CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 17-Jan-2012
Day Change Summary
Previous Current
13-Jan-2012 17-Jan-2012 Change Change % Previous Week
Open 1182-0 1185-4 3-4 0.3% 1203-0
High 1188-0 1189-4 1-4 0.1% 1223-0
Low 1170-0 1180-0 10-0 0.9% 1170-0
Close 1170-0 1189-0 19-0 1.6% 1170-0
Range 18-0 9-4 -8-4 -47.2% 53-0
ATR 17-1 17-3 0-1 1.0% 0-0
Volume 20,828 18,108 -2,720 -13.1% 60,766
Daily Pivots for day following 17-Jan-2012
Classic Woodie Camarilla DeMark
R4 1214-5 1211-3 1194-2
R3 1205-1 1201-7 1191-5
R2 1195-5 1195-5 1190-6
R1 1192-3 1192-3 1189-7 1194-0
PP 1186-1 1186-1 1186-1 1187-0
S1 1182-7 1182-7 1188-1 1184-4
S2 1176-5 1176-5 1187-2
S3 1167-1 1173-3 1186-3
S4 1157-5 1163-7 1183-6
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% 12-7 1.1% 36% False False 14,769
10 1230-0 1170-0 60-0 5.0% 13-5 1.1% 32% False False 11,956
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 2-1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1229-7
2.618 1214-3
1.618 1204-7
1.000 1199-0
0.618 1195-3
HIGH 1189-4
0.618 1185-7
0.500 1184-6
0.382 1183-5
LOW 1180-0
0.618 1174-1
1.000 1170-4
1.618 1164-5
2.618 1155-1
4.250 1139-5
Fisher Pivots for day following 17-Jan-2012
Pivot 1 day 3 day
R1 1187-5 1186-0
PP 1186-1 1183-0
S1 1184-6 1180-0

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

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