CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 1507-2 1500-0 -7-2 -0.5% 1522-2
High 1513-0 1501-0 -12-0 -0.8% 1525-6
Low 1499-0 1451-0 -48-0 -3.2% 1451-0
Close 1499-2 1452-0 -47-2 -3.2% 1452-0
Range 14-0 50-0 36-0 257.1% 74-6
ATR 27-3 29-0 1-5 5.9% 0-0
Volume 2,234 11,301 9,067 405.9% 31,348
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1618-0 1585-0 1479-4
R3 1568-0 1535-0 1465-6
R2 1518-0 1518-0 1461-1
R1 1485-0 1485-0 1456-5 1476-4
PP 1468-0 1468-0 1468-0 1463-6
S1 1435-0 1435-0 1447-3 1426-4
S2 1418-0 1418-0 1442-7
S3 1368-0 1385-0 1438-2
S4 1318-0 1335-0 1424-4
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1700-4 1651-0 1493-1
R3 1625-6 1576-2 1472-4
R2 1551-0 1551-0 1465-6
R1 1501-4 1501-4 1458-7 1488-7
PP 1476-2 1476-2 1476-2 1470-0
S1 1426-6 1426-6 1445-1 1414-1
S2 1401-4 1401-4 1438-2
S3 1326-6 1352-0 1431-4
S4 1252-0 1277-2 1410-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1525-6 1451-0 74-6 5.1% 25-5 1.8% 1% False True 6,269
10 1570-2 1451-0 119-2 8.2% 26-6 1.8% 1% False True 26,370
20 1574-6 1451-0 123-6 8.5% 26-3 1.8% 1% False True 69,520
40 1736-2 1451-0 285-2 19.6% 32-5 2.2% 0% False True 109,922
60 1789-0 1451-0 338-0 23.3% 32-5 2.2% 0% False True 108,953
80 1789-0 1451-0 338-0 23.3% 36-4 2.5% 0% False True 114,549
100 1789-0 1364-4 424-4 29.2% 36-2 2.5% 21% False False 117,125
120 1789-0 1244-6 544-2 37.5% 34-7 2.4% 38% False False 109,328
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 1713-4
2.618 1631-7
1.618 1581-7
1.000 1551-0
0.618 1531-7
HIGH 1501-0
0.618 1481-7
0.500 1476-0
0.382 1470-1
LOW 1451-0
0.618 1420-1
1.000 1401-0
1.618 1370-1
2.618 1320-1
4.250 1238-4
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 1476-0 1486-7
PP 1468-0 1475-2
S1 1460-0 1463-5

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

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