CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 19-Sep-2012
Day Change Summary
Previous Current
18-Sep-2012 19-Sep-2012 Change Change % Previous Week
Open 1660-0 1643-0 -17-0 -1.0% 1728-0
High 1669-0 1675-6 6-6 0.4% 1765-6
Low 1630-4 1643-0 12-4 0.8% 1693-4
Close 1640-0 1669-4 29-4 1.8% 1739-0
Range 38-4 32-6 -5-6 -14.9% 72-2
ATR 37-1 37-1 -0-1 -0.3% 0-0
Volume 183,122 111,816 -71,306 -38.9% 587,316
Daily Pivots for day following 19-Sep-2012
Classic Woodie Camarilla DeMark
R4 1761-0 1748-0 1687-4
R3 1728-2 1715-2 1678-4
R2 1695-4 1695-4 1675-4
R1 1682-4 1682-4 1672-4 1689-0
PP 1662-6 1662-6 1662-6 1666-0
S1 1649-6 1649-6 1666-4 1656-2
S2 1630-0 1630-0 1663-4
S3 1597-2 1617-0 1660-4
S4 1564-4 1584-2 1651-4
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 1630-4 135-2 8.1% 36-6 2.2% 29% False False 137,573
10 1765-6 1630-4 135-2 8.1% 35-2 2.1% 29% False False 125,408
20 1789-0 1630-4 158-4 9.5% 33-3 2.0% 25% False False 115,079
40 1789-0 1536-0 253-0 15.2% 38-6 2.3% 53% False False 116,426
60 1789-0 1392-6 396-2 23.7% 39-5 2.4% 70% False False 125,104
80 1789-0 1244-6 544-2 32.6% 36-7 2.2% 78% False False 112,584
100 1789-0 1244-6 544-2 32.6% 34-6 2.1% 78% False False 101,757
120 1789-0 1244-6 544-2 32.6% 32-3 1.9% 78% False False 92,675
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 6-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1815-0
2.618 1761-4
1.618 1728-6
1.000 1708-4
0.618 1696-0
HIGH 1675-6
0.618 1663-2
0.500 1659-3
0.382 1655-4
LOW 1643-0
0.618 1622-6
1.000 1610-2
1.618 1590-0
2.618 1557-2
4.250 1503-6
Fisher Pivots for day following 19-Sep-2012
Pivot 1 day 3 day
R1 1666-1 1683-3
PP 1662-6 1678-6
S1 1659-3 1674-1

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

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