CME Pit-Traded Soybean Future November 2012


Trading Metrics calculated at close of trading on 31-Jan-2012
Day Change Summary
Previous Current
30-Jan-2012 31-Jan-2012 Change Change % Previous Week
Open 1205-0 1202-0 -3-0 -0.2% 1200-0
High 1205-4 1206-4 1-0 0.1% 1228-4
Low 1193-4 1194-4 1-0 0.1% 1197-0
Close 1194-4 1201-4 7-0 0.6% 1222-2
Range 12-0 12-0 0-0 0.0% 31-4
ATR 16-4 16-2 -0-3 -2.0% 0-0
Volume 14,020 11,149 -2,871 -20.5% 60,491
Daily Pivots for day following 31-Jan-2012
Classic Woodie Camarilla DeMark
R4 1236-7 1231-1 1208-1
R3 1224-7 1219-1 1204-6
R2 1212-7 1212-7 1203-6
R1 1207-1 1207-1 1202-5 1204-0
PP 1200-7 1200-7 1200-7 1199-2
S1 1195-1 1195-1 1200-3 1192-0
S2 1188-7 1188-7 1199-2
S3 1176-7 1183-1 1198-2
S4 1164-7 1171-1 1194-7
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 1310-3 1297-7 1239-5
R3 1278-7 1266-3 1230-7
R2 1247-3 1247-3 1228-0
R1 1234-7 1234-7 1225-1 1241-1
PP 1215-7 1215-7 1215-7 1219-0
S1 1203-3 1203-3 1219-3 1209-5
S2 1184-3 1184-3 1216-4
S3 1152-7 1171-7 1213-5
S4 1121-3 1140-3 1204-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1228-4 1193-4 35-0 2.9% 9-3 0.8% 23% False False 12,440
10 1228-4 1180-0 48-4 4.0% 10-2 0.9% 44% False False 12,033
20 1230-0 1170-0 60-0 5.0% 11-7 1.0% 53% False False 11,994
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 1-4
Fibonacci Retracements and Extensions
4.250 1257-4
2.618 1237-7
1.618 1225-7
1.000 1218-4
0.618 1213-7
HIGH 1206-4
0.618 1201-7
0.500 1200-4
0.382 1199-1
LOW 1194-4
0.618 1187-1
1.000 1182-4
1.618 1175-1
2.618 1163-1
4.250 1143-4
Fisher Pivots for day following 31-Jan-2012
Pivot 1 day 3 day
R1 1201-1 1208-2
PP 1200-7 1206-0
S1 1200-4 1203-6

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

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