CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 18-Sep-2012
Day Change Summary
Previous Current
17-Sep-2012 18-Sep-2012 Change Change % Previous Week
Open 1733-2 1660-0 -73-2 -4.2% 1728-0
High 1736-2 1669-0 -67-2 -3.9% 1765-6
Low 1669-0 1630-4 -38-4 -2.3% 1693-4
Close 1669-0 1640-0 -29-0 -1.7% 1739-0
Range 67-2 38-4 -28-6 -42.8% 72-2
ATR 37-1 37-1 0-1 0.3% 0-0
Volume 167,468 183,122 15,654 9.3% 587,316
Daily Pivots for day following 18-Sep-2012
Classic Woodie Camarilla DeMark
R4 1762-0 1739-4 1661-1
R3 1723-4 1701-0 1650-5
R2 1685-0 1685-0 1647-0
R1 1662-4 1662-4 1643-4 1654-4
PP 1646-4 1646-4 1646-4 1642-4
S1 1624-0 1624-0 1636-4 1616-0
S2 1608-0 1608-0 1633-0
S3 1569-4 1585-4 1629-3
S4 1531-0 1547-0 1618-7
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 1630-4 135-2 8.2% 41-4 2.5% 7% False True 148,129
10 1769-6 1630-4 139-2 8.5% 34-6 2.1% 7% False True 124,766
20 1789-0 1630-4 158-4 9.7% 34-3 2.1% 6% False True 116,320
40 1789-0 1536-0 253-0 15.4% 39-7 2.4% 41% False False 118,241
60 1789-0 1392-6 396-2 24.2% 39-6 2.4% 62% False False 124,622
80 1789-0 1244-6 544-2 33.2% 36-6 2.2% 73% False False 111,786
100 1789-0 1244-6 544-2 33.2% 34-5 2.1% 73% False False 101,129
120 1789-0 1244-6 544-2 33.2% 32-5 2.0% 73% False False 92,089
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 7-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1832-5
2.618 1769-6
1.618 1731-2
1.000 1707-4
0.618 1692-6
HIGH 1669-0
0.618 1654-2
0.500 1649-6
0.382 1645-2
LOW 1630-4
0.618 1606-6
1.000 1592-0
1.618 1568-2
2.618 1529-6
4.250 1466-7
Fisher Pivots for day following 18-Sep-2012
Pivot 1 day 3 day
R1 1649-6 1698-1
PP 1646-4 1678-6
S1 1643-2 1659-3

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

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