CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 18-Jan-2012
Day Change Summary
Previous Current
17-Jan-2012 18-Jan-2012 Change Change % Previous Week
Open 1185-4 1182-0 -3-4 -0.3% 1203-0
High 1189-4 1190-6 1-2 0.1% 1223-0
Low 1180-0 1180-0 0-0 0.0% 1170-0
Close 1189-0 1186-0 -3-0 -0.3% 1170-0
Range 9-4 10-6 1-2 13.2% 53-0
ATR 17-3 16-7 -0-4 -2.7% 0-0
Volume 18,108 12,004 -6,104 -33.7% 60,766
Daily Pivots for day following 18-Jan-2012
Classic Woodie Camarilla DeMark
R4 1217-7 1212-5 1191-7
R3 1207-1 1201-7 1189-0
R2 1196-3 1196-3 1188-0
R1 1191-1 1191-1 1187-0 1193-6
PP 1185-5 1185-5 1185-5 1186-7
S1 1180-3 1180-3 1185-0 1183-0
S2 1174-7 1174-7 1184-0
S3 1164-1 1169-5 1183-0
S4 1153-3 1158-7 1180-1
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 1212-0 1170-0 42-0 3.5% 13-0 1.1% 38% False False 15,036
10 1223-0 1170-0 53-0 4.5% 13-2 1.1% 30% False False 12,676
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 2-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1236-4
2.618 1218-7
1.618 1208-1
1.000 1201-4
0.618 1197-3
HIGH 1190-6
0.618 1186-5
0.500 1185-3
0.382 1184-1
LOW 1180-0
0.618 1173-3
1.000 1169-2
1.618 1162-5
2.618 1151-7
4.250 1134-2
Fisher Pivots for day following 18-Jan-2012
Pivot 1 day 3 day
R1 1185-6 1184-1
PP 1185-5 1182-2
S1 1185-3 1180-3

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

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