CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 13-Jan-2012
Day Change Summary
Previous Current
12-Jan-2012 13-Jan-2012 Change Change % Previous Week
Open 1172-0 1182-0 10-0 0.9% 1203-0
High 1190-0 1188-0 -2-0 -0.2% 1223-0
Low 1172-0 1170-0 -2-0 -0.2% 1170-0
Close 1188-4 1170-0 -18-4 -1.6% 1170-0
Range 18-0 18-0 0-0 0.0% 53-0
ATR 17-0 17-1 0-1 0.6% 0-0
Volume 16,556 20,828 4,272 25.8% 60,766
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 1230-0 1218-0 1179-7
R3 1212-0 1200-0 1175-0
R2 1194-0 1194-0 1173-2
R1 1182-0 1182-0 1171-5 1179-0
PP 1176-0 1176-0 1176-0 1174-4
S1 1164-0 1164-0 1168-3 1161-0
S2 1158-0 1158-0 1166-6
S3 1140-0 1146-0 1165-0
S4 1122-0 1128-0 1160-1
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 1346-5 1311-3 1199-1
R3 1293-5 1258-3 1184-5
R2 1240-5 1240-5 1179-6
R1 1205-3 1205-3 1174-7 1196-4
PP 1187-5 1187-5 1187-5 1183-2
S1 1152-3 1152-3 1165-1 1143-4
S2 1134-5 1134-5 1160-2
S3 1081-5 1099-3 1155-3
S4 1028-5 1046-3 1140-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1223-0 1170-0 53-0 4.5% 14-6 1.3% 0% False True 12,153
10 1230-0 1170-0 60-0 5.1% 13-1 1.1% 0% False True 10,877
Crabel Price Patterns
NR False
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 1-6
Fibonacci Retracements and Extensions
4.250 1264-4
2.618 1235-1
1.618 1217-1
1.000 1206-0
0.618 1199-1
HIGH 1188-0
0.618 1181-1
0.500 1179-0
0.382 1176-7
LOW 1170-0
0.618 1158-7
1.000 1152-0
1.618 1140-7
2.618 1122-7
4.250 1093-4
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 1179-0 1191-0
PP 1176-0 1184-0
S1 1173-0 1177-0

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

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