CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 24-Oct-2012
Day Change Summary
Previous Current
23-Oct-2012 24-Oct-2012 Change Change % Previous Week
Open 1546-4 1554-6 8-2 0.5% 1519-0
High 1555-0 1574-6 19-6 1.3% 1555-6
Low 1529-0 1549-2 20-2 1.3% 1485-6
Close 1553-2 1570-4 17-2 1.1% 1534-2
Range 26-0 25-4 -0-4 -1.9% 70-0
ATR 33-6 33-1 -0-5 -1.7% 0-0
Volume 95,184 136,436 41,252 43.3% 572,737
Daily Pivots for day following 24-Oct-2012
Classic Woodie Camarilla DeMark
R4 1641-3 1631-3 1584-4
R3 1615-7 1605-7 1577-4
R2 1590-3 1590-3 1575-1
R1 1580-3 1580-3 1572-7 1585-3
PP 1564-7 1564-7 1564-7 1567-2
S1 1554-7 1554-7 1568-1 1559-7
S2 1539-3 1539-3 1565-7
S3 1513-7 1529-3 1563-4
S4 1488-3 1503-7 1556-4
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1735-2 1704-6 1572-6
R3 1665-2 1634-6 1553-4
R2 1595-2 1595-2 1547-1
R1 1564-6 1564-6 1540-5 1580-0
PP 1525-2 1525-2 1525-2 1532-7
S1 1494-6 1494-6 1527-7 1510-0
S2 1455-2 1455-2 1521-3
S3 1385-2 1424-6 1515-0
S4 1315-2 1354-6 1495-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1574-6 1507-4 67-2 4.3% 29-4 1.9% 94% True False 121,856
10 1574-6 1485-6 89-0 5.7% 31-6 2.0% 95% True False 126,536
20 1613-6 1485-6 128-0 8.2% 33-0 2.1% 66% False False 137,809
40 1789-0 1485-6 303-2 19.3% 34-2 2.2% 28% False False 130,523
60 1789-0 1485-6 303-2 19.3% 35-7 2.3% 28% False False 123,348
80 1789-0 1441-2 347-6 22.1% 38-5 2.5% 37% False False 129,093
100 1789-0 1263-4 525-4 33.5% 36-6 2.3% 58% False False 122,023
120 1789-0 1244-6 544-2 34.7% 35-2 2.2% 60% False False 111,375
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 4-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1683-1
2.618 1641-4
1.618 1616-0
1.000 1600-2
0.618 1590-4
HIGH 1574-6
0.618 1565-0
0.500 1562-0
0.382 1559-0
LOW 1549-2
0.618 1533-4
1.000 1523-6
1.618 1508-0
2.618 1482-4
4.250 1440-7
Fisher Pivots for day following 24-Oct-2012
Pivot 1 day 3 day
R1 1567-5 1563-7
PP 1564-7 1557-2
S1 1562-0 1550-5

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

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