CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 24-Jan-2012
Day Change Summary
Previous Current
23-Jan-2012 24-Jan-2012 Change Change % Previous Week
Open 1200-0 1197-0 -3-0 -0.3% 1185-4
High 1208-0 1220-4 12-4 1.0% 1193-0
Low 1200-0 1197-0 -3-0 -0.3% 1180-0
Close 1207-4 1213-0 5-4 0.5% 1183-6
Range 8-0 23-4 15-4 193.8% 13-0
ATR 16-5 17-1 0-4 3.0% 0-0
Volume 10,417 13,041 2,624 25.2% 52,780
Daily Pivots for day following 24-Jan-2012
Classic Woodie Camarilla DeMark
R4 1280-5 1270-3 1225-7
R3 1257-1 1246-7 1219-4
R2 1233-5 1233-5 1217-2
R1 1223-3 1223-3 1215-1 1228-4
PP 1210-1 1210-1 1210-1 1212-6
S1 1199-7 1199-7 1210-7 1205-0
S2 1186-5 1186-5 1208-6
S3 1163-1 1176-3 1206-4
S4 1139-5 1152-7 1200-1
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 1224-5 1217-1 1190-7
R3 1211-5 1204-1 1187-3
R2 1198-5 1198-5 1186-1
R1 1191-1 1191-1 1185-0 1188-3
PP 1185-5 1185-5 1185-5 1184-2
S1 1178-1 1178-1 1182-4 1175-3
S2 1172-5 1172-5 1181-3
S3 1159-5 1165-1 1180-1
S4 1146-5 1152-1 1176-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1220-4 1180-0 40-4 3.3% 11-0 0.9% 81% True False 11,626
10 1223-0 1170-0 53-0 4.4% 12-0 1.0% 81% False False 13,197
20 1230-0 1170-0 60-0 4.9% 12-3 1.0% 72% False False 10,510
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1320-3
2.618 1282-0
1.618 1258-4
1.000 1244-0
0.618 1235-0
HIGH 1220-4
0.618 1211-4
0.500 1208-6
0.382 1206-0
LOW 1197-0
0.618 1182-4
1.000 1173-4
1.618 1159-0
2.618 1135-4
4.250 1097-1
Fisher Pivots for day following 24-Jan-2012
Pivot 1 day 3 day
R1 1211-5 1208-6
PP 1210-1 1204-4
S1 1208-6 1200-2

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

View Archives - Comment on this page... - Back to Index of Symbols