CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary
Previous Current
19-Sep-2012 20-Sep-2012 Change Change % Previous Week
Open 1643-0 1668-0 25-0 1.5% 1728-0
High 1675-6 1686-0 10-2 0.6% 1765-6
Low 1643-0 1616-0 -27-0 -1.6% 1693-4
Close 1669-4 1618-6 -50-6 -3.0% 1739-0
Range 32-6 70-0 37-2 113.7% 72-2
ATR 37-1 39-3 2-3 6.3% 0-0
Volume 111,816 190,026 78,210 69.9% 587,316
Daily Pivots for day following 20-Sep-2012
Classic Woodie Camarilla DeMark
R4 1850-2 1804-4 1657-2
R3 1780-2 1734-4 1638-0
R2 1710-2 1710-2 1631-5
R1 1664-4 1664-4 1625-1 1652-3
PP 1640-2 1640-2 1640-2 1634-2
S1 1594-4 1594-4 1612-3 1582-3
S2 1570-2 1570-2 1605-7
S3 1500-2 1524-4 1599-4
S4 1430-2 1454-4 1580-2
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 1616-0 149-6 9.3% 47-3 2.9% 2% False True 153,243
10 1765-6 1616-0 149-6 9.3% 39-4 2.4% 2% False True 133,777
20 1789-0 1616-0 173-0 10.7% 35-7 2.2% 2% False True 119,667
40 1789-0 1550-6 238-2 14.7% 38-3 2.4% 29% False False 116,410
60 1789-0 1392-6 396-2 24.5% 40-2 2.5% 57% False False 125,690
80 1789-0 1244-6 544-2 33.6% 37-4 2.3% 69% False False 114,516
100 1789-0 1244-6 544-2 33.6% 35-2 2.2% 69% False False 103,225
120 1789-0 1244-6 544-2 33.6% 32-5 2.0% 69% False False 93,558
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7-7
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 1983-4
2.618 1869-2
1.618 1799-2
1.000 1756-0
0.618 1729-2
HIGH 1686-0
0.618 1659-2
0.500 1651-0
0.382 1642-6
LOW 1616-0
0.618 1572-6
1.000 1546-0
1.618 1502-6
2.618 1432-6
4.250 1318-4
Fisher Pivots for day following 20-Sep-2012
Pivot 1 day 3 day
R1 1651-0 1651-0
PP 1640-2 1640-2
S1 1629-4 1629-4

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

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