CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 26-Sep-2012
Day Change Summary
Previous Current
25-Sep-2012 26-Sep-2012 Change Change % Previous Week
Open 1608-2 1611-0 2-6 0.2% 1733-2
High 1625-4 1613-2 -12-2 -0.8% 1736-2
Low 1604-2 1565-0 -39-2 -2.4% 1607-4
Close 1611-4 1573-0 -38-4 -2.4% 1621-6
Range 21-2 48-2 27-0 127.1% 128-6
ATR 37-3 38-1 0-6 2.1% 0-0
Volume 107,344 146,255 38,911 36.2% 787,894
Daily Pivots for day following 26-Sep-2012
Classic Woodie Camarilla DeMark
R4 1728-4 1699-0 1599-4
R3 1680-2 1650-6 1586-2
R2 1632-0 1632-0 1581-7
R1 1602-4 1602-4 1577-3 1593-1
PP 1583-6 1583-6 1583-6 1579-0
S1 1554-2 1554-2 1568-5 1544-7
S2 1535-4 1535-4 1564-1
S3 1487-2 1506-0 1559-6
S4 1439-0 1457-6 1546-4
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 2041-3 1960-3 1692-4
R3 1912-5 1831-5 1657-1
R2 1783-7 1783-7 1645-3
R1 1702-7 1702-7 1633-4 1679-0
PP 1655-1 1655-1 1655-1 1643-2
S1 1574-1 1574-1 1610-0 1550-2
S2 1526-3 1526-3 1598-1
S3 1397-5 1445-3 1586-3
S4 1268-7 1316-5 1551-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1686-0 1565-0 121-0 7.7% 41-3 2.6% 7% False True 142,220
10 1765-6 1565-0 200-6 12.8% 39-1 2.5% 4% False True 139,896
20 1789-0 1565-0 224-0 14.2% 35-5 2.3% 4% False True 123,236
40 1789-0 1555-2 233-6 14.9% 37-2 2.4% 8% False False 116,117
60 1789-0 1441-2 347-6 22.1% 40-4 2.6% 38% False False 126,188
80 1789-0 1263-4 525-4 33.4% 37-6 2.4% 59% False False 118,076
100 1789-0 1244-6 544-2 34.6% 35-6 2.3% 60% False False 106,088
120 1789-0 1244-6 544-2 34.6% 33-3 2.1% 60% False False 95,920
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1818-2
2.618 1739-5
1.618 1691-3
1.000 1661-4
0.618 1643-1
HIGH 1613-2
0.618 1594-7
0.500 1589-1
0.382 1583-3
LOW 1565-0
0.618 1535-1
1.000 1516-6
1.618 1486-7
2.618 1438-5
4.250 1360-0
Fisher Pivots for day following 26-Sep-2012
Pivot 1 day 3 day
R1 1589-1 1595-4
PP 1583-6 1588-0
S1 1578-3 1580-4

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

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