CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 11-Jan-2012
Day Change Summary
Previous Current
10-Jan-2012 11-Jan-2012 Change Change % Previous Week
Open 1219-0 1205-0 -14-0 -1.1% 1229-0
High 1223-0 1212-0 -11-0 -0.9% 1230-0
Low 1213-0 1203-0 -10-0 -0.8% 1190-0
Close 1222-4 1204-4 -18-0 -1.5% 1191-2
Range 10-0 9-0 -1-0 -10.0% 40-0
ATR 15-5 15-7 0-2 1.8% 0-0
Volume 10,670 7,684 -2,986 -28.0% 40,689
Daily Pivots for day following 11-Jan-2012
Classic Woodie Camarilla DeMark
R4 1233-4 1228-0 1209-4
R3 1224-4 1219-0 1207-0
R2 1215-4 1215-4 1206-1
R1 1210-0 1210-0 1205-3 1208-2
PP 1206-4 1206-4 1206-4 1205-5
S1 1201-0 1201-0 1203-5 1199-2
S2 1197-4 1197-4 1202-7
S3 1188-4 1192-0 1202-0
S4 1179-4 1183-0 1199-4
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 1223-0 1190-0 33-0 2.7% 13-3 1.1% 44% False False 8,818
10 1230-0 1190-0 40-0 3.3% 12-5 1.0% 36% False False 8,615
Crabel Price Patterns
NR True
NR4 True
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 1-5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1250-2
2.618 1235-4
1.618 1226-4
1.000 1221-0
0.618 1217-4
HIGH 1212-0
0.618 1208-4
0.500 1207-4
0.382 1206-4
LOW 1203-0
0.618 1197-4
1.000 1194-0
1.618 1188-4
2.618 1179-4
4.250 1164-6
Fisher Pivots for day following 11-Jan-2012
Pivot 1 day 3 day
R1 1207-4 1213-0
PP 1206-4 1210-1
S1 1205-4 1207-3

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

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