CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 17-Sep-2012
Day Change Summary
Previous Current
14-Sep-2012 17-Sep-2012 Change Change % Previous Week
Open 1746-4 1733-2 -13-2 -0.8% 1728-0
High 1765-6 1736-2 -29-4 -1.7% 1765-6
Low 1737-4 1669-0 -68-4 -3.9% 1693-4
Close 1739-0 1669-0 -70-0 -4.0% 1739-0
Range 28-2 67-2 39-0 138.1% 72-2
ATR 34-4 37-1 2-4 7.3% 0-0
Volume 113,787 167,468 53,681 47.2% 587,316
Daily Pivots for day following 17-Sep-2012
Classic Woodie Camarilla DeMark
R4 1893-1 1848-3 1706-0
R3 1825-7 1781-1 1687-4
R2 1758-5 1758-5 1681-3
R1 1713-7 1713-7 1675-1 1702-5
PP 1691-3 1691-3 1691-3 1685-6
S1 1646-5 1646-5 1662-7 1635-3
S2 1624-1 1624-1 1656-5
S3 1556-7 1579-3 1650-4
S4 1489-5 1512-1 1632-0
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 1669-0 96-6 5.8% 39-7 2.4% 0% False True 133,525
10 1789-0 1669-0 120-0 7.2% 34-2 2.1% 0% False True 119,798
20 1789-0 1641-0 148-0 8.9% 34-5 2.1% 19% False False 112,039
40 1789-0 1536-0 253-0 15.2% 40-6 2.4% 53% False False 118,044
60 1789-0 1364-4 424-4 25.4% 39-4 2.4% 72% False False 123,144
80 1789-0 1244-6 544-2 32.6% 36-4 2.2% 78% False False 110,323
100 1789-0 1244-6 544-2 32.6% 34-3 2.1% 78% False False 100,015
120 1789-0 1244-6 544-2 32.6% 32-4 2.0% 78% False False 90,834
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 37 trading days
Fibonacci Retracements and Extensions
4.250 2022-0
2.618 1912-2
1.618 1845-0
1.000 1803-4
0.618 1777-6
HIGH 1736-2
0.618 1710-4
0.500 1702-5
0.382 1694-6
LOW 1669-0
0.618 1627-4
1.000 1601-6
1.618 1560-2
2.618 1493-0
4.250 1383-2
Fisher Pivots for day following 17-Sep-2012
Pivot 1 day 3 day
R1 1702-5 1717-3
PP 1691-3 1701-2
S1 1680-2 1685-1

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

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