CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 03-Oct-2012
Day Change Summary
Previous Current
02-Oct-2012 03-Oct-2012 Change Change % Previous Week
Open 1559-6 1531-4 -28-2 -1.8% 1621-6
High 1561-2 1543-6 -17-4 -1.1% 1626-0
Low 1526-4 1504-0 -22-4 -1.5% 1557-4
Close 1530-4 1531-6 1-2 0.1% 1601-0
Range 34-6 39-6 5-0 14.4% 68-4
ATR 38-5 38-5 0-1 0.2% 0-0
Volume 158,462 165,835 7,373 4.7% 727,003
Daily Pivots for day following 03-Oct-2012
Classic Woodie Camarilla DeMark
R4 1645-6 1628-4 1553-5
R3 1606-0 1588-6 1542-5
R2 1566-2 1566-2 1539-0
R1 1549-0 1549-0 1535-3 1557-5
PP 1526-4 1526-4 1526-4 1530-6
S1 1509-2 1509-2 1528-1 1517-7
S2 1486-6 1486-6 1524-4
S3 1447-0 1469-4 1520-7
S4 1407-2 1429-6 1509-7
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 1800-3 1769-1 1638-5
R3 1731-7 1700-5 1619-7
R2 1663-3 1663-3 1613-4
R1 1632-1 1632-1 1607-2 1613-4
PP 1594-7 1594-7 1594-7 1585-4
S1 1563-5 1563-5 1594-6 1545-0
S2 1526-3 1526-3 1588-4
S3 1457-7 1495-1 1582-1
S4 1389-3 1426-5 1563-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1613-6 1504-0 109-6 7.2% 39-4 2.6% 25% False True 160,281
10 1686-0 1504-0 182-0 11.9% 40-3 2.6% 15% False True 151,251
20 1765-6 1504-0 261-6 17.1% 37-7 2.5% 11% False True 138,329
40 1789-0 1504-0 285-0 18.6% 36-6 2.4% 10% False True 120,804
60 1789-0 1504-0 285-0 18.6% 41-0 2.7% 10% False True 128,675
80 1789-0 1302-2 486-6 31.8% 38-2 2.5% 47% False False 123,718
100 1789-0 1244-6 544-2 35.5% 36-1 2.4% 53% False False 111,339
120 1789-0 1244-6 544-2 35.5% 34-1 2.2% 53% False False 101,150
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 8-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1712-6
2.618 1647-7
1.618 1608-1
1.000 1583-4
0.618 1568-3
HIGH 1543-6
0.618 1528-5
0.500 1523-7
0.382 1519-1
LOW 1504-0
0.618 1479-3
1.000 1464-2
1.618 1439-5
2.618 1399-7
4.250 1335-0
Fisher Pivots for day following 03-Oct-2012
Pivot 1 day 3 day
R1 1529-1 1552-0
PP 1526-4 1545-2
S1 1523-7 1538-4

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

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