CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 10-Jan-2012
Day Change Summary
Previous Current
09-Jan-2012 10-Jan-2012 Change Change % Previous Week
Open 1203-0 1219-0 16-0 1.3% 1229-0
High 1221-6 1223-0 1-2 0.1% 1230-0
Low 1203-0 1213-0 10-0 0.8% 1190-0
Close 1221-6 1222-4 0-6 0.1% 1191-2
Range 18-6 10-0 -8-6 -46.7% 40-0
ATR 0-0 15-5 15-5 0-0
Volume 5,028 10,670 5,642 112.2% 40,689
Daily Pivots for day following 10-Jan-2012
Classic Woodie Camarilla DeMark
R4 1249-4 1246-0 1228-0
R3 1239-4 1236-0 1225-2
R2 1229-4 1229-4 1224-3
R1 1226-0 1226-0 1223-3 1227-6
PP 1219-4 1219-4 1219-4 1220-3
S1 1216-0 1216-0 1221-5 1217-6
S2 1209-4 1209-4 1220-5
S3 1199-4 1206-0 1219-6
S4 1189-4 1196-0 1217-0
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 1223-0 1190-0 33-0 2.7% 13-4 1.1% 98% True False 10,317
10 1230-0 1190-0 40-0 3.3% 13-3 1.1% 81% False False 8,091
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 1-3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1265-4
2.618 1249-1
1.618 1239-1
1.000 1233-0
0.618 1229-1
HIGH 1223-0
0.618 1219-1
0.500 1218-0
0.382 1216-7
LOW 1213-0
0.618 1206-7
1.000 1203-0
1.618 1196-7
2.618 1186-7
4.250 1170-4
Fisher Pivots for day following 10-Jan-2012
Pivot 1 day 3 day
R1 1221-0 1217-1
PP 1219-4 1211-7
S1 1218-0 1206-4

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

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