CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 12-Jan-2012
Day Change Summary
Previous Current
11-Jan-2012 12-Jan-2012 Change Change % Previous Week
Open 1205-0 1172-0 -33-0 -2.7% 1229-0
High 1212-0 1190-0 -22-0 -1.8% 1230-0
Low 1203-0 1172-0 -31-0 -2.6% 1190-0
Close 1204-4 1188-4 -16-0 -1.3% 1191-2
Range 9-0 18-0 9-0 100.0% 40-0
ATR 15-7 17-0 1-2 7.5% 0-0
Volume 7,684 16,556 8,872 115.5% 40,689
Daily Pivots for day following 12-Jan-2012
Classic Woodie Camarilla DeMark
R4 1237-4 1231-0 1198-3
R3 1219-4 1213-0 1193-4
R2 1201-4 1201-4 1191-6
R1 1195-0 1195-0 1190-1 1198-2
PP 1183-4 1183-4 1183-4 1185-1
S1 1177-0 1177-0 1186-7 1180-2
S2 1165-4 1165-4 1185-2
S3 1147-4 1159-0 1183-4
S4 1129-4 1141-0 1178-5
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 1172-0 51-0 4.3% 15-1 1.3% 32% False True 10,230
10 1230-0 1172-0 58-0 4.9% 12-6 1.1% 28% False True 9,308
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1266-4
2.618 1237-1
1.618 1219-1
1.000 1208-0
0.618 1201-1
HIGH 1190-0
0.618 1183-1
0.500 1181-0
0.382 1178-7
LOW 1172-0
0.618 1160-7
1.000 1154-0
1.618 1142-7
2.618 1124-7
4.250 1095-4
Fisher Pivots for day following 12-Jan-2012
Pivot 1 day 3 day
R1 1186-0 1197-4
PP 1183-4 1194-4
S1 1181-0 1191-4

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

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