CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 16-Oct-2012
Day Change Summary
Previous Current
15-Oct-2012 16-Oct-2012 Change Change % Previous Week
Open 1519-0 1494-0 -25-0 -1.6% 1553-4
High 1520-0 1514-6 -5-2 -0.3% 1574-0
Low 1485-6 1493-0 7-2 0.5% 1510-0
Close 1492-4 1493-6 1-2 0.1% 1522-4
Range 34-2 21-6 -12-4 -36.5% 64-0
ATR 36-7 35-7 -1-0 -2.8% 0-0
Volume 129,430 103,736 -25,694 -19.9% 749,948
Daily Pivots for day following 16-Oct-2012
Classic Woodie Camarilla DeMark
R4 1565-6 1551-4 1505-6
R3 1544-0 1529-6 1499-6
R2 1522-2 1522-2 1497-6
R1 1508-0 1508-0 1495-6 1504-2
PP 1500-4 1500-4 1500-4 1498-5
S1 1486-2 1486-2 1491-6 1482-4
S2 1478-6 1478-6 1489-6
S3 1457-0 1464-4 1487-6
S4 1435-2 1442-6 1481-6
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1727-4 1689-0 1557-6
R3 1663-4 1625-0 1540-1
R2 1599-4 1599-4 1534-2
R1 1561-0 1561-0 1528-3 1548-2
PP 1535-4 1535-4 1535-4 1529-1
S1 1497-0 1497-0 1516-5 1484-2
S2 1471-4 1471-4 1510-6
S3 1407-4 1433-0 1504-7
S4 1343-4 1369-0 1487-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1568-0 1485-6 82-2 5.5% 35-5 2.4% 10% False False 145,802
10 1574-0 1485-6 88-2 5.9% 33-1 2.2% 9% False False 143,056
20 1686-0 1485-6 200-2 13.4% 36-3 2.4% 4% False False 144,452
40 1789-0 1485-6 303-2 20.3% 35-3 2.4% 3% False False 130,386
60 1789-0 1485-6 303-2 20.3% 38-6 2.6% 3% False False 126,978
80 1789-0 1392-6 396-2 26.5% 38-7 2.6% 25% False False 129,580
100 1789-0 1244-6 544-2 36.4% 36-5 2.5% 46% False False 118,319
120 1789-0 1244-6 544-2 36.4% 34-7 2.3% 46% False False 108,350
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-3
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1607-2
2.618 1571-6
1.618 1550-0
1.000 1536-4
0.618 1528-2
HIGH 1514-6
0.618 1506-4
0.500 1503-7
0.382 1501-2
LOW 1493-0
0.618 1479-4
1.000 1471-2
1.618 1457-6
2.618 1436-0
4.250 1400-4
Fisher Pivots for day following 16-Oct-2012
Pivot 1 day 3 day
R1 1503-7 1519-5
PP 1500-4 1511-0
S1 1497-1 1502-3

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

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