,890
120 1789-0 1244-6 544-2 31.3% 32-1 1.8% 91% False False 89,726
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 7-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1885-6
2.618 1839-6
1.618 1811-4
1.000 1794-0
0.618 1783-2
HIGH 1765-6
0.618 1755-0
0.500 1751-5
0.382 1748-2
LOW 1737-4
0.618 1720-0
1.000 1709-2
1.618 1691-6
2.618 1663-4
4.250 1617-4
Fisher Pivots for day following 14-Sep-2012
Pivot 1 day 3 day
R1 1751-5 1735-7
PP 1747-3 1732-6
S1 1743-2 1729-5

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

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