CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 10-Jul-2012
Day Change Summary
Previous Current
09-Jul-2012 10-Jul-2012 Change Change % Previous Week
Open 1556-0 1537-4 -18-4 -1.2% 1443-0
High 1570-0 1550-4 -19-4 -1.2% 1528-0
Low 1543-2 1532-4 -10-6 -0.7% 1433-0
Close 1547-6 1538-4 -9-2 -0.6% 1505-6
Range 26-6 18-0 -8-6 -32.7% 95-0
ATR 29-3 28-4 -0-6 -2.8% 0-0
Volume 111,710 158,239 46,529 41.7% 515,527
Daily Pivots for day following 10-Jul-2012
Classic Woodie Camarilla DeMark
R4 1594-4 1584-4 1548-3
R3 1576-4 1566-4 1543-4
R2 1558-4 1558-4 1541-6
R1 1548-4 1548-4 1540-1 1553-4
PP 1540-4 1540-4 1540-4 1543-0
S1 1530-4 1530-4 1536-7 1535-4
S2 1522-4 1522-4 1535-2
S3 1504-4 1512-4 1533-4
S4 1486-4 1494-4 1528-5
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1773-7 1734-7 1558-0
R3 1678-7 1639-7 1531-7
R2 1583-7 1583-7 1523-1
R1 1544-7 1544-7 1514-4 1564-3
PP 1488-7 1488-7 1488-7 1498-6
S1 1449-7 1449-7 1497-0 1469-3
S2 1393-7 1393-7 1488-3
S3 1298-7 1354-7 1479-5
S4 1203-7 1259-7 1453-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1570-0 1453-0 117-0 7.6% 23-7 1.6% 73% False False 130,433
10 1570-0 1401-4 168-4 11.0% 22-5 1.5% 81% False False 129,821
20 1570-0 1308-0 262-0 17.0% 18-5 1.2% 88% False False 108,846
40 1570-0 1253-0 317-0 20.6% 16-3 1.1% 90% False False 85,335
60 1570-0 1253-0 317-0 20.6% 15-6 1.0% 90% False False 73,625
80 1570-0 1253-0 317-0 20.6% 14-7 1.0% 90% False False 65,028
100 1570-0 1252-4 317-4 20.6% 13-5 0.9% 90% False False 56,811
120 1570-0 1180-0 390-0 25.3% 13-2 0.9% 92% False False 49,656
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 5-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1627-0
2.618 1597-5
1.618 1579-5
1.000 1568-4
0.618 1561-5
HIGH 1550-4
0.618 1543-5
0.500 1541-4
0.382 1539-3
LOW 1532-4
0.618 1521-3
1.000 1514-4
1.618 1503-3
2.618 1485-3
4.250 1456-0
Fisher Pivots for day following 10-Jul-2012
Pivot 1 day 3 day
R1 1541-4 1538-1
PP 1540-4 1537-7
S1 1539-4 1537-4

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

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