CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 09-Jan-2012
Day Change Summary
Previous Current
06-Jan-2012 09-Jan-2012 Change Change % Previous Week
Open 1210-0 1203-0 -7-0 -0.6% 1229-0
High 1210-0 1221-6 11-6 1.0% 1230-0
Low 1190-0 1203-0 13-0 1.1% 1190-0
Close 1191-2 1221-6 30-4 2.6% 1191-2
Range 20-0 18-6 -1-2 -6.3% 40-0
ATR
Volume 11,216 5,028 -6,188 -55.2% 40,689
Daily Pivots for day following 09-Jan-2012
Classic Woodie Camarilla DeMark
R4 1271-6 1265-4 1232-0
R3 1253-0 1246-6 1226-7
R2 1234-2 1234-2 1225-2
R1 1228-0 1228-0 1223-4 1231-1
PP 1215-4 1215-4 1215-4 1217-0
S1 1209-2 1209-2 1220-0 1212-3
S2 1196-6 1196-6 1218-2
S3 1178-0 1190-4 1216-5
S4 1159-2 1171-6 1211-4
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1323-6 1297-4 1213-2
R3 1283-6 1257-4 1202-2
R2 1243-6 1243-6 1198-5
R1 1217-4 1217-4 1194-7 1210-5
PP 1203-6 1203-6 1203-6 1200-2
S1 1177-4 1177-4 1187-5 1170-5
S2 1163-6 1163-6 1183-7
S3 1123-6 1137-4 1180-2
S4 1083-6 1097-4 1169-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1230-0 1190-0 40-0 3.3% 14-3 1.2% 79% False False 9,143
10 1230-0 1176-4 53-4 4.4% 12-7 1.1% 85% False False 7,823
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 1-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1301-4
2.618 1270-7
1.618 1252-1
1.000 1240-4
0.618 1233-3
HIGH 1221-6
0.618 1214-5
0.500 1212-3
0.382 1210-1
LOW 1203-0
0.618 1191-3
1.000 1184-2
1.618 1172-5
2.618 1153-7
4.250 1123-2
Fisher Pivots for day following 09-Jan-2012
Pivot 1 day 3 day
R1 1218-5 1216-4
PP 1215-4 1211-1
S1 1212-3 1205-7

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

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